Monthly Archives: March 2016

Albert Tarantola, Slowthinkers, Monsanto, Macrobullshit, Microbullshit | Twitter

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@nntaleb The late Albert Tarantola wrote the entry. His book on Inverse problem statistics is free: http://www.ipgp.fr/~tarantola/Files/Professional/Books/index.html   pic.twitter.com/DA2nb0DXt1 Permalink 2:52 PM – 31 Mar 2016

@nntaleb I discovered today that psychologists “statisticians” & other slowthinkers are not familiar Inverse Problems. http://mathworld.wolfram.com/InverseProblem.html   Permalink 2:44 PM – 31 Mar 2016

@nntaleb Turns out Scientific American @sciam is a Monsanto shill! This is the worst damage to the core of scientific trust! http://www.huffingtonpost.com/entry/monsanto-scientific-american_us_56fc41d7e4b083f5c606a649   Permalink 11:28 AM – 31 Mar 2016

@nntaleb Anyway coming up with a theorem and will let Lakens boy argue with the theorem. @deaneckles @CookieSci @JoeHilgard @lakens Permalink 11:20 AM – 31 Mar 2016

@nntaleb Things are starting to be funning with the replicating goons: The “power” of a test is a random variable. pic.twitter.com/CDrWQh8MSB Permalink 10:26 AM – 31 Mar 2016

@nntaleb Monsanto’s media machine comes to Washington http://www.huffingtonpost.com/entry/monsanto-scientific-american_us_56fc41d7e4b083f5c606a649   via @HuffPostPol Permalink 8:30 AM – 31 Mar 2016

@nntaleb Bullshit https://twitter.com/lakens/status/715398204494221314   Permalink 5:24 AM – 31 Mar 2016

@nntaleb Another one in a Donaldo denial. https://twitter.com/Limeylizzie/status/715339307574292480   Permalink 8:01 PM – 30 Mar 2016

@nntaleb Daily expression of hope that Donaldo is NOT for real, just “temporary”. Yet to me Laura is top 3 jrns in the world. https://twitter.com/lrozen/status/715359302567993346   Permalink 7:11 PM – 30 Mar 2016

@nntaleb Ahamm te3li2 ijitne min wa2t tawil. Lani7faz turasna w aslna. https://twitter.com/menleben/status/715358032411107328   Permalink 7:04 PM – 30 Mar 2016

@nntaleb Ahamm shi la bilad shem nitrok el lijneh el 3arabiye, nsour mitl Malta samiyyin bass b3ad 3an el 3arab. Sh3b tene. Ne7na Aramyiyye Permalink 6:55 PM – 30 Mar 2016

@nntaleb Lishano siryoyo ma7zito d’omto d ilan r7imto Permalink 6:43 PM – 30 Mar 2016

@nntaleb Mr @lakens take your time to explain why since my eq. 1 is so trivially know why didn’t you use it in your Open Science replication project? Permalink 2:42 PM – 30 Mar 2016

@nntaleb Per measurement not per ensemble of measurements @gvpathi Permalink 1:50 PM – 30 Mar 2016

@nntaleb Mathematical results have a p=0, physics overall p< 10^-10, negative empiricism/logic p=0, the rest are largely bullshit, prefer humanities. Permalink 1:33 PM – 30 Mar 2016

@nntaleb Latest version is here http://fooledbyrandomness.com/pvalues.pdf   https://twitter.com/nntaleb/status/715269562862804994   Permalink 1:11 PM – 30 Mar 2016

@nntaleb P-Value paper now ~ cleared through the “was done before” trolls: we have an exact metadist and p-hacking bias. pic.twitter.com/uc18mhd493 Permalink 1:08 PM – 30 Mar 2016

@nntaleb This paper has every single error, missing that in-sample measure of extreme events is downward biased. https://twitter.com/carney/status/715258655017418754   Permalink 12:33 PM – 30 Mar 2016

@chaslutz @DrFrankWilson @EconTalker I hate CAF too, but this is bad stats as @nntaleb has said: right comparison is to burglaries PREVENTED by police Permalink 12:28 PM – 30 Mar 2016

