Tuesday, April 13, 2010

Someday I hope I can be this badass

While looking for an intuitive explanation of why check loss is the appropriate loss function for quantile regression, I happened upon this gem.

For those of you without easy access to academic journals, I reproduce for you a few of the choicest excerpts.

The abstract:

"This article discusses (1) our research to provide a framework for almost all of statistical methods for simple data, (2) need to plan the future of the “Science of Statistics” in order to compete for leadership in the practice of the “Statistics of Science”, (3) grand unifying ideas of the Science of Statistics, (4) an elegant rigorous proof when quantile function minimizes check loss function which is the basis of quantile regression, and (5) exact and approximate confidence quantiles (confidence interval endpoint functions) for parameters p and logodds(p) given a sample of a 0-1 variable."

Another nugget of grandiosity:

"This article reports progress in my ambitious 1,000 – chapter research program, whose goal is to provide a framework for statistical methods for simple data, and integrate:
(1) frequentist and Bayesian methods; (2) nonparametric and parametric methods; (3) continuous and discrete data analysis; (4) functional and algorithmic (numerical analysis based) data analysis."

And my favorite part, defining a function to be called "pain":

"We propose “pain” as a name of a penalty function whose minimization is equivalent to the minimization of an objective function."

Sounds pretty painful to me! Unfortunately, he did not follow up by defining any variables as "ass", which would have been a truly bold move.

So, there you have it. This dude is such a badass the editors let him get on his soapbox for the first several pages about the future of statistics and some grand unifying goals. I can only hope that once I reach the point where I've proven myself enough that I don't have to give a crap what anybody thinks, I choose to exercise this right by publishing math papers with rambling prefaces and creative function names. Unfortunately, I suspect I'll instead be the crazy lady on the corner yelling shockingly foul insults at two generations from now's version of the hipster and farting at totally inappropriate times.

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