# Bayesian

Bayesian statistics blogs

## Simudidactic

November 23, 2013
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auto·di·dact n. A self-taught person. From Greek autodidaktos, self-taught : auto-, auto- + didaktos, taught; + sim·u·late v. To create a representation or model of (a physical system or particular situation, for example). From Latin simulre, simult-, from similis, like; = (If you can get past the mixing of Latin and Greek roots) sim·u·di·dactic adj. To learn by creating a representation or model of a physical system or […]

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## Optional stopping in data collection: p values, Bayes factors, credible intervals, precision

November 5, 2013
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This post argues that data collection should stop when a desired degree of precision is achieved (as measured by a Bayesian credible interval), not when a critical p value is achieved, not when a critical Bayes factor is achieved, and not even when a B...

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## Diagrams for hierarchical models: New drawing tools

October 31, 2013
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Two new drawing tools for making hierarchical diagrams have been recently developed. One tool is a set of distribution and connector templates in LibreOffice Draw and R, created by Rasmus Bååth. Another tool is scripts for making the drawings in LaTe...

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## Montreal R User Group – Dr. Ramnath Vaidyanathan on his rCharts package

October 27, 2013
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Monday, October 28, 2013. 6:00pm at Notman House 51 Sherbrooke W., Montreal, QC. We are very pleased to welcome back Dr. Ramnath Vaidyanathan for a talk on interactive documents as it relates to his excellent rCharts package. Bringing a laptop to follow along is highly encouraged. I would recommend installing rCharts prior to the workshop. library(devtools) pkgs <- c(‘rCharts’, ‘slidify’, ‘slidifyLibraries’) install_github(pkgs, ‘ramnathv’, ref […]

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## Follow up to Johnson et al Post

October 21, 2013
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Last week I posted a comment on a paper by Neil Johnson and colleagues that I now regret. The comment amounted to a bit of statistical pedantry on my part regarding some of the wording in the paper. It was my wording in this post, and specifically the title, which would have benefited from some […]

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## P-value fallacy alive and well: Latest case in Scientific Reports

October 17, 2013
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Erratum (10/17/13): The paper was published in Scientific Reports, an OA journal from the publishers of Nature, and not in the Journal Nature as originally reported. Clarification (10/17/13): The paper discussed here is quite good overall and very interesting. I do not believe that anything in this post calls into question any of its main […]

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## Calculating AUC the hard way

October 10, 2013
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The Area Under the Receiver Operator Curve is a commonly used metric of model performance in machine learning and many other binary classification/prediction problems. The idea is to generate a threshold independent measure of how well a model is able to distinguish between two possible outcomes. Threshold independent here just means that for any model […]

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## Diagrams for hierarchical models – we need your opinion

October 9, 2013
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When trying to understand a hierarchical model, I find it helpful to make a diagram of the dependencies between variables. But I have found the traditional directed acyclic graphs (DAGs) to be incomplete at best and downright confusing at worst. Theref...

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## A functional Gibbs sampler in Scala

October 4, 2013
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For many years I’ve had a passing interest in functional programming and languages which support functional programming approaches. I’m also quite interested in MOOCs and their future role in higher education. So I recently signed up for my first on-line course, Functional Programming Principles in Scala, via Coursera. I’m around half way through the course […]

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## Marginal likelihood from tempered Bayesian posteriors

October 1, 2013
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$Marginal likelihood from tempered Bayesian posteriors$

Introduction In the previous post I showed that it is possible to couple parallel tempered MCMC chains in order to improve mixing. Such methods can be used when the target of interest is a Bayesian posterior distribution that is difficult to sample. There are (at least) a couple of obvious ways that one can temper […]

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