@nntaleb It is easier to macrobullshit than microbullshit: for the news ignore geopolitics & finance journos; only crime reporters know theit stuff Permalink 10:04 AM – 30 Mar 2016

@TalebBot Executive programs allow us to watch people who have never worked lecturing those who have never pondered. Permalink 7:20 PM – 29 Mar 2016

@MaxAbrahms Was the pounding the Syrian & Russian militaries handed ISIS in Palmyra a big PR stunt as described in the media? Permalink 4:08 PM – 29 Mar 2016

@nntaleb At the bottom, psychologists want to be treated as “scientists”. Alas, in my world they don’t exist. @Blacklabellogic @GordPennycook @lakens Permalink 2:49 PM – 29 Mar 2016

@nntaleb Frankly I don’t consider psychological handwaving as a source of rigorous mathematical results @GordPennycook @lakens Permalink 1:53 PM – 29 Mar 2016

@nntaleb When someone is looking for antecedents for a result, announcing “this is what I teach my undergrads” when isn’t true. @Heinonmatti @lakens Permalink 3:09 AM – 29 Mar 2016

@nntaleb Daniel Lakens, your behavior w.r.t. antecedence is silly, unscientific, & ignorant. @lakens @AndrewPGrieve Permalink 3:00 AM – 29 Mar 2016

@nntaleb Mediterraneans fast, eat no breakfast, small dinner, and walk up down hills. Diet studies aren’t rigorous. https://twitter.com/erlesen/status/714577237459210240   Permalink 3:22 PM – 28 Mar 2016

Nice/Nasty, Inequality, SITG, P-Hacking, Easter, Syria, Palmyra, Shillary, Trump, Saunders | Twitter

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@nntaleb My rule: when people are nice, I am twice as nice to them. When nasty, a thousand times nastier. @lakens @sothisispietro Permalink 11:44 AM – 28 Mar 2016

@nntaleb Friends, need to find errors in this paper before posting on ArXiv. Busts current measurement of inequality https://dl.dropboxusercontent.com/u/50282823/GINI-1.pdf   Permalink 7:49 AM – 28 Mar 2016

@nntaleb DC pundits stick to minor variations around a (false) narrative, owing to lack of 1)courage,2) #skininthegame, 3) IQ https://twitter.com/MaxAbrahms/status/714422281372639232   Permalink 5:10 AM – 28 Mar 2016

@nntaleb You start by gratuitously trolling me saying you taught undergrads my meta-dist (you didn’t) & now you think you could be “helpful”? @lakens Permalink 4:44 AM – 28 Mar 2016

@nntaleb Donaldo, minor detail: this is not quite ISIS; nevertheless you will do better than Shillary. https://twitter.com/realdonaldtrump/status/714264864575922177   Permalink 6:49 PM – 27 Mar 2016

@nntaleb Pulled out the explicit “p-hacking” formula. New version of paper. http://www.fooledbyrandomness.com/pvalues.pdf   pic.twitter.com/0gRwP7jhQw Permalink 4:12 PM – 27 Mar 2016

@adolfont The wise approach to markets is to consider them smarter than governments yet profoundly stupid… @nntaleb pic.twitter.com/IUBOFaN0dO Permalink 12:26 PM – 27 Mar 2016

@MaxAbrahms .@octavianasr The media did even worse job covering Syria conflict than the decision to remove Saddam; on Syria, it had access to more info. Permalink 7:53 AM – 27 Mar 2016

@nntaleb Happy Easter for those who celebrate now. The Orthodox Church will celebrate in 5 weeks. pic.twitter.com/x2VQl1layy Permalink 7:35 AM – 27 Mar 2016

@MaxAbrahms It’s been so lonely over Twitter the past few years getting accused of being a troll for stating the basic facts on Syria. Thanks #Palmyra. Permalink 6:20 AM – 27 Mar 2016

