Remembering David MacKay
Summary
The Cambridge Philosophical Society is organizing a meeting on "Energy and Information" to commemorate the 10th anniversary of David MacKay's death. The author shares a tribute focusing on MacKay's "Twelve Samples" anecdote from his 2003 information theory book. MacKay stated that "twelve independent samples" are often sufficient to estimate a parameter Φ to a precision finer than σ/3, specifically σ/√12. The author's confusion about the number "12" led to MacKay's humorous explanation that it originated from using "a dozen" in an earlier draft, later changed to "12" for clarity. The author also reflects on a disagreement with MacKay regarding Occam's razor, noting MacKay's characteristic generosity and commitment, contrasting him with less ethical figures in science. The post includes links to the conference and a form for sharing memories of MacKay.
Key takeaway
For researchers and practitioners working with statistical estimation, MacKay's "Twelve Samples" rule offers a practical guideline for data collection. If your goal is to estimate a parameter Φ to a precision of approximately σ/3, gathering around 12 independent samples can be a sufficient and efficient approach. This anecdote also highlights the value of clear communication over elegant language in technical writing.
Key insights
David MacKay's "Twelve Samples" rule of thumb for statistical precision stemmed from a "dozen" in an earlier draft.
Principles
- Precision of σ/√N is achievable with N samples.
- A precision of σ/3 is often sufficient for practical purposes.
In practice
- Consider N=12 samples for parameter estimation.
- Aim for precision around σ/3 in many estimation tasks.
Topics
- David MacKay
- Information Theory
- Statistical Sampling
- Occam's Razor
- Scientific Ethics
Best for: AI Researcher, Research Scientist, General Interest
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Editorial summary, takeaway, and curation by AIssential. Original article published by Statistical Modeling, Causal Inference, and Social Science.