Wednesday, 29 October 2014

"Football"... I mean "soccer"... I mean "football"...

A couple of weeks ago, I was contacted by Daniel Weitzenfeld $-$ a Chicago freelance data scientist (his own definition). Daniel got interested in modelling sports results and googled our football paper $-$ in his post here, he jokes that, because we're Italians, in our paper "football" means "soccer". But of course, I would respond saying that the real story is that when he says "football" he means "the weird version of rugby that Americans play"... 

Anyway, he set out to adapt our model to last year's Premier League data, using pymc. In fact, he's slightly modified our model $-$ we exchanged a couple of emails to clarify some issues from our original model (he did make a couple of good points). He then discusses the issue of shrinkage in the results of the model $-$ as he says (quoting John Kruschke) shrinkage is not necessarily good or bad and it's just a feature of how the data are modelled. 

In our case, however, model fit was massively improved by using a more complex specification that (including some prior knowledge about the potential strength of the teams) would reduce the amount of shrinkage $-$ in effect, we had assumed three different data generating processes (or some form of conditional exchangeability); one for "good" teams (fighting for the title), one for "average" teams and one for the "poor" teams (struggling for relegation).

I was quite interested in the pymc modelling $-$ I'll have to have a closer look at some point...



Monday, 27 October 2014

ISPOR posters

As the short course is fast approaching and I'm fighting with the last organisational details, I spent most of today preparing the two posters for the ISPOR congress, which I'm attending the week after next.

At first, I was a bit disappointed that none of the two abstracts I submitted had been accepted for a podium presentation, as they call it. But on reflection, in such a huge conference as ISPOR, the time scheduled for a talk is only 12 minutes, which makes it really difficult to present any methodological work, anyway. So, inspired by Marshall, I thought that posters may not be too bad after all...

The posters are about the structural zero model (which I've also discussed here and here; and some material is here) and BCEA. Because ISPOR is one of the biggest conferences in health economics, I think there's an opportunity to show these to potentially interested people $-$ also, I'll meet a few colleagues, plus I like Amsterdam, so all in all, sounds like a good trip (hopefully!).

Anyway, I've put a pdf version of the two posters here and here $-$ check them out, if you like!

Tuesday, 14 October 2014

1 in 5 million

Earlier today, I've got an email from UCL Library Services, telling me that our research publications repository (UCL Discovery) has "recently passed the exciting milestone of 5 million downloads".

As it happens, the 5 million-th download was our paper on football results predictions $-$ I've already mentioned it in a few posts, for example here, here and here).

The best part of the story is that there is a "small prize" that I will be given at a forthcoming Library Conference to "mark this achievement" $-$ the achievement being having won the lottery, really...

As my friend Virgilio said, who knows what my colleagues that do "more serious stuff" will think of that...

Sunday, 5 October 2014

Evil companies, stereotypes and coffee

A couple of weeks ago, our favourite coffee place in Walton (where we live) just closed out of the blue. We were really surprised as we thought they were doing really well, as the shop was almost always buzzing with people. So we did a bit of investigation and then found out the story $-$ the supermarket giant Tesco had invested in nearly 50% of the shares in the (originally) small coffee shop chain and opened several branches in some of their supermarkets. Only to successively close a few non-supermarket branches (which were opened before the take-over), including ours. 

So we had to change coffee shop and had to (provisionally, I think) resort to one of the "Italian" places $-$ well, they do have Italian names (this, or this) and may be they are owned or founded by Italians, but they certainly do not exist in Italy... Anyway, the other day, Marta and I were in the local branch and while drinking our coffee, we noticed the big pictures on the wall, which are meant to portray Italian life, to give a touch of authenticity to the place. 

There was a picture of a couple of old men sitting outside a bar, gesticulating and arguing. And another picture of a few young men checking out a girl who had just passed by. The immediate reaction was that it was a bit insulting, really, to get stereotyped like that. But then we also thought of something we had seen last week, when we were in Italy: a few men were preparing to carry a coffin, but as a girl wearing a rather short skirt walked by, all of them intently stared at her (no whistles or shouts, though).  

Bayes of thrones

My friend and colleague Andreas sent me a link to a working paper published by a statistician at the University of Christchurch (New Zealand) and discussed here. The main idea of the paper was to use a Bayesian model to predict the number of future chapters will each of the main characters of Game of Thrones feature in.

I'm not a great fan of Game of Thrones, but I know many people who are (including in my own household). So I can't really comment on the results. However, on a very cursory look at the paper, it seems as though the model is based on vague priors for all the parameters, which is kind of a bummer, as I would have thought this is the kind of model for which you do have some strong subjective (or "expert") prior to use... Still, nice idea, I think...

Wednesday, 24 September 2014

Book of the year

The next issue of Significance (it will be a December double issue) will feature a festive version of the usual book review section. 

Readers and contributors can nominate their favourite statistics books of the year and alongside the nomination, we're looking for a 100-word explanation of why they recommend it.

Full details are on the Significance website.



Friday, 19 September 2014

Mini-tour

The last two days have been kind of a very interesting mini-tour for me $-$ yesterday the Symposium that we organised at UCL (the picture on the left is not a photo taken yesterday) and today the workshop on efficient methods for value of information, in Bristol.

I think we'll put the slides from yesterday's talks on the symposium website shortly. 

Wednesday, 17 September 2014

BCEA 2.1

We're about to release the new version of BCEA, which will contain some major changes.

  1. A couple of changes in the basic code that should improve the computational speed. In general, BCEA doesn't really run into troubles because most of the computations are fairly easy. However, there are a couple of parts in which the code wasn't really optimised; Chris Jackson has suggested some small but substantial modifications $-$ for instance using ColMeans instead of apply($\cdot$,2,mean)
  2. Andrea has coded a function to compute the cost-effectiveness efficiency frontier, which is kind of cool. Again, the underlying analysis is not necessarily very complicated, but the resulting graph is quite neat and it is informative and useful too.
  3. We've polished the EVPPI functions (again, thanks to Chris who's spotted a couple of blips in the previous version).
I'll mention this changes in my talk at the workshop on "Efficient Methods for Value of Information Calculations". If all goes to plan, we'll release BCEA 2.1 by the end of this week.