Bayesian

Bayesian statistics blogs

Bayesian comparison of groups using Python emcee

April 24, 2015
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Bayesian comparison of groups using Python emcee

Prof. Brain Blais has implemented the BEST model of two groups in emcee, a Python system for MCMC sampling. See his post about it here.

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The fallacy of placing confidence in confidence intervals (version 2)

April 21, 2015
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I, with my coathors, have submitted a new draft of our paper "The fallacy of placing confidence in confidence intervals". This paper is substantially modified from its previous incarnation. Here is the main argument:"[C]onfidence intervals may not be u...

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Guidelines for reporting confidence intervals

April 17, 2015
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I'm working on a manuscript on confidence intervals, and I thought I'd share a draft section on the reporting of confidence intervals. The paper has several demonstrations of how CIs may, or may not, offer quality inferences, and how they can differ ma...

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Doing Bayesian data analysis again at Bernoulli’s grave

April 14, 2015
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Doing Bayesian data analysis again at Bernoulli’s grave

The 2nd Edition of the book visited the grave of Jacob Bernoulli (1655-1705) in Basel, Switzerland. Jacob Bernoulli pre-dated Bayes (1701-1761), of course, but Bernoulli established foundational concepts and theorems of probability. The photos below we...

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Power is of two kinds (or: Gandhi, power, fear, love, and statistics)

April 12, 2015
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Power is of two kinds (or: Gandhi, power, fear, love, and statistics)

In the chapter of DBDA2E on Goals, Power, and Sample Size (p. 384), I quoted the Mahatma Gandhi:"Power is of two kinds. One is obtained by the fear of punishment and the other by arts of love. Power based on love is a thousand times more effective and ...

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All about that "bias, bias, bias" (it’s no trouble)

April 10, 2015
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All about that "bias, bias, bias" (it’s no trouble)

At some point, everyone who fiddles around with Bayes factors with point nulls notices something that, at first blush, seems strange: small effect sizes seem “biased” toward the null hypothesis. In null hypothesis significance testing, power simply increases when you change the true effect size. With Bayes factors, there is a non-monotonicity where increasing the sample size will slightly increase the degree to which a small effect size favors the…

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Index to first 50 posts

April 10, 2015
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Index to first 50 posts

This is the 50th post to this blog. For my 25th post I provided a catalogue of my first 25 posts, and as promised then, I now provide a similar index for posts 25 to 50. 25. Catalogue of my first 25 blog posts 26. Multivariate data analysis (using R): a course and some lecture … Continue reading Index to first 50 posts

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Some thoughts on replication

April 9, 2015
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Some thoughts on replication

In a recent blog post, Simine Vazire discusses the problem with the logic of requiring replicators to explain when they reach different conclusions to the original authors. She frames it, correctly, it as asking people to over-interpret random noi...

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My favorite Neyman passage: on confidence intervals

April 9, 2015
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My favorite Neyman passage: on confidence intervals

I've been doing a lot of reading on confidence interval theory. Some of the reading is more interesting than others. There is one passage from Neyman's (1952) book "Lectures and Conferences on Mathematical Statistics and Probability" (available here) t...

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Scala for Machine Learning [book review]

April 9, 2015
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Scala for Machine Learning [book review]

Nicolas, Patrick R. (2014) Scala for Machine Learning, Packt Publishing: Birmingham, UK. Full disclosure: I received a free electronic version of this book from the publisher for the purposes of review. There is clearly a market for a good book about using Scala for statistical computing, machine learning and data science. So when the publisher … Continue reading Scala for Machine Learning [book review]

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