R

Blogs on the R software.

A scalable particle filter in Scala

July 22, 2016
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A scalable particle filter in Scala

Introduction Many modern algorithms in computational Bayesian statistics have at their heart a particle filter or some other sequential Monte Carlo (SMC) procedure. In this blog I’ve discussed particle MCMC algorithms which use a particle filter in the inner-loop in order to compute a (noisy, unbiased) estimate of the marginal likelihood of the data. These … Continue reading A scalable particle filter in Scala

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Calculating Memory Requirements

July 20, 2016
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Calculating Memory Requirements

I had a conversation with people at the office about size and memory requirements that a computer must have to deal with a data frame. It started like this: suppose you have a data frame with 2,000,000 rows and 250 columns, all of which are numeric dat...

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the curious incident of the inverse of the mean

July 14, 2016
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the curious incident of the inverse of the mean

A s I figured out while working with astronomer colleagues last week, a strange if understandable difficulty proceeds from the simplest and most studied statistical model, namely the Normal model x~N(θ,1) Indeed, if one reparametrises this model as x~N(υ⁻¹,1) with υ>0, a single observation x brings very little information about υ! (This is not a […]

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Notes from the Kölner R meeting, 9 July 2016

July 13, 2016
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Notes from the Kölner R meeting, 9 July 2016

Last Thursday the Cologne R user group came together again. This time, our two speakers arrived from Bavaria, to talk about Spark and R Server.Introduction to Apache SparkDownload slidesDubravko Dulic gave an introduction to Apache Spark and why Spark ...

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Extending R

July 12, 2016
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Extending R

As I was previously unaware of this book coming up, my surprise and excitement were both extreme when I received it from CRC Press a few weeks ago! John Chambers, one of the fathers of S, precursor of R, had just published a book about extending R. It covers some reflections of the author on […]

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Using Python decorators to be a lazy programmer: a case study

Using Python decorators to be a lazy programmer: a case study

Decorators are considered one of the more advanced features of python and it will often be the last topic in a python class or introductory book. It will, unfortunately, also be one that trips up many beginning or even intermediate… Continue reading →

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Notes from 3rd and 3.5th Bayesian Mixer Meetup

July 5, 2016
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Notes from 3rd and 3.5th Bayesian Mixer Meetup

Two Bayesian Mixer meet-ups in a row. Can it get any better?Our third 'regular' meeting took place at Cass Business School on 24 June. Big thanks to Pietro and Andreas, who supported us from Cass. The next day, Jon Sedar of Applied AI, managed to arran...

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correlation matrices on copulas

July 3, 2016
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correlation matrices on copulas

Following my post of yesterday about the missing condition in Lynch’s R code, Gérard Letac sent me a paper he recently wrote with Luc Devroye on correlation matrices and copulas. Paper written for the memorial volume in honour of Marc Yor. It considers the neat problem of the existence of a copula (on [0,1]x…x[0,1]) associated […]

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Computational foreign language learning: a study in Spanish verbs usage

June 30, 2016
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Computational foreign language learning: a study in Spanish verbs usage

Abstract: I did some computer-y stuff to construct a personal Spanish text corpus and create a Spanish verb study guide specifically tailored to the linguistic variety of Spanish I intend to consume and produce. It worked fairly well. It also… Continue reading →

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3D density plot in R with Plotly

June 30, 2016
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3D density plot in R with Plotly

In Bayesian nonparametrics, many models address the problem of density regression, including covariate dependent processes. These were settled by the pioneering works by [current ISBA president] MacEachern (1999) who introduced the general class of dependent Dirichlet processes. The literature on dependent processes was developed in numerous models, such as nonparametric regression, time series data, meta-analysis, to cite but […]

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