@MaxAbrahms Which pundits get the most (dis)credit for convincing Western media the Syrian & Russian militaries are in cahoots with IS & don’t fight IS? Permalink 5:53 AM – 27 Mar 2016

@PieterDuboisFI @nntaleb-isation of software development https://twitter.com/BetaList/status/714047126892843009   Permalink 5:15 AM – 27 Mar 2016

@aarondwarwick @nntaleb thanks for pointing us to @MaxAbrahms a couple months ago. Top notch! Permalink 4:55 PM – 26 Mar 2016

@nntaleb Nobody is talking about the exciting news of ISIS thrown out of Palmyra. Why? Alas easy to figure out. Permalink 4:53 PM – 26 Mar 2016

@nntaleb ”Sometimes your best investments are the ones you don’t make.” Donald Trump, The Art of the Deal Permalink 3:15 PM – 26 Mar 2016

@nntaleb And instead of playing smart ass as a scientist you could have answer led my quest for the search of antecedents @lakens Permalink 9:46 AM – 26 Mar 2016

@nntaleb Where is the probability distribution? An equation is usually an equation with derivations. @lakens Permalink 9:33 AM – 26 Mar 2016

@nntaleb And I am taking about rigorous probability theory not handwaving looping psychological discourse. @lakens Permalink 9:24 AM – 26 Mar 2016

@nntaleb Mr lakens i am talking about exact metadistibution of p-val. @lakens This is clear and precise. Show me. Permalink 9:22 AM – 26 Mar 2016

@nntaleb You still need to back up your accusation of claiming to “reinvent” pval dist before asking more questions.@lakens https://twitter.com/lakens/status/713758346973679616   Permalink 9:15 AM – 26 Mar 2016

@nntaleb The US president cannot change much except foreign interventionism. Incl taxes. Kapish? @sleuthstock @BernieSanders Permalink 8:14 AM – 26 Mar 2016

@nntaleb This said I far prefer @BernieSanders to Trump but absolutely no Hillary. No Hillary, no SHillary. Permalink 7:44 AM – 26 Mar 2016

@nntaleb Reading Trump all I see is protect your downside (unknown) risks. What’s behind the bluster is Fat Tony compatible. pic.twitter.com/6OyroXQ8qc Permalink 7:35 AM – 26 Mar 2016

@MaxAbrahms Loving the spin to minimize Syrian/Russian military achievements against ISIS: https://twitter.com/joshua_landis/status/713709476830797825  . Permalink 7:13 AM – 26 Mar 2016

Syria, Minority Rule, An Ounce of Algebra, The Null Hypothesis | Twitter

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@nntaleb Mr Lakens, please kindly show where my equations were “discovered” in that paper and explain the claim of “re-invented” p-value. @lakens Permalink 2:19 AM – 26 Mar 2016

@nntaleb Is it me or a Kafkaesque absurdity? Europe allows Saudi Barbaria to teach/promote Salafi hatred in cities while locally”fighting” terrorism. Permalink 3:59 PM – 25 Mar 2016

@nntaleb Heuristic: if you have a difficult equation to solve, ask a physicist or an engineer, never a real mathematician. @CutTheKnotMath Permalink 2:36 PM – 25 Mar 2016

@nntaleb Real world math NEEDS to be robust to assumptions. Our message in RWRI http://www.realworldrisk.com   @dsquareddigest @Tayeste88 Permalink 2:19 PM – 25 Mar 2016

@nntaleb “An ounce of algebra is worth a ton of verbal argument” is from Haldane, a biologist with brains. @Tayeste88 Permalink 2:14 PM – 25 Mar 2016

@nntaleb An ounce of algebra is worth a ton of verbal argument. Mathematics is not sufficient but necessary to remove the BS. @Tayeste88 Permalink 2:01 PM – 25 Mar 2016

@nntaleb No longer capable of reading “scientific” text w/discourse/graphs. Either math (w/comments), or humanities, nothing in between.#barbell Permalink 12:43 PM – 25 Mar 2016

