Fitting models with discrete parameters in Stan

September 28, 2015
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This book, “Bayesian Cognitive Modeling: A Practical Course,” by Michael Lee and E. J. Wagenmakers, has a bunch of examples of Stan models with discrete parameters—mixture models of various sorts—with Stan code written by Martin...

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On deck through the rest of 2015

September 28, 2015
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There’s something for everyone! I had a lot of fun just copying the titles to make this list, as I’d already forgotten about a lot of this stuff. Here are the scheduled posts, in order through 31 Dec: Fitting models with discrete parameters in Stan How to use lasso etc. in political science? An unconvincing […] The post On deck through the rest of 2015 appeared first on Statistical Modeling,…

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Ten "one-liners" that create test matrices for statistical programmers

September 28, 2015
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Ten "one-liners" that create test matrices for statistical programmers

You've had a long day. You've implemented a custom algorithm in the SAS/IML language. But before you go home, you want to generate some matrices and test your program. If you are like me, you prefer a short statement—one line would be best. However, you also want the flexibility to […] The post Ten "one-liners" that create test matrices for statistical programmers appeared first on The DO Loop.

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The Final Bug, or, Please please please please please work this time!

September 27, 2015
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I’ve been banging my head against this problem, on and off, for a couple months now. It’s an EP-like algorithm that a collaborator and I came up with for integrating external aggregate data into a Bayesian analysis. My colleague tried a simpler version on an example and it worked fine, then I’ve been playing around […] The post The Final Bug, or, Please please please please please work this time!…

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Near Writing Disasters

September 27, 2015
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Check this out this "Retraction Watch" post, forwarded by a reader:http://retractionwatch.com/2014/11/11/overly-honest-references-should-we-cite-the-crappy-gabor-paper-here/Really funny.  Except that it's a little close to home.  I suspect th...

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On the Nature of Things Humanity Was Not Meant to Know (Dept. of Modest Proposals)

September 27, 2015
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Attention conservation notice: A ponderous, scholastic joke, which could only hope to be amusing to those who combine a geeky enthusiasm for over-written horror stories from the early 20th century with nerdy enthusiasm for truly ancient books. I wish...

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On the Nature of Things Humanity Was Not Meant to Know (Dept. of Modest Proposals)

September 27, 2015
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Attention conservation notice: A ponderous, scholastic joke, which could only hope to be amusing to those who combine a geeky enthusiasm for over-written horror stories from the early 20th century with nerdy enthusiasm for truly ancient books. I wish...

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"Robust Confidence Intervals via Kendall’s Tau for Transelliptical Graphical Models" (Next Week at the Statistics Seminar)

September 27, 2015
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Attention conservation notice: Publicity for an upcoming academic talk, of interest only if (1) you care about quantifying uncertainty in statistics, and (2) will be in Pittsburgh on Monday. I am late in publicizing this, but hope it will help drum u...

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"Robust Confidence Intervals via Kendall’s Tau for Transelliptical Graphical Models" (Next Week at the Statistics Seminar)

September 27, 2015
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Attention conservation notice: Publicity for an upcoming academic talk, of interest only if (1) you care about quantifying uncertainty in statistics, and (2) will be in Pittsburgh on Monday. I am late in publicizing this, but hope it will help drum u...

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G.A. Barnard: The “catch-all” factor: probability vs likelihood

September 26, 2015
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G.A. Barnard: The “catch-all” factor: probability vs likelihood

 From the “The Savage Forum” (pp 79-84 Savage, 1962)[i]   BARNARD:…Professor Savage, as I understand him, said earlier that a difference between likelihoods and probabilities was that probabilities would normalize because they integrate to one, whereas likelihoods will not. Now probabilities integrate to one only if all possibilities are taken into account. This requires in its application to […]

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A deeper theory of testing

September 26, 2015
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A deeper theory of testing

In some of my recent public talks (for example: here and here) I have mentioned a desire for “a deeper theory of fitting and testing.” I thought I would expand on what I meant by this. In this note I am going to cover a lot of different topics to try and suggest some perspective. … Continue reading A deeper theory of testing

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Annals of Spam

September 26, 2015
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OK, explain to me this email: God day, How are you? My name is **. I came across your contact email at the University of Cyprus, Department of Economics. I seek for a private Economics teacher for my Daughter. I would like to know if you would be available for job. If you would be […] The post Annals of Spam appeared first on Statistical Modeling, Causal Inference, and Social…

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Computational Time of Predictive Models

September 25, 2015
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Computational Time of Predictive Models

