https://jongha-jeon-dev.github.io/standarderror/tags/data-science/Recent content in Data-Science on The Standard ErrorHugo -- 0.123.7en-gbTue, 13 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-1-error-bar/Thu, 08 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-1-error-bar/A test accuracy is a proportion measured on a finite sample. On 360 test digits its error bar is wider than the gap between the top two of three good classifiers, and repeating the split does not measure what it seems to.https://jongha-jeon-dev.github.io/standarderror/lectures/school-maths-1-shortcut/Fri, 18 Sep 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/school-maths-1-shortcut/One of them adds. The other reads the answer off the line above and reverses it, including when that line is wrong. Their held-out losses differ by less than a tenth of a nat, and the leaky one's is *lower*.https://jongha-jeon-dev.github.io/standarderror/lectures/coverage-1-marginal/Fri, 11 Sep 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/coverage-1-marginal/Conformal prediction's guarantee is exact, distribution-free and finite-sample, and it is an average over the test distribution. Conditioned on the model's own confidence it runs from 82% to 95% - and then it turns out that the unevenness is the score's fault, not the method's.https://jongha-jeon-dev.github.io/standarderror/lectures/headline-statistics-1-fertility-tempo/Thu, 10 Sep 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/headline-statistics-1-fertility-tempo/The total fertility rate is not children per woman. It is one calendar year of age-specific rates stacked into the completed family size of a woman who does not exist, and a pure change in the timing of births moves it while no cohort's family size moves at all.https://jongha-jeon-dev.github.io/standarderror/lectures/linear-algebra-1-condition-number/Thu, 27 Aug 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/linear-algebra-1-condition-number/A 14 by 14 system whose answer is all ones, solved to a residual at machine precision, returning entries between -4.9 and +8.5 — and the one number on the matrix that predicts it.https://jongha-jeon-dev.github.io/standarderror/lectures/ml-2-cv-target/Thu, 08 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-2-cv-target/K-fold CV is described as estimating how well your model will do. Where that is known exactly, the estimate is uncorrelated with it. What CV estimates is how models like yours do on average.https://jongha-jeon-dev.github.io/standarderror/lectures/coverage-2-bins/Thu, 01 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/coverage-2-bins/Expected calibration error has a floor that a perfectly calibrated model also hits. On a thousand predictions most of a real model's ECE is that floor - and the fix that removes it makes the number noisier, not truer.https://jongha-jeon-dev.github.io/standarderror/lectures/headline-statistics-2-wage-composition/Thu, 10 Sep 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/headline-statistics-2-wage-composition/A wage statistic compares two populations, not two payslips. Once hiring and firing happen between the two prints, the difference carries a term that has nothing to do with anybody's pay - and it is large enough to reverse the sign.https://jongha-jeon-dev.github.io/standarderror/lectures/linear-algebra-2-least-squares-three-ways/Thu, 27 Aug 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/linear-algebra-2-least-squares-three-ways/The closed form in every regression textbook is a correct formula and a bad algorithm. On exact data it returns coefficients wrong by 14 percent where two other routes get ten decimal places.https://jongha-jeon-dev.github.io/standarderror/lectures/ml-3-leakage/Thu, 08 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-3-leakage/'Fit every preprocessing step inside the folds' is right, and taught as if every violation were equally bad. Measured, seven of them range from nothing to a third of the accuracy scale.https://jongha-jeon-dev.github.io/standarderror/lectures/coverage-3-temperature/Wed, 07 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/coverage-3-temperature/Dividing every logit by the same number cannot change a single answer. It can change which answers you decline to give - a little if you abstain on max probability, a lot if you abstain on entropy, and not at all on margin.https://jongha-jeon-dev.github.io/standarderror/lectures/headline-statistics-3-gini-shape/Thu, 10 Sep 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/headline-statistics-3-gini-shape/A scalar cannot carry a shape. The Gini is many-to-one onto distributions, and so are the percentile ratios and the poverty headcount - so two worlds needing opposite policies can agree on five headline numbers at