Dynamic Bayesian networks generalize/unify time series analysis and Bayesian networks.

Why are dates of service prohibited under HIPAA Safe Harbor? johndcook.com/blog/2019/01/0…

'Statistics is the art of stating in precise terms that which one does not know.' -- William Kruskal

Very fast reservoir sampling erikerlandson.github.io/blog/2015/11/2…

Uncertainty in a probability matters more the further you look ahead. johndcook.com/blog/2016/09/2…

'The only use I know for a confidence interval is to have confidence in it.' -- L. J. Savage

Consensus Monte Carlo rob-mcculloch.org/some_papers_an…

Yudkowsky’s tweet here, being an analysis that recommends meta-meta-analysis, is a meta-meta-meta-analysis. My tweet pointing this out is a meta-meta-meta-meta-analysis. This is a demonstration of Yudkowsky’s Law: the 3rd iterated meta is the highest level with any importance.

'If we know that our individual errors and fluctuations follow the magic bell-shaped curve exactly, then the resulting estimates are known to have almost all the nice properties that people have been able to think of.' -- John Tukey

Avoiding Bayesian underflow johndcook.com/blog/2012/07/2…

'Polynomials are notoriously untrustworthy when extrapolated.' -- William Cochran and Gertrude Cox

'An ounce of replication is worth a ton of inferential statistics.' -- J. H. Steigerus

Testing one factor at a time won't discover interaction effects. johndcook.com/blog/2022/10/3…

Apophenia: The tendency to see patterns in random data.

If λ(x) is a LRT statistic for a point-null hypothesis, asymptotically -2 log(λ) has a chi-square(1) distribution.

What does it mean to call noise white, pink, gray, etc? johndcook.com/blog/2015/12/0…

'A Bayesian is one who, vaguely expecting a horse, and catching a glimpse of a donkey, strongly believes he has seen a mule.' ~ Stephen John Senn