Gergely Mónus
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gergelymonus.bsky.social
Gergely Mónus
@gergelymonus.bsky.social
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sociology phd student doing research on migration and urbanization
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Reposted by Gergely Mónus
mraginsky.bsky.social
Rudolf Kalman put it nicely (and provocatively): link.springer.com/chapter/10.1...
Quote from R. Kalman, "Identification from real data": For an objective outsider, much of the historical development of statistics is a long series of attempts to dodge the inevitable implications of uncertainty. Whenever the conventional statistical treatment of a problem gives a unique (certain) answer, as in maximum likelihood estimation, in least squares, ... , common sense should tell us that such a miracle is possible only if additional assumptions (deus ex machina) are imposed on the data which somehow succeed in neutralizing the intrinsic uncertainty. We shall use the technical term "prejudice" for such assumptions. In other words, statistical methodology has been handicapped because statisticians have become mesmerized by the deep-seated hope of giving certain answers to problems where the uncertainty is intrinsic. This is politics, not science. For example, least squares is very popular because it always gives a unique answer. But this is exactly where its fatal weakness lies; when we pose Nature a question, as in identification problems, we must not phrase that question in such terms that the answer is predetermined regardless of the nature of the data.
September 27, 2025 at 5:42 PM