Advances in scalable Bayesian computation [day #1]

March 4, 2014
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Advances in scalable Bayesian computation [day #1]

This was the first day of our workshop Advances in Scalable Bayesian Computation and it sounded like the “main” theme was probabilistic programming, in tune with my book review posted this morning. Indeed, both Vikash Mansinghka and Frank Wood gave talks about this concept, Vikash detailing the specifics of a new programming language called Venture […]

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Review: Kölner R Meeting 26 Feburary 2014

March 4, 2014
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Review: Kölner R Meeting 26 Feburary 2014

Last week's Cologne R user group meeting was all about R and databases. We had three talks from a generic overview on how to connect R to databases, to a specific example with kdb+ and perhaps the future with ArangoDB, a NoSQL database.Connecting R wit...

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Fitting models to short time series

March 4, 2014
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Fitting models to short time series

Following my post on fitting models to long time series, I thought I’d tackle the opposite problem, which is more common in business environments. I often get asked how few data points can be used to fit a time series model. As with almost all sample size questions, there is no easy answer. It depends on the number of model parameters to be estimated and the amount of randomness in the data.…

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Issue with thinning in R2OpenBUGS vs R2jags

March 3, 2014
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Issue with thinning in R2OpenBUGS vs R2jags

While preparing the practicals for our course at the University of Alberta, I've discovered something kind of interesting. I'm sure this is nothing new and actually people who normally use both OpenBUGS and JAGS have already figured this out.&nbsp...

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capitalizing on chance (ii)

March 3, 2014
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capitalizing on chance (ii)

I may have been exaggerating one year ago when I started this post with “Hardly a day goes by”, but now it is literally the case*. (This  also pertains to reading for Phil6334 for Thurs. March 6): Hardly a day goes by where I do not come across an article on the problems for statistical […]

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Google Maps Gallery Highlights Specialized Maps based on Public Data

March 3, 2014
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Google Maps Gallery Highlights Specialized Maps based on Public Data

Google recently launched a dedicated Maps Gallery [google.com] to showcase a collection of hand-picked maps from several preferred organizations, such as the National Geographic, the U.S. Geological Survey or the City of Edmonton. It is the goal that ...

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On The Role Data Visualization Plays in the Scientific Process

March 3, 2014
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On The Role Data Visualization Plays in the Scientific Process

In a new exhibition titled Beautiful Science: Picturing Data, Inspiring Insight [bl.uk], the British Library pays homage to the important role data visualization plays in the scientific process. The exhibition can be visited from 20 February until 2...

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Running into a Stan Reference by Accident

March 3, 2014
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We were talking about parallelizing MCMC and I came up with what I thought was a neat idea for parallelizing MCMC (sample with fractional prior, average samples on a per-draw basis). But then I realized this approach could get the right posterior mean or right posterior variance, but not both, depending on how the prior […]The post Running into a Stan Reference by Accident appeared first on Statistical Modeling, Causal…

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What is the appropriate time scale for blogging—the day or the week?

March 3, 2014
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What is the appropriate time scale for blogging—the day or the week?

I post (approximately) once a day and don’t plan to change that. I have enough material to post more often—for example, I could intersperse existing blog posts with summaries of my published papers or of other work that I like; and, beyond this, we currently have a one-to-two-month backlog of posts—but I’m afraid that if […]The post What is the appropriate time scale for blogging—the day or the week? appeared…

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On deck this week

March 3, 2014
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Mon: What is the appropriate time scale for blogging—the day or the week? Tues: Literal vs. rhetorical Wed: Plagiarism, Arizona style Thurs: How much time (if any) should we spend criticizing research that’s fraudulent, crappy, or just ...

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Netflix’s stoked-up algorithms

March 3, 2014
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At the start of the year, The Atlantic published a very nice, long article about Netflix's movie recommendation algorithm. You may remember this algorithm (internally known as Cinematch) received a $1 million makeover several years ago (the Netflix Prize), only that the prize-winning entry was deemed too complex--and does not generate sufficient incremental value--to be put into production. The reporter, Alexis Madrigal, noticed that Netflix has shifted attention from the…

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Created facebook page

March 3, 2014
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I thought to create a facebook page as a place to discuss econometrics, simulations, and posts.facebook.com/econometricsbysimulation

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Aborting a SAS/IML program upon encountering an error

March 3, 2014
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Aborting a SAS/IML program upon encountering an error

A colleague sent me an interesting question: What is the best way to abort a SAS/IML program? For example, you might want to abort a program if the data is singular or does not contain a sufficient number of observations or variables. As a first attempt would be to try [...]