@nntaleb OK, here is the metadistribution of “power of test” for specific p. @ceptional pic.twitter.com/lZMvyObXrT Permalink 8:52 AM – 25 Mar 2016

@TalebBot The ancient Mediterranean : before monotheism, people changed and exchanged rites and gods as we do with ethnic food. Permalink 7:20 AM – 25 Mar 2016

@nntaleb Ystrdy in front of St Patrick’s Cathedral in NY Salafi fellow blasted Salafi prayers. Blast Byzantine vespers in Riyadh & you’d be beheaded. Permalink 7:09 AM – 25 Mar 2016

@nntaleb FINAL Version: Dense paper on p-values without the verbose cluelessness of soc science http://fooledbyrandomness.com/pvalues.pdf   video https://www.youtube.com/watch?v=8qrfSh07rT0   Permalink 5:57 AM – 25 Mar 2016

@KS1729 @nntaleb very nice. Two improbably elegant ones by Ramanujan. Thought you might appreciate. pic.twitter.com/sdKhBSva1u Permalink 3:48 PM – 24 Mar 2016

@nntaleb Actually for 0< p < 1/2 pi ! Even better Permalink 3:41 PM – 24 Mar 2016

@nntaleb Come on, appreciate the beauty ! @nils_petter87 Permalink 2:01 PM – 24 Mar 2016

@nntaleb 2) Spent the night trying the most possibly elegant mathematical expression for metadist of p-values. Exciting! pic.twitter.com/mfidYvNjCx Permalink 1:39 PM – 24 Mar 2016

@TalebBot Life is about execution rather than purpose. Permalink 1:20 PM – 24 Mar 2016

@nntaleb P-Value: Woke up at night: the “null hypothesis” is a set of measure 0 ! New version http://fooledbyrandomness.com/pvalues.pdf   Video https://www.youtube.com/watch?v=8qrfSh07rT0   Permalink 5:16 AM – 24 Mar 2016

@nntaleb A fun fun book to read for those who like an intellectual James Bond. http://www.amazon.com/Secret-Fatima-Peter-J-Tanous/dp/1504035119/ref=sr_1_1?s=books&ie=UTF8&qid=1458820088&sr=1-1&keywords=peter+tanous+fatima   https://twitter.com/PeterJTanous/status/710233158449496066   Permalink 4:48 AM – 24 Mar 2016

P-Values, Growth | Facebook

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For those interested in p-values, a short (very technical) paper and a video commentary. I was able to pull out the exact meta-distribution of p-values (i.e. p-values as random variables).
The point is that the same phenomenon will produce p-values all over the map, A true p-value of .12 will produce p-values <.05 more than half the time, so people may never replicate and get the same result.
One Hundred Years of P-Value Bullshit!
The paper: http://fooledbyrandomness.com/pvalues.pdf

https://www.youtube.com/watch?v=8qrfSh07rT0

The probability distribution of p values
This is a companion to the short paper at http://fooledbyrandomness.com/pvalues… It explains the problem with p-values giving different values… (3/23/16)

——————–

I was at a venue where someone wanted to increase economic growth: “funding” and “investments” were mentioned every 240 characters.

Now some empiricism. Consider that almost all tech companies “in the tails” were not started by “funding”. Take companies you are familiar with: Microsoft, Apple, Google, Facebook. These companies started with risk-taking. Funding came in small amounts, way later.

Now let us take the idea to its next logical step. The minute something called a “business plan” is created, the idea is corrupt and the BS start dominating. People start thinking in terms of other people’s perception of the business, for “raising cash. Like prostitutes.

We can generalize to economic growth. The problem is that these discussions of “growth” are made by people who have never taken risks.

What is needed? 1) determination, 2) sophistication, 3) authenticity, 4) convexity and above all, 5) risk loving.

