Ideal book for self-study: "Doing Bayesian Data Analysis"

In this post, I'd like to heartily recommend a book for anyone doing self-study who doesn't have much statistics or math in their background:

• Kruschke, J. (2010). Doing Bayesian Data Analysis: A Tutorial Introduction with R and BUGS. Academic Press.

This book is head-and-shoulders better than the others I've seen.  I'm using it myself right now.  Here's what's good about it:

• It builds from very simple foundations.
• Math is minimized.  No proofs.
• From start to finish, everything is demonstrated through R programs. Anyone learning statistics today should be learning a statistics programming language at the same time.  R is the most popular choice and by some measures the best choice.
• It helps you learn Empirical Bayesian methods from every angle.  It does great both with the fundamental concepts and the practical applications.
• It takes you as far as you want to go, at least into advanced territory if you want.  But you don't have to read the whole textbook to benefit.

For what it's worth, this book was voted most popular introductory book on Stack Exchange.

Two new #InfoSec books that could transform your way of thinking

Happiness is having great colleagues and collaborators.  I'm very happy to recommend to you two new books by three of my favorite colleagues -- Jay Jacobs (@jayjacobs), Bob Rudis (@hrbrmstr), and Adam Shostack (@adamshostack).  These books not only do a great job covering the topics, they could also transform your way of thinking.

• Data-driven Security -- Analysis, Visualization, and Dashboards
• Threat Modeling: Designing for Security

Baby Boomer on Board! -- a data-based exploration

Kindergarten graduations.  Play dates. First names like Zaiden (boy) and Bristol (girl). Driving kids to and from school in SUVs and minivans when they live in walking distance (e.g. 2 blocks).

And those "Baby on Board!" signs.

What "Baby on Board!" really signifies.

How did we get here?

This post is a data-based exploration into the origins of these cultural patterns in the White middle and upper-middle classes in the US.

(warning: long post, but with many charts and pictures)

Red Swans: Extreme Adversaries, Evolutionary Arms Races, and the Red Queen

The Red Swan of evolutionary arms races, where the
basis for competition is the innovation process itself.
As the Red Queen says: "...it takes all the running you can do,
to keep in the same place."

This is the third in the series "Many Shades of Black Swans", following on the introductory post "Think You Know Black Swans? Think Again." This one is named "Red" after the Red Queen Hypothesis in evolutionary biology, which itself draws from the Red Queen in Lewis Carroll's Through the Looking Glass (sequel to Alice in Wonderland).  But in this post I'll talk about competitive and adversarial innovation in general, including host-parasite systems that are most analogous to cyber security today.

In addition to the usual definition and explanations, I've added a postscript at the end: "Why Red Swans Are Different From Ordinary Competition and Adversarial Rivalry".

Green Swans: Virtuous Circles, Snowballs, Bandwagons, and the Rich Get Richer

The Green Swan of cumulative prosperity.
The future's so bright she's gotta wear shades.

This is the second in the series "Many Shades of Black Swans", following on the introductory post "Think You Know Black Swans? Think Again."  This one is named "Green" as an allusion to the outsized success and wealth that often arise through this process, though by no means is it only limited to material or economic gains.

Taleb includes the Internet and the Personal Computer among his prime examples of Black Swan events.  In this post I hope to convince you that these phenomena are quite different than his other examples (e.g. what I've labeled "Grey Swans") and that there is value in understanding them separately.

Grey Swans: Cascades in Large Networks and Highly Optimized/Critically Balanced Systems

A Grey Swan -- almost Black, but not quite. More narrowly defined.

This is the first of the series "Many Shades of Black Swans", following on the introductory post "Think You Know Black Swans? Think Again."

I'll define and describe each one, and maybe give some examples. Most important, each of these Shades will be defined by a mostly-unique set of 1) generating process(es); 2) evidence and beliefs; and 3) methods of reasoning and understanding.  As described in the introductory post, it's only in the interaction of these three that Black Swan phenomena arise. Each post will close with section called "How To Cope..." that, hopefully, will make it clear why this Many Shades approach is better than the all-lumped together Black Swan category.

This first one is named "Grey" because it's closest to Taleb's original concept before it got hopelessly expanded and confused.

Tutorial: How Fat-Tailed Probability Distributions Defy Common Sense and How to Handle Them

This post is related to the Grey Swans post, but is a good topic to present on it's own.

For random time series, we often ask general questions to learn something about the probability distribution we are dealing with:

1. What's average?  What's typical?
2. How much does it vary?  How wide is the "spread"?  Is it "skewed" to one side?
3. How extreme can the outcomes be?
4. How good are our estimates, given the sample size?  Do we have enough samples?

If we have a good sized sample of data, common sense tells us that "average" is somewhere in the middle of the sample values and that the "spread" and "extreme" of the sample are about the same as those of the underlying distribution.  Finally, common sense tells us that after we have good estimates, we don't need to gather any more sample data because it won't change our estimates much.

It turns out the that these common-sense answers could all be flat wrong, depending on how "fat" the tail of the distribution is.  Now that's surprising!