once.https://jongha-jeon-dev.github.io/standarderror/lectures/linear-algebra-3-positive-definite/Thu, 27 Aug 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/linear-algebra-3-positive-definite/Three correlations, each one a defensible estimate, each one inside [-1, 1] — and together a claim that a particular portfolio has a variance of minus 0.11.https://jongha-jeon-dev.github.io/standarderror/lectures/coverage-4-training/Thu, 08 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/coverage-4-training/The syllabus said overconfidence would arrive when validation loss stopped improving. Three training runs with checkpoints say it arrives much earlier, and only on text the model has not seen.https://jongha-jeon-dev.github.io/standarderror/lectures/ml-4-learning-curves/Thu, 08 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-4-learning-curves/Fit a power law to a pilot study's errors and it tells you what more data will buy. Checked against what more data did buy, it was optimistic every time, sometimes past the Bayes error.https://jongha-jeon-dev.github.io/standarderror/lectures/linear-algebra-4-equal-eigenvalues/Mon, 31 Aug 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/linear-algebra-4-equal-eigenvalues/A correlation matrix whose two largest eigenvalues differ by 0.02, where the component carrying the most variance is the one that moves 42 degrees between samples — and the resampling check reports a third of it.https://jongha-jeon-dev.github.io/standarderror/lectures/coverage-5-split/Thu, 08 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/coverage-5-split/Episode 1 promised an error bar wider than exchangeability allows. Most of that was my formula. What is left appears only when you split the way a deployment does.https://jongha-jeon-dev.github.io/standarderror/lectures/ml-5-imbalance/Thu, 08 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-5-imbalance/'Balance the classes before training' is the first fix taught for a rare positive class. Measured, it never improved the ranking, multiplied a logistic model's probabilities tenfold, and did nothing to its decisions that a threshold does not. Boosted trees lost ranking and, with some methods, gained calibration.https://jongha-jeon-dev.github.io/standarderror/lectures/linear-algebra-5-ridge-geometry/Tue, 01 Sep 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/linear-algebra-5-ridge-geometry/Every variance inflation factor at 1.00 on a design with a condition number near a billion, a cross-validated ridge fit that spends 3.6 of its 9 parameters, and a nominal 95 percent interval that covers 34 percent.https://jongha-jeon-dev.github.io/standarderror/lectures/ml-6-separable/Thu, 08 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-6-separable/Logistic regression is taught as finding the maximum-likelihood coefficients. When a hyperplane separates the classes there is no maximum, and what comes back is decided by when the optimiser stopped.https://jongha-jeon-dev.github.io/standarderror/lectures/linear-algebra-6-one-row/Tue, 01 Sep 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/linear-algebra-6-one-row/A single observation with a residual of exactly zero, a Cook's distance of 0/0, and a coefficient that stops existing when you delete it — and, separately, one row moving a slope by six standard errors.https://jongha-jeon-dev.github.io/standarderror/lectures/ml-7-units/Thu, 08 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-7-units/A penalty strength is taught as a property of the model. A lasso penalty is a price per unit of coefficient, so a feature's units decide what it pays - and whether it stays.https://jongha-jeon-dev.github.io/standarderror/lectures/linear-algebra-7-scree-plot/Tue, 01 Sep 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/linear-algebra-7-scree-plot/Asked about a matrix of pure noise, the elbow returns 18 different answers across 300 draws and never once returns none — while three calibrated rules get it right. And the rule that is provably optimal reports zero components where three exist.https://jongha-jeon-dev.github.io/standarderror/lectures/ml-8-selection/Thu, 08 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-8-selection/The lasso is used to find the features that matter. Tuned by cross-validation it keeps pure noise, cannot tell a feature from a correlated stand-in, and on real data keeps features whose sign it cannot decide.https://jongha-jeon-dev.github.io/standarderror/lectures/linear-algebra-8-no-closed-form/Tue, 01 Sep 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/linear-algebra-8-no-closed-form/A logistic regression where one coefficient's value is the iteration limit, its standard error is a constant the library author chose, and its p-value crosses 0.05 on the way down — while every other coefficient in the table is correct to three decimal