"And the time ... in physics class, when we were doing these basic (very basic) labs on probability, and I had a little handheld pachinko machine? With a bunch of balls, and evenly spaced rods, and stalls at the bottom? And you tilt it down, and all the balls roll to the top, and you tilt it back, and they come cascading down, and hit the rods, and either bounce left or right, and in the end you’ve got this lovely little bell curve of balls at the bottom, because law of averages and such most balls bounce left, then right, then left, or some combination thereof, and end up in the middle? And only a few go left-left-left-left, or right-right-right-right, and end up on either end? —Anyway, it’s my turn, so I tilt it down, then back again, and click-clack-click-clack-click, and wouldn’t you know it, I’ve got an almost perfect reverse bell curve. Towering stacks of balls to the left and right, and almost nothing at all in the middle.
"So I go to the teacher running the show and hold it out to him and say, okay, now what, smart guy? (“If it fails to agree, under novel experiments or with refined measuring techniques, it is not said that one should not be happy.”)
"And the teacher looks at the little handheld pachinko machine, cocks an eyebrow, tilts it down, tilts it back, clack-click-clack-click-clack. Perfect bell curve.
"“There,” he says. “Fixed it for you.”
"—And I can’t for the life of me tell you which of those gestures is the argument with the universe, and which the sermon on the way things ought to be, dammit. —And that might just be my problem."

Donoho on how to get highly cited. I suspect some of it is not entirely serious, but it's a bit hard to tell.

"Q: Do I have to kill the snake?
A: University guidelines state that you have to "defeat" the snake. There are many ways to accomplish this. Lots of students choose to wrestle the snake. Some construct decoys and elaborate traps to confuse and then ensnare the snake. One student brought a flute and played a song to lull the snake to sleep. Then he threw the snake out a window."
--- It would be a Bad Thing for me to send this to the graduate students, wouldn't it?

Not only is that a great title (as Nick says), but it literally turns out we make the Earth move: "Abnormal cultural seismic noise is observed in the frequency range of 0.01–0.05 Hz. Cultural noise generated by human activities is generally observed in frequencies above 1 Hz, and is greater in the daytime than at night. The low-frequency noise presented in this paper exhibits a characteristic amplitude variation and can be easily identified from time domain seismograms in the frequency range of interest. The amplitude variation is predominantly in the vertical component, but the horizontal components also show variations. Low-frequency noise is markedly periodic, which reinforces its interpretation as cultural noise. Such noise is observed world-wide, but is limited to areas in the vicinity of railways. The amplitude variation in seismograms correlates strongly with railway timetables..."

... in which Ta-Nehisi Coates schools the Freakonomics crowd in the concept of "sample selection bias".

"My new goal is to have a financial engineering [Monte Carlo simulation] blow up so bad modeling CDS portfolios that Jessica Alba needs to rush into the office in some sort of superheroine costume to save me."

We should consider distributing this to the incoming graduate students. (Except we'd need to make it clear that using Word is NOT ACCEPTABLE.)

Using the case of an author with a known pseudonym to test methods for establishing identity of authorship. Conclusion: it may be that <

"My understanding of statistics is limited": no shit. Tagged "to teach" as an example of a generic, content-free way of deriding any statistical analysis whatsoever whose conclusions one dislikes.

"n this pedagogical review, we start by presenting the probabilistic concepts which are at the basis of the Monte Carlo method. From these concepts the relevant free parameters--which still may be adjusted--are identified. Having identified these parameters, most of the tangled mass of methods and algorithms in statistical physics Monte Carlo can be regarded as realizations of merely a handful of basic strategies which are employed in order to improve convergence of a Monte Carlo computation. Once the notations introduced are available, many of the most widely used Monte Carlo methods and algorithms can be formulated in a few lines. In such a formulation, the core ideas are exposed and possible generalizations of the methods are less obscured by the details of a particular algorithm." --- If it can deliver on this promise, great.

State-space modeling with linear/Gaussian state evolution and generalized linear models for the observations. Looks reasonable, lacks a few improvements like diffuse initial conditions in the Kalman filter.

An illustration of the necessity for counterfactuals.

Guilty.

Beware your data.

Shorter Simon & Levy (1963): I am sickened by the weakness of your model's goodness-of-fit test. (Does make me reconsider the many papers I still see using Cobb-Douglas...)

"Dude! R^2 sux!" (I paraphrase.)

Nicely done.

compilation listing at UMass Amherst, organized by relevant method.  OK but not outstanding.