I haven’t blogged in a while, mostly because I have been trying to figure out what I should do next. One thing that I have been working on lately that I am very passionate about is Movide. Movide is a student-centric learning platform. You mig...

I’ve been looking for template reports using R and Knitr for a while but I didn’t find anything that suits my needs so far. I therefore decided to create them myself. What I like to see about trading strategies are basic performance charts (daily, monthly and yearly), some basic trading statistics and above all most […]

I haven't blogged in a while, mostly because I have been trying to figure out what I should do next. One thing that I have been working on lately that I am very passionate about is Movide. Movide is a student-centric learning platform. You might yawn at this point and wonder why Movide matters. It's a natural reaction, given the crowded learning tools marketplace. Movide, matters, I think, because it…

Expectation propagation and approximate Bayesian computation. Here are X’s comments on a paper, “Expectation-Propagation for Likelihood-Free Inference,” by Simon Barthelme and Nicolas Chopin. The paper is not new but the topic is still hot. Also there’s this paper by Maurizio Filippone and Mark Girolami on computation for Gaussian process models. I wonder how this connects […]The post EP and ABC appeared first on Statistical Modeling, Causal Inference, and Social Science.

In my last post, I talked about two general approaches to conducting statistical research: platforms and integration. In this followup I thought I'd describe the characteristics of certain fields that suggesting taking one approach over another. I think in practice, … Continue reading →

This article is about rotating matrices. No, I don't mean "rotation matrices," I mean rotating matrices. As in turning a matrix 90 degrees in a clockwise or counterclockwise direction. I was reading a program written in MATLAB in which the programmer used a MATLAB function called ROT90, which rotates a [...]

Here’s the link. When you’re on the hangout, please mute your own microphone! I’ll have the computer point at the blackboard. You can follow along with the slides: for the first hour for the second hour P.S. Apparently there is some limit on number of hangout participants (see comments). I didn’t know about that! Maybe […]The post G+ hangout for Bayesian Data Analysis course now! (actually, in 5 minutes) appeared…

As a result of a corridor conversation in Warwick, I started looking at distributions on the IR³ simplex, and wanted to plot the density in a nice way. As I could not find a proper package on CRAN, the closer being the BMAmevt (for Bayesian Model Averaging for Multivariate Extremes) R package developed by a […]

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 […]

Robert Gonzalez reports on some beautiful graphs from John Nelson. Here’s Nelson: The sexes start out homogenous, go super segregated in the teen years, segregate for business in the twenty-somethings, and re-couple for co-habitation years. Then the lights fade into faint pockets of pink. I [Nelson] am using simple tract-level population/gender counts from […]The post Cool dynamic demographic maps provide beautiful illustration of Chris Rock effect appeared first…

While writing an introductory chapter on Bayesian analysis (in French), I came by the issue of computing an HPD region when the posterior distribution is a Beta B(α,β) distribution… There is no analytic solution and hence I resorted to numerical resolution (provided here for α=117.5, β=115.5): and got the following return: which was enough for […]

Try this link. . . . OK, it worked (as well as might be expected given that we don’t have any professional audiovisual people involved). Tomorrow 8h30, I’ll post a new link with the new G+ hangout. We’ll be going through the first two sets of slides (class1a.pdf and class1b.pdf) following the link for the […]The post G+ hangout for test run of BDA course appeared first on Statistical Modeling,…

On the flight back from Warwick, I read a fairly recently arXived paper by Umberto Picchini and Julie Forman entitled “Accelerating inference for diffusions observed with measurement error and large sample sizes using Approximate Bayesian Computation: A case study” that relates to earlier ABC works (and the MATLAB abc-sde package) by the first author (earlier […]

When comparison of two sets of data is made, often only the mean and standard deviation is compared, with no reference to the actual spread of the values. This tends to manifest in the form of a bar chart showing the mean of each variable with an error...

Yesterday, Larry Cahoon, a 29-year veteran at the Census Bureau, answered some questions. The rest of the interview is printed below. *** KF: How can a data analyst improve his or her skills? LC: I have to say my best training has been many, many hours of just playing with statistics, playing with graphics, and reading the analysis others have done. The more data I see, the more analysis I…

As announced earlier, I’ll be putting my Bayesian Data Analysis course on a G+ hangout. It meets each Friday 8h30 Paris time, starting 18 Oct. Just to try things out, I’ll do a mini-hangout tomorrow (Thurs) 8h30. What I’ll do is set up the hangout, then post the url in a new blog post. I’ll […]The post Test run for G+ hangout for my Bayesian Data Analysis class appeared first…