places.https://jongha-jeon-dev.github.io/standarderror/lectures/ml-9-bias-variance/Thu, 08 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-9-bias-variance/Test error is said to be U-shaped in model complexity. Computed exactly, it is for the number of neighbours and is not for the number of trees: one knob trades bias for variance, the other only averages.https://jongha-jeon-dev.github.io/standarderror/lectures/ml-10-double-descent/Thu, 08 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-10-double-descent/Past the point where a model fits its training data exactly, test error falls again. Measured on random features, the fall is real, never reaches the best small model, and disappears as a reason once the fit is penalised.https://jongha-jeon-dev.github.io/standarderror/lectures/ml-11-tree-stability/Mon, 12 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-11-tree-stability/A decision tree is valued because it can be read. Refit on bootstrap resamples of the same data, its accuracy holds still and almost everything a reader would read off it moves.https://jongha-jeon-dev.github.io/standarderror/lectures/ml-12-impurity/Mon, 12 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-12-impurity/A forest's default feature importance is computed on the data it was fitted to. On a design where the answer is known, it never ranks the only useful feature first, and ranks it last in 19 of 20 datasets.https://jongha-jeon-dev.github.io/standarderror/lectures/ml-13-oob/Mon, 12 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-13-oob/A random forest estimates its own test error from the rows each tree did not see. With enough trees that is as good as cross-validation, for a sixth of the work. With few trees, or rows that are not independent, it is not.https://jongha-jeon-dev.github.io/standarderror/lectures/ml-14-boosting/Mon, 12 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-14-boosting/Whether boosting overfits depends on what you measure. Over 2,000 rounds its test error never turns up after the first few dozen; its test log loss turns after a few dozen, and below a learning rate of 0.1 shrinkage only postpones the turn.https://jongha-jeon-dev.github.io/standarderror/lectures/ml-15-extrapolation/Mon, 12 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-15-extrapolation/Tree ensembles are said to approximate any function. Inside the training range they do; outside it their predictions go flat, below the largest label they saw, and the best single model becomes the worst.https://jongha-jeon-dev.github.io/standarderror/lectures/ml-16-permutation/Mon, 12 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-16-permutation/Shuffle a column and see how much worse the model does: it is the importance episode 12 recommended. It answers a narrower question than it seems to, on rows the shuffle invented.https://jongha-jeon-dev.github.io/standarderror/lectures/ml-17-pdp/Mon, 12 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-17-pdp/A partial dependence plot is read as a feature's effect. With correlated inputs it is an average over combinations that never occur, and on a simulation with a known effect a forest's shows about a third of it.https://jongha-jeon-dev.github.io/standarderror/lectures/ml-18-shapley/Mon, 12 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-18-shapley/Shapley values split a prediction among its features fairly and uniquely — relative to a reference that the theory leaves to you. Computed exactly, the choice changes the story for most predictions.https://jongha-jeon-dev.github.io/standarderror/lectures/ml-19-shortcut/Mon, 12 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-19-shortcut/The model with the better test score is usually taken to have learned the task better. Plant one telltale pixel in the digits and the better score belongs to the model that learned the pixel.https://jongha-jeon-dev.github.io/standarderror/lectures/ml-20-rashomon/Mon, 12 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-20-rashomon/Two models with the same test accuracy are usually treated as interchangeable. On a hard task, networks that differ only in their seed give different answers on a fifth of the rows.https://jongha-jeon-dev.github.io/standarderror/lectures/ml-28-augmentation/Tue, 13 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-28-augmentation/Shifted copies of 150 digits made a network worse on the test set and far better on shifted digits. Six hundred more real digits did the reverse.https://jongha-jeon-dev.github.io/standarderror/lectures/ml-29-covariate-shift/Tue, 13 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-29-covariate-shift/When only the inputs move, the best possible accuracy need not change. Whether a model's accuracy does depends on how wrong the model was all