sometimes why it is so messed up .. i mean everything around. Haven't been able to work even a pinch over my research problem, in this week. Sometimes its any other stupid discussion, at others it is something insightful on uniform convergence, or could be a seminar, tutorial, invigilation, sometimes irresistible internet re-search.. and what not. You name it and you will find it going on in our room (mine and AK's) at some or the other time point. I don't mean i am regretting any of these. But I am just wondering that where does the time flies.
Anyways, other than this, nothing much to update now. Felt little better after reading sometimes. Thanks bhai, for the perfect timing of your post.
PS: There is this another touching article, written to reflect the spirit of never let go your hopes (as I saw it). Do read, if you have few spare moments.
Friday, October 29, 2010
Tuesday, October 26, 2010
theta & Hss
Warning:
1) There is no typo in the title. Post is no way related to any snake or any snaky-Mallika.
2) Post is too clumsy; you shouldn't enter, if you don't want to get lost in notations. One reason I am writing this is just to note down my repeated absent-mindedness (RAM), and make a record of it.
All it is related to is, estimation of parameter in a process driven by fBM, which is certain kind of H-ss process... and then my stupidness.. which lead to mere waste of more than 15 days of CPU time.
So here goes a detailed account :
We are working on, to be very precise, on estimation of two parameters of a process driven by Hss (H-self similar) process. So the two parameters we were interested in were theta and the Hurst parameter, H. We were studying two different procedure simultaneously; and at this stage a simulation study is being carried out for both of them.
Some 20 odd days back, we were almost through the procedure for estimation of theta. It involved the calculation of a function in some grid for theta. Since I simulated the process from a known theta, at the first place, so I choose the closer grid. I thought, if original theta is 7 why not take grid of values in [6, 8]. So I made the R program on the run, keeping the other parameter, H, constant.
In the meanwhile we got almost certain with the steps for estimation of H. Now for this parameter the range is (0,1). I was checking things out, sometimes for 0.6 sometimes 0.7. So far so good.
So when the program for theta turned up, it gave the estimate as 6.47. All of a sudden I felt like slapping myself. I thought the original theta is 0.6. What a fool I am to estimate in range [6, 8]; should have been [0.6, 0.8]. (Note: I hope by now reader must have already noted first instance of my RAM.) So, now the only thing that could be done was to ask the R to redo it. As an obedient assistant, it started the work.
Now today morning, when I came to the department, I saw R smiling at me with the result. This time it was something 0.637. Well, it took 2 mins for me to realize that the original theta is 7. So the program which I did on first place was correct; and it was the parallel estimation of H (running in my mind) that confused me. to select the wrong grid later. OK, so up till now it looks like I was not at much of a loss, since I still had the previous simulation's result; which was supposedly correct. Now the big surprise is yet to come, which will be the 2nd and final instance of my RAM.
It took me some 10 minutes to realize that the original theta which I was using in simulation was 5 which could neither be in [6, 8] nor in [0.6, 0.8]. At least as far as we go by the norms of Real Analysis.
PS: Well, in case, despite of the warning, someone still dared to enter the irritating territory of this post, I am no way responsible for any kind of mental damage you suffered. Still, on humanitarian grounds, I express my deep sympathy for you.
1) There is no typo in the title. Post is no way related to any snake or any snaky-Mallika.
2) Post is too clumsy; you shouldn't enter, if you don't want to get lost in notations. One reason I am writing this is just to note down my repeated absent-mindedness (RAM), and make a record of it.
All it is related to is, estimation of parameter in a process driven by fBM, which is certain kind of H-ss process... and then my stupidness.. which lead to mere waste of more than 15 days of CPU time.
So here goes a detailed account :
We are working on, to be very precise, on estimation of two parameters of a process driven by Hss (H-self similar) process. So the two parameters we were interested in were theta and the Hurst parameter, H. We were studying two different procedure simultaneously; and at this stage a simulation study is being carried out for both of them.
Some 20 odd days back, we were almost through the procedure for estimation of theta. It involved the calculation of a function in some grid for theta. Since I simulated the process from a known theta, at the first place, so I choose the closer grid. I thought, if original theta is 7 why not take grid of values in [6, 8]. So I made the R program on the run, keeping the other parameter, H, constant.
In the meanwhile we got almost certain with the steps for estimation of H. Now for this parameter the range is (0,1). I was checking things out, sometimes for 0.6 sometimes 0.7. So far so good.
So when the program for theta turned up, it gave the estimate as 6.47. All of a sudden I felt like slapping myself. I thought the original theta is 0.6. What a fool I am to estimate in range [6, 8]; should have been [0.6, 0.8]. (Note: I hope by now reader must have already noted first instance of my RAM.) So, now the only thing that could be done was to ask the R to redo it. As an obedient assistant, it started the work.
Now today morning, when I came to the department, I saw R smiling at me with the result. This time it was something 0.637. Well, it took 2 mins for me to realize that the original theta is 7. So the program which I did on first place was correct; and it was the parallel estimation of H (running in my mind) that confused me. to select the wrong grid later. OK, so up till now it looks like I was not at much of a loss, since I still had the previous simulation's result; which was supposedly correct. Now the big surprise is yet to come, which will be the 2nd and final instance of my RAM.
It took me some 10 minutes to realize that the original theta which I was using in simulation was 5 which could neither be in [6, 8] nor in [0.6, 0.8]. At least as far as we go by the norms of Real Analysis.
PS: Well, in case, despite of the warning, someone still dared to enter the irritating territory of this post, I am no way responsible for any kind of mental damage you suffered. Still, on humanitarian grounds, I express my deep sympathy for you.
Wednesday, October 20, 2010
life
..sometimes fits perfectly into a parametric model,
at others appears a random error.
