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Moritz Schauer

@mschauer

Statistician, Associate Professor (Lektor) at University of Gothenburg and Chalmers; inference and conditional distributions for anything https://mschauer.github.io http://orcid.org/0000-0003-3310-7915 [ˈmoː/r/ɪts ˈʃaʊ̯ɐ]

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19.09.2023
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Latest posts by Moritz Schauer @mschauer

The key to a successful career is dying wealthy

28.02.2026 18:33 👍 5 🔁 0 💬 0 📌 0

Witnessing the birth of the marginal differential product theory about hiring your enemies

28.02.2026 08:48 👍 2 🔁 0 💬 0 📌 0

I like that people genuine think in intervals. Maybe there is hope to explain the confidence interval

24.02.2026 07:16 👍 1 🔁 0 💬 0 📌 0
Post image

This is basically my villain origin story.

"How old are you?" (unique responses)

23.02.2026 15:30 👍 59 🔁 10 💬 11 📌 0
GitHub - mschauer/Causality-Lecture: These slides are from a guest lecture on causal discovery. They show how independence patterns, Gaussian SEMs, and interventions constrain causal structure. No pri... These slides are from a guest lecture on causal discovery. They show how independence patterns, Gaussian SEMs, and interventions constrain causal structure. No prior causal inference background ass...

My slides are of course not a text book, but I link them here because they are opinionated that perhaps you can get away without GES or PC and get there by compute and a simpler hill climbing algorithm maximising the likelihood/ searching a MAP github.com/mschauer/Cau...

21.02.2026 10:39 👍 2 🔁 0 💬 1 📌 0
Nina Hagen - Du hast den farbfilm Vergessen (Subtitulado)
Nina Hagen - Du hast den farbfilm Vergessen (Subtitulado) YouTube video by PakoChile

For me for a song to click there must be specific harmonic patterns present, you have them in m.youtube.com/watch?v=EKe9... for example but also in the notorious C&A song m.youtube.com/watch?v=UFDn...

15.02.2026 09:49 👍 2 🔁 0 💬 0 📌 0

Well, me probably before figuring it out, lol

15.02.2026 08:35 👍 2 🔁 0 💬 1 📌 0
Nirvana - The Man Who Sold The World (MTV Unplugged)
Nirvana - The Man Who Sold The World (MTV Unplugged) YouTube video by NirvanaVEVO

And some point I had to notice how many songs I like are David Bowie covers and I suspect David Bowie is too genius for me. This one for example, I can understand it through Nirvana, which are probably also geniuses though www.youtube.com/watch?v=freg...,

15.02.2026 08:28 👍 5 🔁 0 💬 2 📌 0

3.4m² ? I wouldn’t have painted the underside

13.02.2026 08:31 👍 0 🔁 0 💬 0 📌 0

It’s not only easy to spot. It’s hard to unsee.

27.01.2026 18:21 👍 1 🔁 0 💬 1 📌 0

p=0.048, but in an enlightened way

26.01.2026 16:37 👍 1 🔁 0 💬 1 📌 0

If your niche is small enough, every post is a viral post.

26.01.2026 13:29 👍 1 🔁 0 💬 0 📌 0
Différance - Wikipedia

I think it’s not supposed to be spelled correctly en.wikipedia.org/wiki/Diff%C3...

23.01.2026 12:16 👍 1 🔁 0 💬 0 📌 0
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wikipedia turns 25 today! the last unenshittified major website! backbone of online info! triumph of humanity! powered by urge of unpaid randos to correct each other! somehow mostly reliable! "good thing wikipedia works in practice, because it sure doesn't work in theory" - old wiki adage

15.01.2026 13:47 👍 12535 🔁 4025 💬 95 📌 306

Yeah, the Kalman gain K is the regression coefficient, so the conditional mean is old mean plus observations scaled by K. If you write K (H Σ⁻ Hᵀ + Σ_ε) = Σ⁻ Hᵀ you see how it is aligned with the normal equations A Σ₂₂ = Σ₁₂ from above.

15.01.2026 14:23 👍 1 🔁 0 💬 0 📌 0

In general, residuals of linear regression are only uncorrelated with the predictors, not independent, so their conditional mean need not vanish. Gaussianity upgrades uncorrelatedness to independence; once this happens, the linear predictor becomes the mean of the conditional distribution.

15.01.2026 13:37 👍 1 🔁 0 💬 0 📌 0
Preview
Deriving the conditional distributions of a multivariate normal distribution We have a multivariate normal vector ${\boldsymbol Y} \sim \mathcal{N}(\boldsymbol\mu, \Sigma)$. Consider partitioning $\boldsymbol\mu$ and ${\boldsymbol Y}$ into $$\boldsymbol\mu = \begin{bmatrix} \

Have a look here: stats.stackexchange.com/a/30600

The trick: choose A by the normal equation A Σ₂₂ = Σ₁₂ and see that X₁ − A X₂ is uncorrelated with X₂, and by Gaussianity also independent. So E[X₁∣X₂] = A X₂. Even works in the singular case.

15.01.2026 09:57 👍 1 🔁 0 💬 1 📌 0

At a technical university the steps of Pearl’s ladder are called stochastics, stochastic control and optimal transport

14.01.2026 11:32 👍 1 🔁 0 💬 0 📌 0

Yeah, more oil and less integrals

13.01.2026 09:36 👍 1 🔁 0 💬 0 📌 0

Mostly echoing your statement bsky.app/profile/p-hu... The do-operator formalizes how a system acts to interventions, so certain statements about interventions become propositions in a calculus, but you still have to argue how this maps to the system you want to describe.

13.01.2026 08:18 👍 1 🔁 0 💬 0 📌 0

Pearl is maybe also dismissive of this meta level, whereas people do make clean meta-level arguments for RCTs etc, in fact it is unavoidable, cf @p-hunermund.com

13.01.2026 07:27 👍 1 🔁 0 💬 1 📌 0

In classical approaches, correctness of causal claims is argued at the meta level, by appealing to design or understanding. In the do-calculus, that burden is shifted into a mathematical formalism.

12.01.2026 09:34 👍 2 🔁 0 💬 0 📌 1

Causal inference is often hidden in plain sight. In a randomized clinical trial, the setup is such that interventional and conditional distributions coincide.

That is E(X | do(T = t)) = E(X | T = t).

12.01.2026 07:48 👍 5 🔁 0 💬 2 📌 0

Love it. Adding Sid Meier's Beta Centauri

11.01.2026 11:47 👍 1 🔁 0 💬 0 📌 0
The ISBA Bulletin

REMEMBERING HARRY VAN ZANTEN

Botond Szabó and Aad van der Vaart in the ISBA Bulletin.

09.01.2026 14:52 👍 3 🔁 1 💬 0 📌 0

(and point null is the worst case for an error in the directional statements)

07.01.2026 16:11 👍 1 🔁 0 💬 0 📌 0

By the way, I am quite okay with users drawing directional conclusions after rejecting a two-sided null hypothesis; because the error rate under the point null is the same as that of the original test.

07.01.2026 15:36 👍 1 🔁 0 💬 1 📌 0

It’s giving late-game vibes of Sid Meier’s Civilization, where the player is bored and just trying to see what happens if they declare some wars before they abandon the game.

17.06.2025 16:56 👍 9 🔁 1 💬 0 📌 0

Feels like our two-sided tests make things better or worse.

07.01.2026 12:45 👍 5 🔁 0 💬 2 📌 0

How do you do cookie banners per fax? I fear there is a way

07.01.2026 10:25 👍 3 🔁 0 💬 1 📌 0