Attention conservation notice: Of no use unless you care about mathematical statistics, and will be in Pittsburgh on Monday.
As I have had a number of occasions to tell the kids this semester, and will certainly repeat later, one of the most valuable things a data analyst can know is that some variables have nothing to do with each other. (Visions of the totality of interconnections making up the Cosmic All are for higher beings, like the Arisians, Marxist literary critics, and the Medium Lobster, not mere empiricists.) This is not at all easy when confronting high-dimensional data, and so I am especially pleased by the topic of next week's seminar.
As always, the talk is free and open to the public.
Those of you wishing to follow along at home may find it enlightening to read "Brownian distance covariance" (arxiv:1010.0297) by Székely and Rizzo, along with the commentaries linked there — all published, I can't resist pointing out, in the Annals of Applied Statistics.
Update, 8 April: Due to the looming uncertainty about whether we will have a functioning National Science Foundation, the talk has been canceled. So, this is another Bad Thing which I blame on the wingnuts' apocalyptic fear of poor women having contraceptives. (I do not of course speak for the statistics department, for CMU, or for Dr. Székely.)
Posted at April 07, 2011 20:30 | permanent link