Bayesian

Bayesian statistics blogs

scala-glm: Regression modelling in Scala

June 21, 2017
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scala-glm: Regression modelling in Scala

Introduction As discussed in the previous post, I’ve recently constructed and delivered a short course on statistical computing with Scala. Much of the course is concerned with writing statistical algorithms in Scala, typically making use of the scientific and numerical computing library, Breeze. Breeze has all of the essential tools necessary for building statistical algorithms, … Continue reading scala-glm: Regression modelling in Scala

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Posterior distribution of predictions in multiple linear regression

June 11, 2017
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Posterior distribution of predictions in multiple linear regression

In a previous post I showed how to compute posterior predictions from multiple linear regression inside JAGS. In this post I show how to do it after JAGS, in R.There are trade-offs doing it in JAGS or afterwards in R. If you do it in JAGS, then you kno...

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Statistical computing with Scala free on-line course

May 31, 2017
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Statistical computing with Scala free on-line course

I’ve recently delivered a three-day intensive short-course on Scala for statistical computing and data science. The course seemed to go well, and the experience has convinced me that Scala should be used a lot more by statisticians and data scientists for a range of problems in statistical computing. In particular, the simplicity of writing fast … Continue reading Statistical computing with Scala free on-line course

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New version of BEST package (Bayesian estimation of two groups)

May 29, 2017
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New version of BEST package (Bayesian estimation of two groups)

Mike Meredith has updated the BEST package again! CHANGES in v.0.5.0 (2017-05-28) * 'BESTmcmc' uses 'rjags' directly, instead of 'jagsUI' wrappers. This resolves 'set.seed' issues, but values returned will not be the same as with previous version...

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Looking for great teachers of Bayesian statistics

May 25, 2017
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Looking for great teachers of Bayesian statistics

I'm looking for great teachers of Bayesian statistics! Have you taught a course in Bayesian statistics? Have you used DBDA2E? Are you an enthusiastic teacher with very high evaluations?Do you have an abiding interest in a range of applied sta...

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Bent Coins for a Twisted Mind

May 4, 2017
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Bent Coins for a Twisted Mind

Ben Motz voluntarily sat through an entire semester of my Bayesian stats course. In karmic retribution, after the conclusion of the course he surprised me with a set of biased coins that he designed and created with the amazing craftsmanship of Jesse ...

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Bayesian workshops, June 2017

April 16, 2017
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Bayesian workshops, June 2017

Upcoming multi-day workshops in doing Bayesian data analysis (2017):June 5 - 9. Stats Camp, Albuquerque, New Mexico (USA). Taught by Prof. John Kruschke. June 12 - 16. Global School for Empirical Research Methods, St. Gallen, Switzerland. Taught by ...

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Trade-off of between-group and within-group variance (and implosive shrinkage)

April 8, 2017
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Background: Consider data that would traditionally be analyzed as single-factor ANOVA; that is, a continuous metric predicted variable, \(y\), and a nominal predictor, "Group." In particular, consider the data plotted as red dots here:A Bayesian approa...

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A foolish prior on consistency is the howling of shrunken minds

April 2, 2017
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A foolish prior on consistency is the howling of shrunken minds

(Photo from Professor Sylvain Fiset's web site.)Professor Sylvain Fiset has been using Bayesian methods (from DBDA2E)  to analyze short-term memory of dogs. In each experimental trial, a dog watched a human experimenter tuck away a treat in one of...

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MCMC as a Stream

April 1, 2017
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MCMC as a Stream

Introduction This weekend I’ve been preparing some material for my upcoming Scala for statistical computing short course. As part of the course, I thought it would be useful to walk through how to think about and structure MCMC codes, and in particular, how to think about MCMC algorithms as infinite streams of state. This material … Continue reading MCMC as a Stream

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