Tuesday, at the end of my 5-hour crash course on machine learning for actuaries, Pierre asked me an interesting question about computational time of different techniques. I’ve been presenting the philosophy of various algorithm, but I forgot to mention computational time. I wanted to try several classification algorithms on the dataset used to illustrate the techniques > rm(list=ls()) > myocarde=read.table( "http://freakonometrics.free.fr/myocarde.csv", head=TRUE,sep=";") > levels(myocarde$PRONO)=c("Death","Survival") But the dataset is rather small,…

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Stan Puzzle #1: Inferring Ability from Streaks

September 25, 2015
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Stan Puzzle #1: Inferring Ability from Streaks

Inspired by X’s blog’s Le Monde puzzle entries, I have a little Stan coding puzzle for everyone (though you can solve the probabilty part of the coding problem without actually knowing Stan). This almost (heavy emphasis on “almost” there) makes me wish I was writing exams. Puzzle #1: Inferring Ability from Streaks Suppose a player […] The post Stan Puzzle #1: Inferring Ability from Streaks appeared first on Statistical Modeling,…

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Notes on Multivariate Gaussian Quadrature (with R Code)

September 25, 2015
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Notes on Multivariate Gaussian Quadrature (with R Code)

Statisticians often need to integrate some function with respect to the multivariate normal (Gaussian) distribution, for example, to compute the standard error of a statistic, or the likelihood function in of a mixed effects model. In many (most?) useful cases, these integrals are intractable, and must be approximated using computational methods. Monte-Carlo integration is one … Continue reading Notes on Multivariate Gaussian Quadrature (with R Code) →

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Session info from R/Travis

September 25, 2015
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Session info from R/Travis

For the problem I reported yesterday, in which my R package was working fine locally but failing on Travis, the key solution is to run update.packages(ask=FALSE) locally, and maybe even update.packages(ask=FALSE, type="source") to be sure to grab the source of packages for which binaries are not yet available. I now know to do that. In […]

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Session info from R/Travis

September 25, 2015
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Session info from R/Travis

For the problem I reported yesterday, in which my R package was working fine locally but failing on Travis, the key solution is to run update.packages(ask=FALSE) locally, and maybe even update.packages(ask=FALSE, type="source") to be sure to grab the source of packages for which binaries are not yet available. I now know to do that. In […]

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Thanks, Dan!

September 25, 2015
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Thanks, Dan!

Quite out of the blue, Dan Getz kindly sent me a nice LaTeX version of my hand-written copy of "The Solution", given in my last post.Dan used the ShareLaTeX site - https://www.sharelatex.com/ .So, here's a nice pdf file with The Solution.Thanks a ...

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Low-power pose

September 25, 2015
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Low-power pose

“The samples were collected in privacy, using passive drool procedures, and frozen immediately.” Anna Dreber sends along a paper, “Assessing the Robustness of Power Posing: No Effect on Hormones and Risk Tolerance in a Large Sample of Men and Women,” which she published in Psychological Science with coauthors Eva Ranehill, Magnus Johannesson, Susanne Leiberg, Sunhae […] The post Low-power pose appeared first on Statistical Modeling, Causal Inference, and Social Science.

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Reproducibility in computational research

September 25, 2015
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Reproducibility in computational research

Jane Frazier spoke at our research team meeting today on “Reproducibility in computational research”. We had a very stimulating and lively discussion about the issues involved. One interesting idea was that reproducibility is on a scale, and we can all aim to move further along the scale towards making our own research more reproducible. For […]

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Amtrak is evil

September 25, 2015
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Amtrak is evil

Hmmmm, coverage for travel delay, that might not be so bad. This is Amtrak, after all. Let’s click through to the fine print: They’ll cover me for a departure delay of six or more hours, huh? Nice try in your attempt to scam me out of $8.50. It didn’t work this time, but, hey, why […] The post Amtrak is evil appeared first on Statistical Modeling, Causal Inference, and Social…

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BayesFactor version 0.9.12-2 released to CRAN

September 24, 2015
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I've released BayesFactor 0.9.12-2 to CRAN; it should be available on all platforms now. The changes include:Added feature allowing fine-tuning of priors on a per-effect basis: see new argument rscaleEffects of lmBF, anovaBF, and generalTestBFFixed bug...

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It’s not you, it’s me

September 24, 2015
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It’s not you, it’s me

Somehow when my code stops working, my first (and second, and third) reaction is to blame everything except my own code. (“It’s not me, it’s you.”) And almost always, it’s my own code that’s the problem (hence the title of this post). I spent the day trying to resolve a bug in my early-in-development R […]

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