Several years ago I began writing short notes usually with some focus on
R implementations partly as an aide memoire and partly as a way to add
some critical commentary on R packages, typically my own packages. At
the time I wrote a blog entry as a genre manifesto for these notes that
I called ``R Vinaigrettes''  which I will reproduce here in full:
Knuth's call for a literate programming style has spawned a new genre of
statistical exposition, the R vignette, and thereby raised the dreary task
of documenting computer code to the level of a minor art form, like finger
painting or tap dancing. These vignettes are intended to reveal something
of the authors contribution to the greater glory of data analysis, usually
in the form of an R package.
This development has been enormously successful, and yet there is a general
unease within the research community, a feeling that many of the almost 10,000
packages currently on CRAN have not received adequate vetting, or vignetting.
In this spirit I would like to propose a new genre, the R vinaigrette.
These would be brief communications that expose some feature, or bug, in the
collective enterprise of statistical software. As the name suggests there
should be something piquant about a vinaigrette, some lemon juice to balance
the oils, or mustard, or vinegar. I would only insist that, like the vignette,
the vinaigrette must be reproducible. Ideally, they should also satisfy the
Kolmogorov dictum that every single discovery should fit in a fourpage Doklady note,
since "the human brain is not capable of creating anything more complicated at one time."
[quoted in Kolmogorov .]
I've collected a few of these here and list them in very approximate chronological order.
On Distributional vs. Quantile Regression pdf
Targeted Maximum Likelihood Estimation pdf
A Gaussian Compound Decision Bakeoff pdf
Medde: Maximum Entropy Deregularized Density Estimation pdf
Edgeworth on Banking pdf
Bayesian Deconvolution pdf
Quantile Selection Models pdf
The ``Tomato Salad Problem'' Problem pdf
Implemenetation of Renyi Penalized Density Estimation pdf
The Group Lasso for Quantile Regression pdf
Bivariate Exchangeability pdf
Empirical Bayes Confidence Intervals pdf
Conformal Quantile Regression pdf
Extremal Quantile Regression Inference pdf
Deracinated Quantile Regression pdf
Lambda Selection pdf
Quantile Regression Methods pdf
Auxilliary Files tar.gz
Computing Sample Quantiles pdf
Auxilliary Files tar.gz
Pava and Pavlova pdf
BradleyTerry and the Ranking Lasso pdf
A Tutorial for Invidious Comparisons pdf
Evaluating Covid Quantile Forecasts pdf
Denoising the Banana pdf
How Quantile Regression Rescued Happiness pdf
Borges pdf
Robust Empirical Bayes pdf
The Dantzig Decoder Ring pdf
Minimum Distance Estimation of Mixture Models pdf
