P-Values, Trump, Maximum Entropy Methods, Kahneman, Lindy Effect | Twitter

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@nntaleb In addition to the metadistribution of p-values, a technique for large scale simulations via Radon-Nikodym deriv https://dl.dropboxusercontent.com/u/50282823/Radon%20Nikodym%20Monte%20Carlo.nb.pdf   Permalink 12:23 PM – 14 Mar 2016

@nntaleb Sicilian squid ink at Taormina in London. pic.twitter.com/OIzC6vojNq Permalink 6:29 AM – 14 Mar 2016

@nntaleb Some people, when they change language, if they don’t have an accent in it, also change personality. Permalink 4:57 AM – 14 Mar 2016

@nntaleb I don’t take face value @limitlesskait @realDonaldTrump @nytimes Permalink 12:08 PM – 13 Mar 2016

@nntaleb Donaldo, tell us something we don’t know. BTW,Trump wass loved by his butlers while Hillary was hated by bodyguards. https://twitter.com/realDonaldTrump/status/709089928324489216   Permalink 12:03 PM – 13 Mar 2016

@nntaleb Proud of being gentle with the waiter & tough with powerful ass***les rather than reverse. https://www.facebook.com/johnfaithful.hamer/posts/10153499619627683?pnref=story   pic.twitter.com/sdCggdk3D7 Permalink 11:28 AM – 13 Mar 2016

@nntaleb The metadistribution of the p-value and the #replicationcrisis https://dl.dropboxusercontent.com/u/50282823/p-val.pdf   Permalink 8:22 AM – 13 Mar 2016

@nntaleb To summarize from above, P-values are highly stochastic and the metadistribution is not factored in. Compiling notes. #replicationcrisis Permalink 7:58 AM – 13 Mar 2016

@ModeledBehavior Scary final act twist would be Trump successfully runs to the middle & before it’s too late Democrats realize he’s burning down both parties Permalink 7:05 AM – 13 Mar 2016

@nntaleb (cont) More rigorous proof via Maximum Entropy Methods give a truncated exponential that mimics a beta. pic.twitter.com/caKFyoYtq1 Permalink 7:02 AM – 13 Mar 2016

@nntaleb Answer to QUIZ du JOUR: The Distribution of a P-Value. Psychologists seem to ignore p is stochastic! pic.twitter.com/wWnYkB4SEk Permalink 3:05 AM – 13 Mar 2016

@nntaleb Reader:”I have read all your books. How do you recommend an average young man navigate the modern world? “. Me:”Never ask a vague question”. Permalink 1:25 AM – 13 Mar 2016

@nntaleb QUIZ DU JOUR. What is the probabilisty distribution of a P-Value? (may be offline for 16 hours please put answer in tweet) Permalink 3:09 PM – 12 Mar 2016

@nntaleb 1) You remove segment of samples and redo P-Values to ensure stability:ignore P, it is its fragility (convexity) @learnfromerror @alxpr1c3 Permalink 3:02 PM – 12 Mar 2016

@nntaleb The only solid use I found for P-Values is a test of robustness across jacknife (here 1-p) @learnfromerror @alxpr1c3 pic.twitter.com/1k3Yko2wyl Permalink 2:54 PM – 12 Mar 2016

@nntaleb My catalogue of how what is robust in psychology today needs to abide by #LindyEffect https://twitter.com/VergilDen/status/708776124441042946   Permalink 2:08 PM – 12 Mar 2016

@zerohedge Nassim Taleb Sums Up America’s Election In 17 “Black Swan” Words http://www.zerohedge.com/news/2016-03-12/nassim-taleb-sums-americas-election-17-black-swan-words   Permalink 12:36 PM – 12 Mar 2016

@nntaleb Kahneman is exceptionally scientific as work matches the #LindyEffect . I don’t see him as a psychologist but a decision-theorist. @RiberJan Permalink 12:32 PM – 12 Mar 2016

@nntaleb It turned out Mr Waugh was spreading rumors of “climate denial” in 2009 & he will not escape. @neilchriss @paulwaugh @PCollinsTimes Permalink 12:00 PM – 12 Mar 2016

@aral Abject moral failure illustrated in 140 characters. https://twitter.com/JohnKerry/status/708368631508262913   Permalink 6:38 AM – 12 Mar 2016

