arXiv subjects
Publications and source records attributed to Dennis L. Sun.
This paper outlines a grammar of data analysis, as distinct from grammars of data manipulation, in which the primitives are metrics and dimensions. We describe a Python implementation of this grammar called Meterstick, which is agnostic to the underlying data source, which may be a DataFrame or a SQL database.
We demonstrate how data fission, a method for creating synthetic replicates from single observations, can be applied to empirical Bayes estimation. This extends recent work on empirical Bayes with multiple replicates to the classical single-replicate setting. The key insight is that after data fission, empirical Bayes estimation can be cast as a general regression problem.
One of the most attractive features of R is its linear modeling capabilities. We describe a Python package, salmon, that brings the best of R's linear modeling functionality to Python in a Pythonic way -- by providing composable objects for specifying and fitting linear models. This object-oriented design also enables other features that enhance ease-of-use, such as automatic visualizations and intelligent model building.
We study empirical Bayes estimation of the effect sizes of $N$ units from $K$ noisy observations on each unit. We show that it is possible to achieve near-Bayes optimal mean squared error, without any assumptions or knowledge about the effect size distribution or the noise. The noise distribution can be heteroskedastic and vary arbitrarily from unit to unit. Our proposal, which we call Aurora, leverages the replication inherent in the $K$ observations per unit and recasts the effect size estimation problem as a general regression problem. Aurora with linear regression provably matches the performance of a wide array of estimators including the sample mean, the trimmed mean, the sample median, as well as James-Stein shrunk versions thereof. Aurora automates effect size estimation for Internet-scale datasets, as we demonstrate on data from a large technology firm.
We develop a general approach to valid inference after model selection. At the core of our framework is a result that characterizes the distribution of a post-selection estimator conditioned on the selection event. We specialize the approach to model selection by the lasso to form valid confidence intervals for the selected coefficients and test whether all relevant variables have been included in the model.
Feedback has a powerful influence on learning, but it is also expensive to provide. In large classes, it may even be impossible for instructors to provide individualized feedback. Peer assessment has received attention lately as a way of providing personalized feedback that scales to large classes. Besides these obvious benefits, some researchers have also conjectured that students learn by peer assessing, although no studies have ever conclusively demonstrated this effect. By conducting a randomized controlled trial in an introductory statistics class, we provide evidence that peer assessment causes significant gains in student achievement. The strength of our conclusions depends critically on the careful design of the experiment, which was made possible by a web-based platform that we developed. Hence, our study is also a proof of concept of the high-quality experiments that are possible with online tools.
The problem of recovering a signal from the magnitude of its short-time Fourier transform (STFT) is a longstanding one in audio signal processing. Existing approaches rely on heuristics that often perform poorly because of the nonconvexity of the problem. We introduce a formulation of the problem that lends itself to a tractable convex program. We observe that our method yields better reconstructions than the standard Griffin-Lim algorithm. We provide an algorithm and discuss practical implementation details, including how the method can be scaled up to larger examples.