PS- Someone wanted to start an academic research center; his aim was to have a structure, a business plan, get research grants, etc. Then do research. I bailed out and did more for a total cost of $1.50, with http://www.fooledbyrandomness.com/FatTails.html  (3/21/16)

Belgium, P-Values, Nocera, Saudi PR, DARK Act, Monsanto | Twitter

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@nntaleb The Saudi origins of Belgium’s Islamist threat http://wpo.st/NMlO1   Permalink 4:59 PM – 23 Mar 2016

@nntaleb There is a video see feed https://www.youtube.com/watch?v=8qrfSh07rT0   @NathanBiddle Permalink 6:47 AM – 23 Mar 2016

@nntaleb Two works in my mailbox: One Formulation of size and fragility http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2741198&download=yes   One Book on Antifragility http://link.springer.com/book/10.1007/978-3-319-30070-2   Permalink 6:13 AM – 23 Mar 2016

@nntaleb Here is the video on the metadistribution of p-values https://youtu.be/8qrfSh07rT0   and the text is here: http://fooledbyrandomness.com/pvalues.pdf   Permalink 7:55 PM – 22 Mar 2016

@davidmoore411 He’s one of few people on the internet who could insult you publicly and you’d still buy his next book. His stuff is that good. @nntaleb Permalink 6:08 PM – 22 Mar 2016

@nntaleb OK, OK, full proof of an exact metadistribution of p-values (covers all hypotheses). Shd I do a video comment? pic.twitter.com/YLuY3UTY1v Permalink 3:21 PM – 22 Mar 2016

@nntaleb Syrian Christians behave as Muslims in the East, Christians in the West, & are viewed as Muslims in the West and Christians in the East. Permalink 5:26 AM – 22 Mar 2016

@nntaleb Walid Phares is a Christian Lebanese @dandrezner Permalink 4:54 AM – 22 Mar 2016

@nntaleb What is slowing me down w #SkinintheGame is Isocrates’ Silver Rule for Nations: Treat other nations the way you want them to treat you. Permalink 3:26 PM – 21 Mar 2016

@nntaleb Q: Should we intervene more to “help” countries as we brilliantly did in Lybia, Iraq, Syria, Vietnam, Iran (1953)? https://twitter.com/simon_schama/status/712014036993499137   Permalink 2:37 PM – 21 Mar 2016

@nntaleb “Funding” & “Investments” are the last thing you need. All you need: authenticity & risk. https://www.facebook.com/nntaleb/posts/10153701042473375   pic.twitter.com/lMyA1wTQ56 Permalink 2:34 PM – 21 Mar 2016

@cdipaola62 @nntaleb @NoceraNYT Definition of Irony- A writer named “Nocera” finds discussion of Primum non Nocere, unintelligible Permalink 1:47 PM – 21 Mar 2016

@nntaleb Actually, from his name John of Damascus was not Syrian/Aramaic, but likely to be an Arab (*Yahya* Ibn Sarjun, not Yuhanan) @iandavidmorris Permalink 1:38 PM – 21 Mar 2016

@nntaleb 9 days is nothing. There is the 2005 pre-crisis discussion of my skepticism of models that will eventually be re-opened. @NoceraNYT Permalink 10:29 AM – 21 Mar 2016

@nntaleb It is called “first do no harm”, avoid “policies with side effects” (primum non nocere) translated: “no nocere, Nocera” @robert_cookson Permalink 10:09 AM – 21 Mar 2016

@nntaleb If you have trouble understanding this, you really have problems. @robert_cookson http://www.zerohedge.com/news/2016-03-12/nassim-taleb-sums-americas-election-17-black-swan-words   Permalink 9:57 AM – 21 Mar 2016

@nntaleb A journo who says “unintelligible” reveals more about his intellect than the intelligibility of the subject matter https://twitter.com/noceranyt/status/708650770380546049   Permalink 9:36 AM – 21 Mar 2016

@nntaleb Thanks to Scott Robeson, this is the expected pseudo-significant results <5% for true p-value @indianaclimate pic.twitter.com/sZ1863QyzA Permalink 8:05 AM – 20 Mar 2016

@nntaleb Friends, the metadistribution of p-values: rewrote, looking for mistakes bef publ on ArXiv. http://fooledbyrandomness.com/pvalues.pdf   pic.twitter.com/hn25LnI37C Permalink 6:08 AM – 20 Mar 2016