Prostitution, Shillary Clinton, Fragilistas, Monsanto, Mandelbrot | Twitter

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@nntaleb Overt Prostitution is the only form of prostitution that doesn’t desecrate sacred values, unlike lobbying etc. @DavisMets @Scruton_Quotes Permalink 2:41 PM – 6 Mar 2016

@nntaleb When things that shdn’t be sold are for sale: opinion, science, lobby, Shillary Clinton, sacred values are violated. https://twitter.com/scruton_quotes/status/706581855731109894   Permalink 1:09 PM – 6 Mar 2016

@nntaleb France gave the Saudi Prince the Legion of Honor …also sold weapons & Salafis to preach in France. Bureaucrat Fragilistas @Spfannenschmidt Permalink 11:12 AM – 6 Mar 2016

@nntaleb My tweets autodelete every 31 d but there will be periodically more on charlatan passing for scholar @samharrisorg https://twitter.com/partimetroll/status/706534249227091968   Permalink 9:41 AM – 6 Mar 2016

@nntaleb I was the first, before Donaldo Trump, to use twitter to trash journos & talkingheads; do not call me an imitator ! https://twitter.com/realDonaldTrump/status/706531140195196932   Permalink 9:32 AM – 6 Mar 2016

@nntaleb The #nudge nudgeocratsnoskininthegame nudging us using studies that have < a coinflip probablility of being true.. https://twitter.com/rebeccanomics/status/706439904268570624   Permalink 8:40 AM – 6 Mar 2016

@nntaleb What the fuck are you naming by “science” studies that don’t generalize? @GRPbsci Permalink 12:40 AM – 6 Mar 2016

@nntaleb This FDA Test Could Devastate Monsanto Inc. — The Motley Fool http://www.fool.com/investing/general/2016/03/05/this-fda-test-could-devastate-monsanto-inc.aspx#.Vtveww6lOyM.twitter   Permalink 11:39 PM – 5 Mar 2016

@LieraMarco 110mila shareholders of Banca Popolare di Vicenza called “musina” (money box) their holdings. In 1 year they lost 90%. @nntaleb #hiddenrisks Permalink 4:23 AM – 5 Mar 2016

@marylovefreedom Which means that psychological “science” should NOT be used as a reliable guide for policy or behavior. https://twitter.com/nntaleb/status/705692516805419008   Permalink 3:28 PM – 4 Mar 2016

@nntaleb The absurdity of econometric metrics: the more chronically sick people in the population, the higher the GDP. Permalink 10:37 AM – 4 Mar 2016

@nntaleb 6 y later,finally proved a conjecture Mandelbrot and I formulaled but did not prove abt finite variance powerlaws. pic.twitter.com/dw4yeAdJkM Permalink 4:51 AM – 4 Mar 2016

@stan_yurin @nntaleb “You are not replicating properly” sounds familiar. Same with business, diet and fitness charlatans. Permalink 2:10 AM – 4 Mar 2016

@nntaleb Psychologists aren’t getting that if results are SO sensitive to setup,they cannot be robust in real world & trusted https://twitter.com/ScienceNews/status/705478736821559296   Permalink 1:53 AM – 4 Mar 2016

Arabization, Umayyads, Professional Shills, Decision Theory, SITG, Monsanto, Socialites | Twitter

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@nntaleb 2/2 Likewise Abbaside Califs favored settlement of Jews in Baghdad for Arabization because unlike Persians or Chaldeans, Jews were “Arabs”. Permalink 7:57 AM – 2 Mar 2016

@nntaleb Where we learn the Umayyads helped Jews settle in coastal Levant to displace Byzantines settlers/traders.(free PDF) https://twitter.com/Ballandalus/status/704328842530463744   Permalink 7:51 AM – 2 Mar 2016

@nntaleb We need good compilation aggregating professional shills s.a. Jon Entine, Henry I. Miller, Keith Kloor,Tamar Haspel https://twitter.com/garyruskin/status/705028460750589952   Permalink 6:12 AM – 2 Mar 2016

@jfrias92 @nntaleb #antifragile pic.twitter.com/hEBHcHRzPM Permalink 4:03 AM – 2 Mar 2016

@nntaleb More robust (and easier) to focus on food distribution than mess w/transgenics with unknown tail risks. #technodopes https://twitter.com/SaraMenker/status/704909887956983808   Permalink 1:05 AM – 2 Mar 2016 (Evaluating gambles using dynamics)

@nntaleb The most important published paper in decision theory I’ve seen (Peters and Gell-Mann) since Thorp’s “Kelly Crit.” https://twitter.com/mikeandallie/status/704793858194825217   Permalink 2:23 PM – 1 Mar 2016

