"impression that more advanced statistics is technical elaboration that doesn't offer major additional insights"
Why did you have this impression?
Sorry for the off-topic, but I see this a lot in LessWrong (as a casual reader). People seem to focus on textual, deep-sounding, wow-inducing expositions, but often dislike the technicalities, getting hands dirty with actually understanding calculations, equations, formulas, details of algorithms etc (calculations that don't tickle those wow-receptors that we all have). As if these were merely some minor additions over the really important big picture view. As I see it this movement seems to try to build up a new backbone of knowledge from scratch. But doing this they repeat the mistakes of the past philosophers. For example going for the "deep", outlook-transforming texts that often give a delusional feeling of "oh now I understand the whole world". It's easy to have wow-moments without actually having understood something new.
So yes, PCA is useful and most statistics and maths and computer science is useful for understanding stuff. But then you swing to the other extreme and say "ideas from advanced sta...
You asked about emotional stuff so here is my perspective. I have extremely weird feelings about this whole forum that may affect my writing style. My view is constantly popping back and forth between different views, like in the rabbit-duck gestalt image. On one hand I often see interesting and very good arguments, but on the other hand I see tons of red flags popping up. I feel that I need to maintain extreme mental efforts to stay "sane" here. Maybe I should refrain from commenting. It's a pity because I'm generally very interested in the topics discussed here, but the tone and the underlying ideology is pushing me away. On the other hand I feel an urge to check out the posts despite this effect. I'm not sure what aspect of certain forums have this psychological effect on my thinking, but I've felt it on various reddit communities as well.
The top 3 answers to the MathOverflow question Which mathematicians have influenced you the most? are Alexander Grothendieck, Mikhail Gromov, and Bill Thurston. Each of these have expressed serious concerns about the community.
Grothendieck was actually effectively excommunicated by the mathematical community and then was pathologized as having gone crazy. See pages 37-40 of David Ruelle's book A Mathematician's Brain.
Gromov expresses strong sympathy for Grigory Perelman having left the mathematical community starting on page 110 of Perfect Rigor. (You can search for "Gromov" in the pdf to see all of his remarks on the subject.)
Thurston made very apt criticisms of the mathematical community in his essay On Proof and Progress In Mathematics. See especially the beginning of Section 3: "How is mathematical understanding communicated?" Terry Tao endorses Thurston's essay in his obituary of Thurston. But the community has essentially ignored Thurston's remarks: one almost never hears people talk about the points that Thurston raises.
I prefer public discussions. First, I'm a computer science student who took courses in machine learning, AI, wrote theses in these areas (nothing exceptional), I enjoy books like Thinking Fast and Slow, Black Swan, Pinker, Dawkins, Dennett, Ramachandran etc. So the topics discussed here are also interesting to me. But the atmosphere seems quite closed and turning inwards.
I feel similarities to reddit's Red Pill community. Previously "ignorant" people feel the community has opened a new world to them, they lived in darkness before, but now they found the "Way" ("Bayescraft") and all this stuff is becoming an identity for them.
Sorry if it's offensive, but I feel as if many people had no success in the "real world" matters and invented a fiction where they are the heroes by having joined some great organization much higher above the general public, who are just irrational automata still living in the dark.
I dislike the heavy use of insider terminology that make communication with "outsiders" about these ideas quite hard because you get used to referring to these things by the in-group terms, so you get kind of isolated from your real-l...
Thanks for the detailed response! I'll respond to a handful of points:
Previously "ignorant" people feel the community has opened a new world to them, they lived in darkness before, but now they found the "Way" ("Bayescraft") and all this stuff is becoming an identity for them.
I certainly agree that there are people here who match that description, but it's also worth pointing out that there are actual experts too.
the general public, who are just irrational automata still living in the dark.
One of the things I find most charming about LW, compared to places like RationalWiki, is how much emphasis there is on self-improvement and your mistakes, not mistakes made by other people because they're dumb.
It seems that people try to prove they know some concept by using the jargon and including links to them. Instead, I'd prefer authors who actively try to minimize the need for links and jargon.
I'm not sure this is avoidable, and in full irony I'll link to the wiki page that explains why.
In general, there are lots of concepts that seem useful, but the only way we have to refer to concepts is either to refer to a label or to explain the concept. A nu...
I don't believe you can obtain an understanding of the idea that "correlation does not imply causation" from even a very deep appreciation of the material in Statistics 101. These courses usually make no attempt to define confounding, comparability etc. If they try to define confounding, they tend to use incoherent criteria based on changes in the estimate. Any understanding is almost certainly going to have to originate from outside of Statistics 101; unless you take a course on causal inference based on directed acyclic graphs it will be very challenging to get beyond memorizing the teacher's password
Agree completely, and I'll also point out that at least for me, a very shallow understanding of the ideas in Causality did much more to help me understand correlation vs. causation, confounding etc. than any amount of work with Statistics 101. And this was enormously practical–I was able to make significantly better financial decisions at Fundation due to understanding concepts like Simpson's Paradox on a system 1 level.
To chime in as well: my own understanding of 'correlation does not imply causation' does not come from the basic statistics courses and articles and tutorials I read. While I knew the saying and the concepts and a little bit about causal graphs, it took years of failed self-experiments and the intensely frustrating experience of seeing correlate after correlate fail randomized experiments before I truly accepted it.
I don't know how helpful, exactly, this has been on a practical level, but at least it's good for me on an epistemic level in that I have since accepted many fewer new beliefs than I would otherwise have.
