Friday, August 29, 2008

The statistician's credo

Here are two attempts at encapsulating a passion for numbers. The first is from the movie Pi:

"Restate my assumptions: One, Mathematics is the language of nature. Two, Everything around us can be represented and understood through numbers. Three: If you graph the numbers of any system, patterns emerge. Therefore, there are patterns everywhere in nature. Evidence: The cycling of disease epidemics; the wax and wane of caribou populations; sun spot cycles; the rise and fall of the Nile. So, what about the stock market? The universe of numbers that represents the global economy. Millions of hands at work, billions of minds. A vast network, screaming with life. An organism. A natural organism. My hypothesis: Within the stock market, there is a pattern as well... Right in front of me... hiding behind the numbers. Always has been."

The rest of the film is just OK, but that line alone rightfully earned it a cult following. The second is a quote from Radford Neal's PhD thesis (via Andrew Gelman):

"Sometimes a simple model will outperform a more complex model... Nevertheless, I believe that deliberately limiting the complexity of the model is not fruitful when the problem is evidently complex. Instead, if a simple model is found that outperforms some particular complex model, the appropriate response is to define a different complex model that captures whatever aspect of the problem that led to the simple model performing well."

Why can't statisticians be romantic too?