@nntaleb Even a child wouldn’t say “Even if true, Nuclear bomb expodes “only a small % of the time”. #ProbabilityRiskIgnorant https://twitter.com/robinhanson/status/704692089347514368   Permalink 1:33 PM – 1 Mar 2016

@nntaleb More evidence that lack of skin in the game make people stupid… and dangerous. https://twitter.com/robinhanson/status/704692089347514368   Permalink 11:38 AM – 1 Mar 2016

@nntaleb Social scientists have brain problem not getting: for Fat Tailed dist ALL properties=tail. @sflicht @robinhanson pic.twitter.com/nvYfmgI47q Permalink 7:23 AM – 1 Mar 2016

@nntaleb Prediction: Monsanto to move into organic, away from GMOs. They may be evil, but unlike their shills/technodopes, they aren’t very stupid. Permalink 3:51 AM – 1 Mar 2016

@nntaleb Inversion of skin in the game for big corporations: Monsanto Given Legal Shield in a Chemical Safety Bill http://nyti.ms/1TKummk   Permalink 5:10 PM – 29 Feb 2016

@Danimallian Flint, TBTF, and now this. Singapore’s president makes $4.3M. Our officials are paid by lobbyists. @nntaleb https://twitter.com/nytimes/status/704470212909858816   Permalink 5:03 PM – 29 Feb 2016

@RyanHoliday “Preoccupation with efficacy is the main obstacle to a poetic, elegant, robust and heroic life.” Nassim Taleb @nntaleb Permalink 1:30 PM – 29 Feb 2016

@maggieNYT Trump said he’ll open up the 9/11 commission papers that are secret so people can know who “really” knocked down WTC http://www.nytimes.com/2016/03/01/us/politics/donald-trump-conspiracy-theories.html?_r=0   Permalink 7:51 AM – 29 Feb 2016

@nntaleb Correction: Should be 2.01 (add, not deduct epsilon) Permalink 6:05 AM – 29 Feb 2016

@nntaleb My current list of “enemies of the good”: 1) Wahabi regime/Saudi Barbaria, 2) Hillary Monsanto-Malmaison/Tony Blair, 3) Monsanto/GMO shills Permalink 5:56 AM – 29 Feb 2016

@nntaleb A simple way to understand why for fat tails the average is always closer to the maximum: (here 1.99 trillion) https://twitter.com/JohnAllenPaulos/status/704297361993031680   Permalink 5:46 AM – 29 Feb 2016

@nntaleb The social media comments on our Real World Risk Mini-Certificate Workshop from attendants: http://www.realworldrisk.com   pic.twitter.com/w9w9EWQqle Permalink 5:32 AM – 29 Feb 2016

@nntaleb Never befriend socialites. (Heuristic du jour) Permalink 5:22 AM – 29 Feb 2016

Violence Under Fat Tails, Enemies of the Good, Real World Risk, Umberto Eco | Facebook

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We finally summarized both our violence paper and our methodology for “Fooled by Randomness” under fat tails. We explain in the simplest possible terms what is noise and what is “significant” and why journos such as Pinker are fooled by “drops in violence”. (3/2/16)

The file is at:
www.fooledbyrandomness.com/significance.pdf

Background: one economist, Michael Spagat, commented on us vs. Pinker in a journal called significance, making eggregious errors of significance. The mean NEEDS to include the tails.

Nassim Nicholas Taleb's photo.

———-
THE “ENEMIES OF THE GOOD”

1) Hillary Monsanto-Malmaison (a la Tony Blair, used public office for subsequent enrichment; the reverse is far better; agent of the crony clepto-bureaucrato Washington order. Unlike overt corruption, this insidious form (legal not ethical) is the most morally damaging to our fabric).

2) The Wahabi regime of Saudi Barbaria and their friends.

3) Agrochemical and pharma shills.

4) People increasing rather than decreasing ruin problems while claiming to “help”, i.e., with enough pseudoknowledge of probability to cause damage (a la Cass Sunstein who find it irrational for people to worry about ruin)… (2/29/16)

———-
Apparently we did OK with our inaugural Real World Risk Mini-Certificate. Five days of lecturing.

We managed to drill the essence of the problems with graphs only, with examples and concepts, no equations. And it worked! For instance, Zari Rachev who was the doctoral student of the great Kolmogorov was simpler than any lecturer I have ever seen on probability, could get points simple enough for school students.

