[Medium] Foreword for Cut the Knot: Probability Riddles by Alexander Bogomolny

How do you learn a language? There are two routes; the first is to memorize imperfect verbs, grammatical rules, future vs. past tenses, recite boring context-free sentences, and pass an exam. The second approach consists in going to a bar, struggling a little bit and, out of the need to blend-in and integrate with a fun group of people, then suddenly find yourself able to communicate. In other words, by playing, by being alive as a human being. I personally have never seen anyone learn to speak a language properly by the first route. Also, I have never seen anyone fail to do so by the second one.

Read the complete foreword on Medium.

Get the book on Amazon.

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…

Nassim is back posting on Facebook

Nassim has updated his followers on Facebook regarding his latest work debunking IQ science.

The fellow is overall fair but a bit generous to the NeoNazis with a sinister racial program.https://www.firstthings.com/web-exclusives/2019/08/talebs-call-to-duel

Posted by Nassim Nicholas Taleb on Wednesday, August 7, 2019

The piece on IQ. See the technical link for more.Basically the only reason it is used is research on genetic…

Posted by Nassim Nicholas Taleb on Wednesday, August 7, 2019

Technical Incerto, Vol 1: The Statistical Consequences of Fat Tails

From Nassim Taleb’s Facebook Page:

My Technical Incerto Vol1: The Statistical Consequences of Fat Tails is almost done. This is the freely available draft for error correction.

https://www. academia. edu/ 37221402/ TECHNICAL…

Link to Paper: https://www. academia. edu/ 37221402/ TECHNICAL…
Link to Facebook Discussion: https://www. facebook. com/ nntaleb/ posts/ 10156061900203375

Nassim Taleb’s Probability Moocs: The empirical distribution is … not empirical

For fat tailed distributions, the empirical distributions does not reflect the true statistical properties, particularly for extremes. This is a simplified side note to a paper with Mark Spitznagel on why people make a mistake by looking at raw historical data as “empiricism”.

So I am fed up with academics who say “we know it is fat tails” yet not understand the consequences.

Randomness of Correlation & Its Hacking by Big Dataists


This tutorial presents the intuitions of the randomness of sample correlation (spurious correlation) and the methodologies in derivations. Some later sections are somewhat technical as Nassim rederived an old equation with more precise functions (in order to apply to fat tails) and showed the distribution of the maximum of d variables with n points per variable.
This paves the way to the real scientific work on random matric theory under fat tails and the failure of Marchenko-Pastur.