along.https://jongha-jeon-dev.github.io/standarderror/lectures/ml-31-pca/Tue, 13 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-31-pca/PCA keeps the directions along which the inputs vary most. On real data that can be a choice of units, and the direction that predicts the target can come fourth.https://jongha-jeon-dev.github.io/standarderror/lectures/ml-32-kmeans/Tue, 13 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-32-kmeans/k-means always returns k convex pieces of similar spread, and the silhouette score rates the pieces. On uniform noise it rates them higher than it rates the digits.https://jongha-jeon-dev.github.io/standarderror/lectures/ml-33-dimensions/Tue, 13 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-33-dimensions/Distances concentrate in high dimensions, for points that fill them. The digits' 64 pixels behave like 8 uniform dimensions, and nearest neighbours work on them until noise columns are added.https://jongha-jeon-dev.github.io/standarderror/lectures/ml-34-calibration/Tue, 13 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-34-calibration/Platt scaling and isotonic regression learn a correction from held-out rows. With few rows they can make a model worse, and with many they fix the average, not each group.https://jongha-jeon-dev.github.io/standarderror/lectures/ml-35-tuning/Tue, 13 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-35-tuning/Cross-validation estimates one model fairly. The best of many cross-validated scores is the maximum of noisy estimates, and it overstates the model it picks.https://jongha-jeon-dev.github.io/standarderror/lectures/ml-36-time-series/Tue, 13 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-36-time-series/The rule against shuffled folds is right for a reason that is narrower than time: something the model cannot see changing slowly. Forward splitting is not the cure it is sold as.https://jongha-jeon-dev.github.io/standarderror/lectures/ml-37-subjects/Tue, 13 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-37-subjects/When subjects contribute many rows each, row-level cross-validation measures how well the model knows the people it has met, and extra rows from the same people are worth little.https://jongha-jeon-dev.github.io/standarderror/lectures/ml-38-missing/Tue, 13 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-38-missing/Imputation treats a gap as a lost number. Sometimes the gap is a record of a decision, worth more than the number, and the model that uses it depends on the decision staying the same.https://jongha-jeon-dev.github.io/standarderror/lectures/ml-39-selective-labels/Tue, 13 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-39-selective-labels/Outcomes are recorded only for the cases someone approved. Whether a model trained on them can judge the rest depends on what the approver knew that the model does not.https://jongha-jeon-dev.github.io/standarderror/lectures/ml-40-target-encoding/Tue, 13 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-40-target-encoding/Fitting an encoding only on training rows protects the test set. It does not protect the training rows from their own labels, and with many rare levels that is enough to wreck the model.https://jongha-jeon-dev.github.io/standarderror/lectures/ml-41-averaging/Tue, 13 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-41-averaging/Averaging carries a guarantee, and it is weaker than the one usually quoted. When one member is certain about everything, averaging probabilities hands it every decision.https://jongha-jeon-dev.github.io/standarderror/lectures/ml-42-stacking/Tue, 13 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-42-stacking/A meta-model trusts whichever base model looks best on the predictions it is fitted to. On in-sample predictions that is the best memoriser; on honest ones it is usually just the best model.https://jongha-jeon-dev.github.io/standarderror/lectures/ml-43-naive-bayes/Tue, 13 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-43-naive-bayes/The independence assumption is wrong and naive Bayes still classifies well, as the textbooks say. What the assumption breaks is the one thing the model's name promises: its probabilities.https://jongha-jeon-dev.github.io/standarderror/lectures/ml-44-model-tests/Tue, 13 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-44-model-tests/Two algorithms built to be exactly equal, compared 400 times. The most common test found a difference one time in seven, the most thorough-looking one more often than not, and three others were honest.https://jongha-jeon-dev.github.io/standarderror/lectures/ml-45-holdout/Tue, 13 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-45-holdout/A test set is not spent by training on it. It is spent by asking it questions whose answers change what you do next, and it can be spent without touching a single