

Link to Tweet – x.com/nntaleb/status/1870801149185630394
.org (UNOFFICIAL news site)
Abstract
Principal Component Analysis (PCA) is a powerful multivariate tool allowing the projection of data in low-dimensional representations. Nevertheless, datapoint distances on these low-dimensional projections are challenging to interpret. Here, we propose a computationally simple heuristic to transform a map based on standard PCA (when the variables are asymptotically Gaussian) into an entropy-based map where distances are based on mutual information (MI). Moreover, we show that in certain instances our proposed scaled PCA can improve cluster identification. Rescaling principal component-based distances using MI results in a representation of relative statistical associations when, as in genetics, it is applied on bit measurements between individuals’ genomic mutual information. This entropy-rescaled PCA, while preserving order relationships (along a dimension), quantifies relative distances into information units, such as “bits”. We illustrate the effect of this rescaling using genomics data derived from world populations and describe how the interpretation of results are impacted.
Link to Paper – www.sciencedirect.com/science/article/pii/S2001037024004136
Public talk by Nassim Nicholas Taleb at the Jassim Al-Qatami Engineering Lecture Hall on December 9, 2024, exploring fragility, robustness, and antifragility with insights on Lebanon and Palestine. Taleb begins speaking at 55:39.
Writing the foreword to a textbook on Antifragility by @mathoncbro et al: ANTIFRAGILITY is not a rediscovery of hormesis, but a mathematical framework uniting classes of phenomena and, centrally, transferring from the dose-response to the probabilistic domains.
Join us for a public talk by Dr. Nasim Taleb of the Department of Industrial Engineering & Management at MSFEA. Dr. Taleb, author of a multivolume essay, the Incerto (The Black Swan, Fooled by Randomness, Antifragile, and Skin in the Game), will discuss fragility, robustness, and antifragility with applications to the current contexts of Lebanon and Palestine. Dr. Taleb’s Incerto is among the most discussed work of the 21st century. Location: Jassim Al-Qatami Engineering Lecture Hall (ELH) Date: December 09, 2024 Time: 6:00 PM
Ralph welcomes author, statistician, and professor Nassim Nicholas Taleb to discuss the wars in Gaza and Lebanon and give us his take on the election results.
Listen to Podcast – ralphnaderradiohour.com/p/cabinet-of-curiosities
Nassim Nicholas Taleb, author of The Black Swan, joins award-winning journalist Fintan O’Toole for a one-hour discussion on Power, Corruption, and Lies at Kilkenomics 2024. Taking place at the Watergate Theatre in Kilkenny on November 8th, 2024, this event is part of the world’s only economics and comedy festival.
Book now: kilkenomics.ticketsolve.com/ticketbooth/shows/873665809
Nassim Taleb, Black Swan author and Universa Investments distinguished scientific advisor, talks about the fragility of markets, how to hedge against geopolitical risks and artificial intelligence. He’s on “Bloomberg Markets.”
Link to Paper – Half of a Coin: Negative Probabilities