@nntaleb For all his defects, more pple would like to become Trump (yacht/American dream) rather than some reasonable-sounding hack criticizing him. Permalink 3:05 PM – 19 Mar 2016

@nntaleb The more efficient you try to be at a given task, the more you will hate it. Permalink 3:51 PM – 17 Mar 2016

@lhfang New Saudi PR effort SAPRAC led by guy who recently helped regime smear Nimr al-Nimr, gov critic they executed. pic.twitter.com/9IbCNKDxFz Permalink 2:08 PM – 17 Mar 2016

@nntaleb A 3% significance is really 16% @pehr_bjornbom @antitrustly @ReneMaric pic.twitter.com/ZcQdCggnmf Permalink 12:31 PM – 17 Mar 2016

@nntaleb Real-world rigor (Feynman-like): bring mathematics to deeply understood problems, don’t take deeply understood mathematics to problems. Permalink 12:00 PM – 17 Mar 2016

@nntaleb To get a real p-val of 5% you need 1.1%; 5% is ~ 26% https://dl.dropboxusercontent.com/u/50282823/p-val.pdf   @antitrustly @ReneMaric @BrianNosek pic.twitter.com/EHXHV4xVvZ Permalink 11:33 AM – 17 Mar 2016

@yaneerbaryam Military strategy in a complex world — how antifragility undermines traditional military strategies http://www.necsi.edu/research/military/strategy.html   @nntaleb Permalink 10:08 AM – 17 Mar 2016

@nntaleb Why didn’t anyone pull out the “p-value” of the “p-value” before? @ReneMaric @BrianNosek Permalink 5:46 AM – 17 Mar 2016

@nntaleb Only solution: it you “really” want a p-value of .05, require .0125! @BrianNosek @ReneMaric Permalink 5:35 AM – 17 Mar 2016

@nntaleb I mean p-values are random variables that do not necessarily reflect statistical significance. I can’t find in lit. @ReneMaric @BrianNosek Permalink 5:26 AM – 17 Mar 2016

@nntaleb Why aren’t psychologists (@BrianNosek) aware that p-values have HUGE sampling error? #replicationcrisis https://dl.dropboxusercontent.com/u/50282823/p-val.pdf   Permalink 5:19 AM – 17 Mar 2016

@nntaleb typos pic.twitter.com/z9BQiLlsQp Permalink 6:41 PM – 16 Mar 2016

@nntaleb On plane proof p-values are extremely random/volatile & explicit variance as function of n. https://dl.dropboxusercontent.com/u/50282823/p-val.pdf   pic.twitter.com/IYIN215S3a Permalink 6:34 PM – 16 Mar 2016

@nntaleb Evidence based? That is ignorant BS. Anti-GMO is scientific scrutiny. https://twitter.com/NinjaEconomics/status/710263345153093632   Permalink 6:08 PM – 16 Mar 2016

@nntaleb Experiment: Farro w/ squid ink. pic.twitter.com/Qzzkxud18w Permalink 5:18 PM – 16 Mar 2016

@nntaleb People are so concerned about my age. pic.twitter.com/JHXlNBinkr Permalink 3:57 PM – 16 Mar 2016

@nntaleb Victory! Senate Rejects the DARK Act http://ecowatch.com/2016/03/16/senate-rejects-dark-act-gmo-labeling/   via ecowatch Permalink 2:19 PM – 16 Mar 2016

@nntaleb This is the kind of BS people clueless about tail risk utter. Farmers’ modifications belong to a narrow basin. https://twitter.com/neiltyson/status/710093894847959040   Permalink 1:45 PM – 16 Mar 2016

@nntaleb Heuristic: when in a hotel for the very first time, reject the first room they give you. Permalink 5:49 AM – 16 Mar 2016

@nntaleb Monsanto forces farmers to bear all the liability for its seeds, making itself immune to adverse consequences. pic.twitter.com/khRh3Sff1J Permalink 1:48 AM – 15 Mar 2016