Bayesian

Bayesian statistics blogs

Warning message in runjags turned off in new version of DBDA2E utilities

November 26, 2014
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Warning message in runjags turned off in new version of DBDA2E utilities

A reader pointed out that programs that accompany DBDA2E and use runjags produce a disconcerting warning message about "starting parallel chains without setting different PRNG for each chain. Different .RNG.name values have been added to each set of ...

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eBook and Kindle of DBDA2E now available

November 25, 2014
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The eBook (PDF) and Kindle editions of Doing Bayesian Data Analysis, 2nd Edition, are now available. The book web page has relevant links.

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Statistical computing languages at the RSS

November 22, 2014
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Statistical computing languages at the RSS

On Friday the Royal Statistical Society hosted a meeting on Statistical computing languages, organised by my colleague Colin Gillespie. Four languages were presented at the meeting: Python, Scala, Matlab and Julia. I presented the talk on Scala. The slides I presented are available, in addition to the code examples and instructions on how to run […]

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Statistics for Big Data

November 22, 2014
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Statistics for Big Data

Doctoral programme in cloud computing for big data I’ve spent much of this year working to establish our new EPSRC Centre for Doctoral Training in Cloud Computing for Big Data, which partly explains the lack of posts on this blog in recent months. The CDT is now established, with 11 students in the first cohort, […]

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Ordinal probit regression: Transforming polr() parameter values to make them more intuitive

November 21, 2014
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Ordinal probit regression: Transforming polr() parameter values to make them more intuitive

In R, the polr function in the MASS package does ordinal probit regression (and ordinal logistic regression, but I focus here on probit). The polr function yields parameter estimates that are difficult to interpret intuitively because they assume a bas...

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2nd Edition has shipped (Doing Bayesian Data Analysis)

November 10, 2014
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2nd Edition has shipped (Doing Bayesian Data Analysis)

I am told by some readers that they have received a physical copy of the 2nd Edition of Doing Bayesian Data Analysis, but I have yet to see it myself. I hope the paper is heavy and opaque, but the book lifts the spirits and the concepts are transparent...

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2nd Edition of Doing Bayesian Data Analysis available November 2014

October 8, 2014
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2nd Edition of Doing Bayesian Data Analysis available November 2014

The 2nd Edition of Doing Bayesian Data Analysis will be available in early or mid November, 2014. The book is completely re-written from cover to cover, with loads of new material, and all new programs. For complete information, please see the book's n...

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Doing Bayesian Data Analysis in Python

September 29, 2014
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Do you prefer Python? Some readers have undertaken to translate the computer programs from Doing Bayesian Data Analysis into Python, including Osvaldo Martin, who has this GitHub site for his ongoing project. If you are interested in what he has done, ...

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p value from likelihood ratio test is STILL not the same as p value from maximum likelihood estimate

September 18, 2014
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p value from likelihood ratio test is STILL not the same as p value from maximum likelihood estimate

In yesterday's post, I described two ways for finding a p value for a parameter, and pointed out that the two ways lead to different p values. As an example, I considered the slope parameter in simple linear regression. One way to get a p value for the...

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p value from likelihood ratio test is not the same as p value from maximum likelihood estimate

September 18, 2014
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p value from likelihood ratio test is not the same as p value from maximum likelihood estimate

In a post of a few hours ago, I pointed out that I was having trouble getting p values to agree for two different methods. Thanks to a suggestion from a reader, there is a resolution: The p values should not agree. This was actually my hunch and hope a...

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