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The statsig police

Posted By: Maik Stiebler
Date: Sunday, 18 October 2009, at 11:01 a.m.

In Response To: The statsig police (Timothy Chow)

As I understand, Michael's current strategy is to do at most 1296 trials, and less if the number of jsd's separating the plays gets large enough early enough.

the larger equity differences will contribute unduly to the uncertainty of the final error total

I agree that this can be an undesirable consequence of the current strategy.

I think your proposal of coupling error magnitudes and jsd's is cute, regarding the way it transfers from individual error magnitudes to the total sum, but apart from that I'm afraid I don't see the point. If a play is rolled out where the error magnitude is huge, why do we want its contribution to total variance to be proportional to the error magnitude, if we can, with comparatively little effort, reduce it even further?

I recommend rolling out each position to a fixed number of trials without using the number of jsd's stopping criterion. Better still, but not implemented in gnubg, roll out until a fixed jsd is reached. Better still, but a bit harder to implement, optimize the use of resources by stopping the rollout when the expected time derivative of the contribution to total variance reaches a fixed value.

Messages In This Thread

• The statsig police
  Timothy Chow -- Saturday, 17 October 2009, at 9:00 p.m.
  • The statsig police
    Maik Stiebler -- Sunday, 18 October 2009, at 11:01 a.m.
    • The statsig police
      Timothy Chow -- Sunday, 18 October 2009, at 2:34 p.m.
      • The statsig police
        Maik Stiebler -- Sunday, 18 October 2009, at 2:56 p.m.
        • The statsig police
          Timothy Chow -- Monday, 19 October 2009, at 1:48 a.m.
          • The statsig police
            Maik Stiebler -- Monday, 19 October 2009, at 4:21 p.m.
            • The statsig police
              Timothy Chow -- Tuesday, 20 October 2009, at 2:19 a.m.
      • PS
        Maik Stiebler -- Sunday, 18 October 2009, at 3:10 p.m.
    • The statsig police
      Philippe Michel -- Sunday, 18 October 2009, at 3:57 p.m.
      • The statsig police
        Maik Stiebler -- Sunday, 18 October 2009, at 4:37 p.m.
        • The statsig police
          Philippe Michel -- Sunday, 18 October 2009, at 7:23 p.m.
  • The statsig police
    neilkaz -- Sunday, 18 October 2009, at 5:29 p.m.
    • The statsig police
      Timothy Chow -- Monday, 19 October 2009, at 1:54 a.m.
  • Another example, to clarify
    Timothy Chow -- Monday, 19 October 2009, at 2:15 a.m.
    • Another example, to clarify
      Timothy Chow -- Monday, 19 October 2009, at 2:21 a.m.
  • The statsig police
    Michael Depreli -- Monday, 19 October 2009, at 7:16 a.m.
    • The statsig police
      Timothy Chow -- Tuesday, 20 October 2009, at 2:10 a.m.
      • The statsig police
        MaX -- Thursday, 22 October 2009, at 12:19 p.m.
        • The statsig police
          Timothy Chow -- Friday, 23 October 2009, at 3:35 p.m.
          • The statsig police
            MaX -- Monday, 26 October 2009, at 4:32 p.m.
        • The statsig police
          Daniel Murphy -- Friday, 23 October 2009, at 3:50 p.m.