I would probably use different words, but I believe I fit Jonah's description. Before finding LW, I felt strongly isolated. Like, surrounded by human bodies, but intellectually alone. Thinking about topics that people around me considered "weird", so I had no one to debate them with. Having a large range of interests, and while I could find people to debate individual interests with, I had no one to talk with about the interesting combinations I saw there.
I felt "weird", and from people around me I usually got two kinds of feedback. When I didn't try to pretend anything, they more or less confirmed that I am weird (of course, many were gentle, trying not to hurt me). When I tried to play a role of someone "less weird" (that is, I ignored most of the things I considered interesting, and just tried to fit)... well, it took a lot of time and practice to do this correctly, but then people accepted me. So, for a long time it felt like the only way to be accepted would be to supress a large part of what I consider to be "myself"; and I suspect that it would never work perfectly, that there would still be some kind of intellectual hunger.
Then I fou...
PCA and other dimensionality reduction techniques are great, but there's another very useful technique that most people (even statisticians) are unaware of: dimensional analysis, and in particular, the Buckingham pi theorem. For some reason, this technique is used primarily by engineers in fluid dynamics and heat transfer despite its broad applicability. This is the technique that allows scale models like wind tunnels to work, but it's more useful than just allowing for scaling. I find it very useful to reduce the number of variables when developing models and conducting experiments.
Dimensional analysis recognizes a few basic axioms about models with dimensions and sees what they imply. You can use these to construct new variables from the old variables. The model is usually complete in a smaller number of these new variables. The technique does not tell you which variables are "correct", just how many independent ones are needed. Identifying "correct" variables requires data, domain knowledge, or both. (And sometimes, there's no clear "best" variable; multiple work equivalently well.)
Dimensional analysis does not help with categorical variables, or nu...
This doesn't address the issue of the claimed difference in Jonah's perception of LWers from his perception of other groups.
I am not giving up, and I hope I will still achieve some big success.
In the shortest term... I have a baby now, which turned my life upside down a bit, so I need to solve some logistic problems first (e.g. to buy a new flat) and get used to the new situation. It might take a year. -- Not complaining here; I always wanted to have children, but it's taking time and energy and money, so my options are now more limited than usual. I believe it will be okay in a few months, but today, I am rather busy and tired. Also, having a family limits my options; for exam...
I'm speaking based on many interactions with many members of the community. I don't think this is true of everybody, but I have seen a difference at the group level.
Real world data often has the surprising property of "dimensionality reduction": a small number of latent variables explain a large fraction of the variance in data.
Why is that surprising? The causal structure of the world is very sparse, by the nature of causality. One cause has several effects, so once you scale up to lots of causative variables, you expect to find that large portions of the variance in your data are explained by only a few causal factors.
Causality is indeed the skeleton of data. And oh boy, wait until you hit hierarchic...
I disagree that you can get an understanding of the idea that "correlation does not imply causation" from Stats 101. I don
Is statistics beyond introductory statistics important for general reasoning?
Ideas such as regression to the mean, that correlation does not imply causation and base rate fallacy are very important for reasoning about the world in general. One gets these from a deep understanding of statistics 101, and the basics of the Bayesian statistical paradigm. Up until one year ago, I was under the impression that more advanced statistics is technical elaboration that doesn't offer major additional insights into thinking about the world in general.
Nothing could be further from the truth: ideas from advanced statistics are essential for reasoning about the world, even on a day-to-day level. In hindsight my prior belief seems very naive – as far as I can tell, my only reason for holding it is that I hadn't heard anyone say otherwise. But I hadn't actually looked advanced statistics to see whether or not my impression was justified :D.
Since then, I've learned some advanced statistics and machine learning, and the ideas that I've learned have radically altered my worldview. The "official" prerequisites for this material are calculus, differential multivariable calculus, and linear algebra. But one doesn't actually need to have detailed knowledge of these to understand ideas from advanced statistics well enough to benefit from them. The problem is pedagogical: I need to figure out how how to communicate them in an accessible way.
Advanced statistics enables one to reach nonobvious conclusions
To give a bird's eye view of the perspective that I've arrived at, in practice, the ideas from "basic" statistics are generally useful primarily for disproving hypotheses. This pushes in the direction of a state of radical agnosticism: the idea that one can't really know anything for sure about lots of important questions. More advanced statistics enables one to become justifiably confident in nonobvious conclusions, often even in the absence of formal evidence coming from the standard scientific practice.
IQ research and PCA as a case study
The work of Spearman and his successors on IQ constitute one of the pinnacles of achievement in the social sciences. But while Spearman's discovery of IQ was a great discovery, it wasn't his greatest discovery. His greatest discovery was a discovery about how to do social science research. He pioneered the use of factor analysis, a close relative of principal component analysis (PCA).
The philosophy of dimensionality reduction
PCA is a dimensionality reduction method. Real world data often has the surprising property of "dimensionality reduction": a small number of latent variables explain a large fraction of the variance in data.
This is related to the effectiveness of Occam's razor: it turns out to be possible to describe a surprisingly large amount of what we see around us in terms of a small number of variables. Only, the variables that explain a lot usually aren't the variables that are immediately visible – instead they're hidden from us, and in order to model reality, we need to discover them, which is the function that PCA serves. The small number of variables that drive a large fraction of variance in data can be thought of as a sort of "backbone" of the data. That enables one to understand the data at a "macro / big picture / structural" level.
This is a very long story that will take a long time to flesh out, and doing so is one of my main goals.