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Tag Archives: Correlation

Entropy, Monsanto, Mutual Information, “European”, Localism, Correlation, Leaving NY, IQ, Pinker, DUNNING-K | Twitter

FINALLY PUBLISHEDHow much data do you need? An operational, pre-asymptotic metric for f… https://t.co/FkS96MZjAv — Nassim Nicholas Taleb (@nntaleb) March 28, 2019 @paulportesi Seriously I f****** love waking up to this. Entropy methods better than correlation in nonlinearities. F****** brilliant. https://twitter.com/nntaleb/status/1111966227503689728 ¬† Permalink 5:54 AM – 30 Mar 2019 @nntaleb PROBABILITY DU JOUR Just to […]

Randomness of Correlation

This tutorial presents the intuitions of the randomness of sample correlation (spurious correlation) and the methodologies in derivations. Some later sections are somewhat technical as rederived an old equation with more precise functions (in order to apply to fat tails) and showed the distribution of the maximum of d variables with n points per variable. […]