weight.https://jongha-jeon-dev.github.io/standarderror/lectures/ml-46-threshold/Tue, 13 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-46-threshold/0.5 is the right threshold only when both mistakes cost the same. The threshold that matches the costs needs calibrated probabilities, and even the perfect model may save little.https://jongha-jeon-dev.github.io/standarderror/lectures/ml-47-auc-decisions/Tue, 13 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-47-auc-decisions/AUC summarises a ranking over every threshold at once. A decision uses one threshold, and the model that ranks best on average is not always the one that ranks best there.https://jongha-jeon-dev.github.io/standarderror/lectures/ml-48-intervention/Tue, 13 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-48-intervention/Importance and what-if analyses describe the model. In a system with a common cause and a downstream signal, the feature the model relied on most did nothing when changed, and the real lever ranked no higher than a feature with no effect.https://jongha-jeon-dev.github.io/standarderror/lectures/ml-49-uplift/Tue, 13 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-49-uplift/A model of who will churn is not a model of whom an offer will keep. Targeting the highest risk did no better than chance; targeting the predicted effect did about twice as well.https://jongha-jeon-dev.github.io/standarderror/lectures/ml-50-feedback/Tue, 13 Oct 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/lectures/ml-50-feedback/When a rule decides where to look and learns only from what it finds there, more data does not correct it. It has to account for its own effort, and keep looking where it expects nothing.https://jongha-jeon-dev.github.io/standarderror/posts/two-thirds-of-the-move-before-the-headline/Wed, 19 Aug 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/posts/two-thirds-of-the-move-before-the-headline/A paper measured 'buy the rumour, sell the news' on 4.57 million articles, and the sayings mostly holdhttps://jongha-jeon-dev.github.io/standarderror/posts/the-chip-cycle-is-forecastable/Tue, 18 Aug 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/posts/the-chip-cycle-is-forecastable/A delayed feedback loop, an echo state network, and a result I had the wrong way roundhttps://jongha-jeon-dev.github.io/standarderror/posts/the-jeonse-number-not-on-the-contract/Fri, 14 Aug 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/posts/the-jeonse-number-not-on-the-contract/A deposit's safety margin is two published ratios divided — and the interesting part is what that arithmetic cannot tell youhttps://jongha-jeon-dev.github.io/standarderror/posts/your-index-fund-owns-503-companies-and-is-three-bets/Fri, 14 Aug 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/posts/your-index-fund-owns-503-companies-and-is-three-bets/Concentration has a formula, and running it is unkind to both sides of the argumenthttps://jongha-jeon-dev.github.io/standarderror/posts/individuals-sold-a-record-amount-on-the-best-day/Thu, 13 Aug 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/posts/individuals-sold-a-record-amount-on-the-best-day/The gap between what an index returns and what its investors earn is arithmetic — and I was wrong about where it comes fromhttps://jongha-jeon-dev.github.io/standarderror/posts/i-trained-2000-models-on-a-coin-flip/Fri, 07 Aug 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/posts/i-trained-2000-models-on-a-coin-flip/A 55.3% hit rate, a p-value of 0.0008, and not one shred of signal in the datahttps://jongha-jeon-dev.github.io/standarderror/posts/the-kospi-record-day-was-not-a-fat-tail-problem/Fri, 07 Aug 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/posts/the-kospi-record-day-was-not-a-fat-tail-problem/A +17.91% session, a 12-sigma move, and the assumption that actually brokehttps://jongha-jeon-dev.github.io/standarderror/posts/why-every-bus-is-on-a-longer-than-average-gap/Fri, 07 Aug 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/posts/why-every-bus-is-on-a-longer-than-average-gap/Your class was bigger than average, your queue was slower, and your bus was late. One formula, and no bias in sighthttps://jongha-jeon-dev.github.io/standarderror/posts/your-90-percent-interval-covers-42-percent/Fri, 07 Aug 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/posts/your-90-percent-interval-covers-42-percent/Conformal prediction's guarantee is real, and it does not say what people repeat about ithttps://jongha-jeon-dev.github.io/standarderror/posts/your-forecast-is-probably-just-repeating-yesterday/Thu, 06 Aug 2026 00:00:00 +0000https://jongha-jeon-dev.github.io/standarderror/posts/your-forecast-is-probably-just-repeating-yesterday/A model scores 99% on a series of coin flips. Here is why, and the one number that would have caught it