Lars P. Syll

Why are election polls often inaccurate? Why is racism wrong? Why are your assumptions often mistaken? The answers to all these questions and to many others have a lot to do with the non-ergodicity of human ensembles. Many scientists agree that ergodicity is one of the most important concepts in statistics. So, what is it? Suppose you are concerned with determining what the most visited parks in a city are. One idea is to take a momentary snapshot: to see how many people are...

Machine learning — puzzling ‘big data’ nonsense If we wanted highly probable claims, scientists would stick to​​ low-level observables and not seek generalizations, much less theories with high explanatory content. In this day​ of fascination with Big data’s ability to predict​ what book I’ll buy next, a healthy Popperian reminder is due: humans also want to understand and to explain. We want bold ‘improbable’ theories. I’m a little puzzled when I hear...

That’s the right spirit for coping with the coronavirus lockdown!  [embedded content]

Statistical models for causation — a critical review Causal inferences can be drawn from nonexperimental data. However, no mechanical rules can be laid down for the activity. Since Hume, that is almost a truism. Instead, causal inference seems to require an enormous investment of skill, intelligence, and hard work. Many convergent lines of evidence must be developed. Natural variation needs to be identified and exploited. Data must be collected. Confounders...

Requiem for my friend  [embedded content] In loving memory of Bengt Nilsson — a friend non plus ultra.

Are we all behavioural economists now? Postwar neoclassical economics was a reaction against a set of approaches based on the principles of hedonic psychology … Various developments in positive and normative economics had reassured them that references to unobservable entities were not only illegitimate but also dispensable. Thus, the concept of preference came to be the primitive notion of economic theory, and references to psychological theory were to be...

Judea Pearl and interventionist causal models (wonkish) As X’s effect on some other variable in the system S depends on there being a possible intervention on X, and the possibility of an intervention in turn depends on the modularity of S, it is a necessary condition for something to be a cause that the system in which it is a cause is modular with respect to that factor. The requirement that all systems are modular with respect to their causes can, in a...

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 [embedded content] Filmer kan beröra oss på många olika sätt. Många är mest inget annat än rent tidsfördriv och eskapism. Men det finns också några — få — filmer som verkligen betyder något. De riktigt stora filmerna. De som på allvar tränger in under huden och skakar om oss i vårt innersta. Kjell-Åke Anderssons filmatisering av Göran Tunströms mästerverk Juloratoriet — med gudabenådad musik av Stefan Nilsson — är en sådan film. En av de sorgligaste filmer jag vet. Men kanske...

Randomness and probability — a theoretical reexamination Modern probabilistic econometrics relies on the notion of probability. To at all be amenable to econometric analysis, economic observations allegedly have to be conceived as random events. But is it really necessary to model the economic system as a system where randomness can only be analyzed and understood when based on an a priori notion of probability? In probabilistic econometrics, events and...