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.

Bayesian statistics blogs

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...

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...

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…

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

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]