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Talk at CIMAT, Guanajuato, Mexico

March 3, 2014
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I will be back in Guanajuato, Mexico, this week, to visit Victor Rivero. And I will give a talk at the Centro de Investigacion en Matematicas (CIMAT) this Wednesday on “Multivariate Archimax Copulas“. The slides are already online. (there...

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NewsVis.org, The Directory of News Visualizations

March 3, 2014
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NewsVis.org, The Directory of News Visualizations

When I was in Portland over the holidays a few weeks ago, I noticed a visualization in the local newspaper, The Oregonian. I had never heard of that before, nor of Mark Friesen, who created it. Wondering how many visualizations I might be missing, I decided to build a website that would collect them all: newsvis.org.

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Questions for anyone who thinks Frequentists either (A) make sense, or (B) are “objective”.

March 2, 2014
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Here are two formulations of the same problem. The mathematics is identical in either case, but the verbiage surrounding it illustrates entirely different statistical philosophies. The first is taken from this presentation (slide 8) but is essentially ...

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Fun with flags

March 2, 2014
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Fun with flags

The Scotland independence referendum is approaching (relatively fast), and so are all sorts of related, very important issues, like what would the new UK flag be, if Scotland decide to leave?The Guardian has taken a poll and apparently these two are th...

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Significance tests and frequentist principles of evidence: Phil6334 Day #6

March 2, 2014
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Significance tests and frequentist principles of evidence: Phil6334 Day #6

Slides (2 sets) from Phil 6334 2/27/14 class (Day#6). D. Mayo: “Frequentist Statistics as a Theory of Inductive Inference” A. Spanos “Probability/Statistics Lecture Notes 4: Hypothesis Testing” Filed under: P-values, Phil 633...

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Double-"Blind" Refereeing is Misguided in Principle and a Charade in Practice

March 2, 2014
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I view the title of this post as almost self-evident. But lots of do-gooders out there disagree, touting double-blind refereeing as somehow promoting "fairness."(1) Misguided in principle: One never makes more-informed decisions (or predictions, or inf...

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What is it with Americans in Olympic ski teams from tropical countries?

March 2, 2014
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Every time I hear this sort of story: Morrone—listed at 48 years old, which would have made her the oldest Olympic cross-country skier of all time by seven years—didn’t even show up for the 10K women’s classic on Feb. 13, claiming injury. (She was the only one of the race’s 76 entrants who didn’t start.) […]The post What is it with Americans in Olympic ski teams from tropical countries? appeared…

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BusinessNewsDaily Reference: What is Statistical Analysis?

March 2, 2014
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BusinessNewsDaily Reference: What is Statistical Analysis?

From: http://www.businessnewsdaily.com/6000-statistical-analysis.htmlByChad Brooks, BusinessNewsDaily Contributor   |   February 28, 2014 12:07am ETIn an effort to organize their data and predict future trends based on the info...

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Simple Pharmacokinetics with Jags

March 2, 2014
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Simple Pharmacokinetics with Jags

In this post I want to analyze a first order pharmocokinetcs problem: the data of study problem 9, chapter 3 of Rowland and Tozer (Clinical pharmacokinetics and pharmacodynamics, 4th edition) with Jags. It is a surprising simple set of data, but still ...

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The Statistics behind “Verification by Multiplicity”

March 2, 2014
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The Statistics behind “Verification by Multiplicity”

There’s a new post up at the ninazumel.com blog that looks at the statistics of “verification by multiplicity” — the statistical technique that is behind NASA’s announcement of 715 new planets that have been validated in the data from the Kepler Space Telescope. We normally don’t write about science here at Win-Vector, but we do […] Related posts: “I don’t think that means what you think it means;” Statistics to…

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