[EndCoronavirus.Org] Town Hall discussion with Yaneer Bar-Yam

Nassim Taleb joins EndCoronavirus.org Founder, Yaneer Bar-Yam, for a Town Hall discussion.
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Never use Single-point Estimates for Pandemics

ERRORS 101
Never produce a point estimate for risk management, esp. in a fat-tailed domain, rather show statistical properties. Never judge a risk management stance from point forecasts.

Informational Rescaling of PCA Maps with Application to Genetics

Nassim Nicholas Taleb∗, Pierre Zalloua, and Dan Platt
∗Corresponding author, [email protected] Dec 2019

We discuss the inadequacy of covariances/correlations and other measures in L-2 as relative distance metrics. We propose a computationally simple heuristic to transform a map based on standard principal component analysis (PCA) (when the variables are asymptotically Gaussian) into an entropy-based map where distances are based on mutual information.

PDF Download Link: academia.edu/41442347/Informational…

[YouTube] On Warnings over Systemic Risks from Global Pandemics

Nassim Taleb, Universa Investment’s scientific advisor and distinguished professor of risk engineering at NYU, warned of an acute virus spreading throughout the planet in his 2007 book “The Black Swan.” In January, he also warned of the systemic risks of the coronavirus pandemic. He joins “Squawk Box” to discuss.

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