Why the tails come apart — LessWrong

[I'm unsure how much this rehashes things 'everyone knows already' - if old hat, feel free to downvote into oblivion. My other motivation for the cro…

x Why the tails come apart — LessWrong Probability & Statistics World Modeling Frontpage 347 Why the tails come apart by Thrasymachus 1st Aug 2014 8 min read 102 347 [I'm unsure how much this rehashes things 'everyone knows already' - if old hat, feel free to downvote into oblivion. My other motivation for the cross-post is the hope it might catch the interest of someone with a stronger mathematical background who could make this line of argument more robust] [Edit 2014/11/14: mainly adjustments and rewording in light of the many helpful comments below (thanks!). I've also added a geometric ex

related reading

• Why the tails (sometimes) don’t come apartuniversalprior.substack.com
• Getting Eulered | Slate Star Codexslatestarcodex.com
• The Tails Coming Apart As Metaphor For Life — LessWronglesswrong.com
• How much do you believe your results? — LessWronglesswrong.com
• The Tails Coming Apart As Metaphor For Life | Slate Star Codexslatestarcodex.com
• X explains Z% of the variance in Y — LessWronglesswrong.com
• Too much efficiency makes everything worse: overfitting and the strong version of Goodhart’s law | Jascha’s blogsohl-dickstein.github.io
• Gregory Gundersengregorygundersen.com
• Being the (Pareto) Best in the World — LessWronglesswrong.com
• Berkson's paradox - Wikipediaen.wikipedia.org
• Logs, Tails, Long Tails – Ryan Moulton's Articlesmoultano.wordpress.com
• Spurious Correlationstylervigen.com