..sometimes looks like an irreducible Markov Chain,
at others becomes iid sequence.
..sometimes looks a part of His randomized designs,
at others appears as if no one is in the sky.
..sometimes characters appear as sample from same population,
at others each seems to constitute a different populations.
Lot many pairs of null vs alternates we have,
but is there any to take care of the ones above?
Though it gets white and noisy at times and there are many confusions,
but in the end it always follows normal, despite of other fancy distributions.
PS: Dedicated to the day of statisticians.
at others appears a random error.
..sometimes looks like an irreducible Markov Chain,
at others becomes iid sequence.
..sometimes looks a part of His randomized designs,
at others appears as if no one is in the sky.
..sometimes characters appear as sample from same population,
at others each seems to constitute a different populations.
Lot many pairs of null vs alternates we have,
but is there any to take care of the ones above?
Though it gets white and noisy at times and there are many confusions,
but in the end it always follows normal, despite of other fancy distributions.
PS: Dedicated to the day of statisticians.
wobbling words
Its time for lunch, but I am little drowsy,
effect of idleness, or may be pattice
Just felt a sudden urge to write something,
but blogger at the moment didn't look working.
Leaped to my desk, thoughts need itinerary,
because this state of mind may not be stationary.
With new turns, life has got a beautiful tinge,
still need to take care of the delicate fringe.
As they say, every new step gives some responsibility,
to make us realize our own capability.
Still far away from accomplishment,
but now I know the requirements.
As I am in habit of getting screwed, at times I still get sad,
but now I lift up soon, so it never turns so bad.
Need to transform my lethargy and glee,
and everything else I hate about me.
Feel thankful, for so many goodies around,
who helped me search the meaning I found.
This is one of any of other weird times,
when i feel like scribbling these lines.
Though I mourn, still am going lame,
better to stop before I start the same :P
Just felt a sudden urge to write something,
but blogger at the moment didn't look working.
Leaped to my desk, thoughts need itinerary,
because this state of mind may not be stationary.
With new turns, life has got a beautiful tinge,
still need to take care of the delicate fringe.
As they say, every new step gives some responsibility,
to make us realize our own capability.
Still far away from accomplishment,
but now I know the requirements.
As I am in habit of getting screwed, at times I still get sad,
but now I lift up soon, so it never turns so bad.
Need to transform my lethargy and glee,
and everything else I hate about me.
Feel thankful, for so many goodies around,
who helped me search the meaning I found.
This is one of any of other weird times,
when i feel like scribbling these lines.
Though I mourn, still am going lame,
better to stop before I start the same :P
honoring the clan of uncertainty
Today, 20 October 2010, World is celebrating the first World Statistics Day.
.. an attempt to acknowledge services we get through Statistics which are innumerable and pay a tribute to Statisticians all over the world.
PS: I didn't write this as a statistician, but as a common man who accepts how the world is continuously benefited by this science; and how the functioning of everything, which means theres nothing that would be in the complement, around will paralyze if even for a moment we lack its support.
I heard of this 3 days back, when a friend emailed me the information about a quiz and tech-talk scheduled for the day to celebrate the occasion. After subsequent search on internet we got to know more about it. United Nations has decided to celebrate this day as the World Statistics Day, starting from 2010. So today is the first of its kind.
To be very frank I am still not very sure why they chose this day. But it looks like whole world has accepted it, and celebrating it in their own ways. Here are some ideas to do that. SAS Research and Development has organized a tech-chat and a quiz on the occasion. Alas.. in the Worlwide Celebration Activities, for India, details are yet to be announced.
Last night one of the alumnus suggested to have a celebration in our department too, to mark this day. But it doesn't seem very much possible, with such a short notice. Still I hope, being an advanced entity in Statistics, from next year onwards we will have something to contribute to the celebrations of the day.
..and now in words of a non-statistician Sir Arthur Conan Doyle, who is immortalized because of his brain-child Sherlock Holmes,
While the individual man is an insoluble puzzle, in the aggregate he becomes a mathematical certainty. You can, for example, never foretell what any one man will be up to, but you can say with precision what an average number will be up to. Individuals vary, but percentages remain constant. So says the statistician.
PS: Sincere thanks to Akanksha and Saurabh, for the reasons they know.
.. an attempt to acknowledge services we get through Statistics which are innumerable and pay a tribute to Statisticians all over the world.
PS: I didn't write this as a statistician, but as a common man who accepts how the world is continuously benefited by this science; and how the functioning of everything, which means theres nothing that would be in the complement, around will paralyze if even for a moment we lack its support.
I heard of this 3 days back, when a friend emailed me the information about a quiz and tech-talk scheduled for the day to celebrate the occasion. After subsequent search on internet we got to know more about it. United Nations has decided to celebrate this day as the World Statistics Day, starting from 2010. So today is the first of its kind.
To be very frank I am still not very sure why they chose this day. But it looks like whole world has accepted it, and celebrating it in their own ways. Here are some ideas to do that. SAS Research and Development has organized a tech-chat and a quiz on the occasion. Alas.. in the Worlwide Celebration Activities, for India, details are yet to be announced.
Last night one of the alumnus suggested to have a celebration in our department too, to mark this day. But it doesn't seem very much possible, with such a short notice. Still I hope, being an advanced entity in Statistics, from next year onwards we will have something to contribute to the celebrations of the day.
..and now in words of a non-statistician Sir Arthur Conan Doyle, who is immortalized because of his brain-child Sherlock Holmes,
While the individual man is an insoluble puzzle, in the aggregate he becomes a mathematical certainty. You can, for example, never foretell what any one man will be up to, but you can say with precision what an average number will be up to. Individuals vary, but percentages remain constant. So says the statistician.
PS: Sincere thanks to Akanksha and Saurabh, for the reasons they know.
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