I lectured a bit more than 6/10, but most other instructors were present in debates, with constant commentary from Robert Frey and teasing from Raphael Douady. At many times the discussions were like stand-up comedy.

I focused in my part in showing that almost all of probabilistic decision problems, convexity (antifragility) and all can be linked to a simple logical asymmetry that absence of evidence is not evidence of absence, and how the point gets lost as people become semi-sophisticated. From that you get almost everything in a tight systematic view.

This is the first time I’ve worked hard in 15 years. I realized the trick: had no coffee. It works.

The next seminar is June 6.

http://www.realworldrisk.com

[NOTE We are assuming that given that these comments were on public sites (Twitter) we do not need the hassle of the permission/approval process. But if the author objects we would remove immediately.] (2/27/16)

Nassim Nicholas Taleb's photo.
Nassim Nicholas Taleb's photo.

———-
Today a big chunk of erudition, curiosity, imagination, and intellectual playfulness has left the planet.
Rest in Peace, Umberto Eco. (2/20/16)

Nassim Nicholas Taleb's photo.

Saudi Barbaria, Stop-Loss, Olof Palme | Twitter

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@nntaleb Saudi Barbaria will soon be bankrupt:its citizens will dress the same as everyone else &they will take orders from W https://twitter.com/Brian_Whit/status/703843602384859136   Permalink 11:07 AM – 28 Feb 2016

@GMWatch Difference between #Bernie and #Shillary pic.twitter.com/x57JarRiT3 Permalink 10:17 AM – 28 Feb 2016

@nntaleb The minute you have a stop-loss, the statistical properties of the portfolio become irrelevant. pic.twitter.com/2o2gvKEkwN Permalink 5:38 AM – 28 Feb 2016

@nntaleb 1) sophistication 2) determination 3) authenticity 4) risk taking @alxpr1c3 Permalink 5:24 AM – 28 Feb 2016

@nntaleb Would you get in a cab driven by a diabetic post-hedonistic Saudi prince? @saadaldeeb Permalink 4:51 AM – 28 Feb 2016

@nntaleb Standing an economic belief on its head. pic.twitter.com/DaDFbQsgCN Permalink 4:43 AM – 28 Feb 2016

@nntaleb Honor Olof Palme, a man who stood for, and died for, peace. #SkinInTheGame Permalink 4:11 AM – 28 Feb 2016

@nntaleb This is not forecasting but simply ACCOUNTING. @saadaldeeb Permalink 3:26 AM – 28 Feb 2016

@nntaleb Nothing worse than a nerd trying to not look nerdy. Permalink 3:46 PM – 27 Feb 2016

@nntaleb They had $100 bn deficit with oil prices on average 50% higher. Do you own a calculator? @sleuthstock @esmail_afsah @AlArabiya_Eng Permalink 1:29 PM – 27 Feb 2016

@nntaleb Simple arithmetic is not “rumors”: $ depletion of reserves per month divided by total @esmail_afsah @AlArabiya_Eng Permalink 1:24 PM – 27 Feb 2016

@nntaleb Saudi boy, how much do you deadlift? @ksa12226 @sebinsua Permalink 12:03 PM – 27 Feb 2016

@nntaleb Before oil, nobody in the civilized world has much interest in deserts & roaming & looting nomads. https://twitter.com/ksa12226/status/703668359473319936   Permalink 11:52 AM – 27 Feb 2016

@johnrobb NeoCons? >> 0.5% of the electorate at most. All employed by the government, think tanks, or super PACs. https://twitter.com/NinaByzantina/status/703616939445235713   Permalink 8:28 AM – 27 Feb 2016

@nntaleb In other words, Saudi citizens are within 6-9 years of having to become construction workers in the Levantine states & elsewhere. Permalink 6:24 AM – 27 Feb 2016

@nntaleb The real reason is that Saudi Arabia is running out of money: unless oil rallies, it wd deplete its reserves in~5y https://twitter.com/AlArabiya_Eng/status/701893005322510337   Permalink 6:20 AM – 27 Feb 2016

@nntaleb pic.twitter.com/aVbkLhSvvd Permalink 3:05 AM – 27 Feb 2016

@LieraMarco Dopo 40 ore con le teste piu’ lucide del mondo nella gestione dei rischi questo pezzo di carta ha molta sostanza pic.twitter.com/8EviS0Izue Permalink 4:39 PM – 26 Feb 2016