i stumbled on "stability' too, because it's a static quality.

rather than robustness, i prefer to use the term resilience, a dynamic quality, since efficiency is also a dynamic quality. you can trade efficiency for resilience and vice versa (as the parent poster switched to later).

edit:

i should add that i don't entirely agree with the thesis of the article, which exhorts us to slow down, thereby trading efficiency away for resilience. there are a number of ways to add resilience (and trade away efficiency), and in some cases, slowing down might be the best, but it's certainly not the only, or best, option in most cases.

for housing, an example used in the article, we could add more housing to create resilience, which requires reducing friction, like increasing the throughput of permitting/inspections while generally reducing zoning/regulations.

I like resilience better as well - here it just happens that the technical terms of statistics match up fairly nicely with what we're trying to say.

Do you have any reference or source of this statement? Just asking out of curiosity.

I'm completely ignorant on this topic, so I apologize for asking what must be an extremely stupid question to you, but: what makes stability a static quality whereas resilience is a dynamic quality? Are these statistical definitions that I can look up somewhere?

Not OP, but my take is that stability is usually defined as a base-state that will continue onto perpetuity unless some outside force disrupts it. Resiliency is more closely defined as the ability to recover from disruptions back to the base-state quickly.

Since the context here is that efficiency can remove layers of redundancy therefore allowing disruptions to wreck more havoc - I believe that's what OP was getting at.

Another example would be forward error correction (adding parity bits to improve robustness at the expense of efficiency).

But inefficiency isn't necessarally more robust unless the extra bits serve some purpose.

I may be wrong, but it seems to me that 20th century (theoretical) statistics research overemphasized efficiency at the expense of robustness. My guess is that this has to do with the (over-)mathematization of statistics in the past century, as opposed to a more empirical/engineering viewpoint. Efficiency typically only holds under extremely narrow (and often impossible to check) assumptions, which is great for mathematicians proving theorems and creating theories of efficiency. On the other hand, robustness is ideally about unknown unknowns and weak assumptions, which is hard to deal with mathematically.

It seems already the 21st century is seeing a more balanced emphasis on theory vs. real world applications though.

Not my impression.

The kind of outlier-culling technique suggested by civilized is not recommended these days because it adds unprincipled choice points to what Andrew Gelman calls the 'Garden of Forking Paths' [1, 2]. Thus they are bad for hypothesis testing, which tends to be what most statisticians care about.

Additionally the technique obscures the relationship between the variance of the sample and the population variance if we do not have reliable knowledge of the population distribution; likewise for the mean if the mean is not close to the mode. These problems can be quite dramatic for long-tailed distributions.

[1]: http://www.stat.columbia.edu/~gelman/research/unpublished/p_... [2]: https://statmodeling.stat.columbia.edu/2016/09/30/why-the-ga...

This post seems to be conflating a few different things:

1. Trimming for mean estimation, which removes extreme values in an algorithmic fashion

2. Subjective removal of outliers based on researcher judgment (this is the garden of forking paths Gelman talks about)

3. Estimating other distributional properties, such as the variance, with trimmed estimators

These are all different things and come with different theoretical and practical risks and benefits. Trimmed means are perfectly good statistical tools, although they have their limitations like anything else.

I made two separate points.

The choice of N used in cutting out the N% most extreme results is not determined by widely accepted statistical best practice. Hence it is a source of forks. The algorithm might be deterministic but the choice of this parameter isn't.

My discussion of distributional properties was another issue concerning this technique. You seemed to have missed the point that dropping extreme points can also lead to biased estimates of the mean.

Ten years ago, dropping outliers was considered good practice in the social sciences. Today, it has become a reason for rejection in peer review. There are better techniques for dealing with noisy data, such as adding measurements to data points to measure "badness" that can then be adjusted for in a multi-level model.

All but the simplest statistical estimators have researcher degrees of freedom (certainly including multilevel models) so it seems arbitrary to criticize the trimmed mean in particular for that "fault".

Similarly, any estimator can be biased if its assumptions are violated, so I'm not sure why the potential bias of the trimmed mean in particular is an interesting point.

I'm sure that social science peer reviewers have their reasons for their methodological preferences, but trimmed means are great workhorses in other areas of science, like signal processing.

The critique strikes me as potentially valid in its subfield but a bit parochial if it is attempting generality.

I don't deny the technique has its uses. The point is it is a poor technique to use if your goal is hypothesis testing, which, as I said, is what most statisticians care about.

I didn't reply to you, but to goodsector, who claimed that statisticians cared focus on efficiency at the expense of reliability. I dispute this.

I agree! Statisticians have largely led the development of robust methods, so I don't see how they can be characterized as ignoring the concern.

This also exists in control theory as the tradeoff between performance and robustness!

Wouldn't this be better described as a tradeoff between accuracy and robustness?

Interesting concept.

It's a bit different aspect of the same thing. If B can perform better than A given the same data, it usually means B can perform equal to A with less data. From wikipedia:

> Essentially, a more efficient estimator, experiment, or test needs fewer observations than a less efficient one to achieve a given performance.

Aha. That makes sense.

it's called bias vs. variance tradeoff, or over-fitting, in stats/machine learning lingo.

No, it isn't. The b/v tradeoff is not the same thing. The efficiency of an estimator is a different from its bias.

> The efficiency of an estimator is a different from its bias.

I think the comment is drawing a parallel to variance (better efficiency = lower variance). Still not exactly the same, I think, but pretty damn similar.

They're related in that less complex models will degrade more gracefully when making predictions on novel anomalies, and that in general model complexity drives the bias-variance trade-off.

But, erring on the side of efficiency in this discussion is more like over-fitting, which implies an overly complex model. It's making your model too good for one situation, such that it fails to generalize. You'd rather pull back on accuracy and choose a simpler model, in the hopes that it's more resilient to novel observations.