Posts Tagged ‘ Bayesian statistics ’

The Use of Sampling Weights in Bayesian Hierarchical Models for Small Area Estimation

December 19, 2014
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All this discussion of plagiarism is leaving a bad taste in my mouth (or, I guess I should say, a bad feeling in my fingers, given that I’m expressing all this on the keyboard) so I wanted to close off the workweek with something more interesting. I happened to come across the above-titled paper by […] The post The Use of Sampling Weights in Bayesian Hierarchical Models for Small Area…

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Expectation propagation as a way of life

December 16, 2014
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Expectation propagation as a way of life

Aki Vehtari, Pasi Jylänki, Christian Robert, Nicolas Chopin, John Cunningham, and I write: We revisit expectation propagation (EP) as a prototype for scalable algorithms that partition big datasets into many parts and analyze each part in parallel to perform inference of shared parameters. The algorithm should be particularly efficient for hierarchical models, for which the […] The post Expectation propagation as a way of life appeared first on Statistical Modeling,…

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Bayesian Cognitive Modeling Models Ported to Stan

December 9, 2014
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Hats off for Martin Šmíra, who has finished porting the models from Michael Lee and Eric-Jan Wagenmakers’ book Bayesian Cognitive Modeling  to Stan. Here they are: Bayesian Cognitive Modeling: Stan Example Models Martin managed to port 54 of the 57 models in the book and verified that the Stan code got the same answers as […] The post Bayesian Cognitive Modeling Models Ported to Stan appeared first on Statistical Modeling,…

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A question about varying-intercept, varying-slope multilevel models for cross-national analysis

November 30, 2014
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Sean de Hoon writes: In many cross-national comparative studies, mixed effects models are being used in which a number of slopes are fixed and the slopes of one or two variables of interested are allowed to vary across countries. The aim is often then to explain the varying slopes by referring to some country-level characteristic. […] The post A question about varying-intercept, varying-slope multilevel models for cross-national analysis appeared first…

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Bayes Pharma 2015 – call for abstracts

November 28, 2014
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The organisation of the next Bayes Pharma conference is in full swing. We've confirmed the invited speakers and finalised quite a few of the details too. We've now opened the call for abstracts.A flyer with some extra info is available from here. Final...

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I (almost and inadvertently) followed Dan Kahan’s principles in my class today, and that was a good thing (would’ve even been more of a good thing had I realized what I was doing and done it better, but I think I will do better in the future, which has already happened by the time you read this; remember, the blog is on a nearly 2-month lag)

November 25, 2014
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As you might recall, the Elizabeth K. Dollard Professor says that to explain a concept to an unbeliever, explain it conditionally. For example, if you want to talk evolution with a religious fundamentalist, don’t try to convince him or her that evolution is true; instead preface each explanation with, “According to the theory of evolution […] The post I (almost and inadvertently) followed Dan Kahan’s principles in my class today,…

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“If you’re not using a proper, informative prior, you’re leaving money on the table.”

November 21, 2014
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Well put, Rob Weiss. This is not to say that one must always use an informative prior; oftentimes it can make sense to throw away some information for reasons of convenience. But it’s good to remember that, if you do use a noninformative prior, ...

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Soil Scientists Seeking Super Model

November 20, 2014
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Soil Scientists Seeking Super Model

I (Bob) spent last weekend at Biosphere 2, collaborating with soil carbon biogeochemists on a “super model.” Model combination and expansion The biogeochemists (three sciences in one!) have developed hundreds of competing models and the goal of the workshop was to kick off some projects on putting some of them together intos wholes that are […] The post Soil Scientists Seeking Super Model appeared first on Statistical Modeling, Causal Inference,…

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Secretary

November 18, 2014
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Secretary

Second time lucky, I've just been elected Secretary of the International Society for Bayesian Analysis (ISBA) Section on Biostatistics and Pharmaceutical Statistics. The aim of this specialised section of ISBA is to help network and federate under...

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Question about data mining bias in finance

November 16, 2014
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Finance professor Ravi Sastry writes: Let’s say we have N vectors of data, {y_1,y_2,…,y_N}. Each is used as the dependent variable in a series of otherwise identical OLS regressions, yielding t-statistics on some parameter of interest, theta: {t_1,t_2,…,t_N}. The maximum t-stat is denoted t_n*, and the corresponding data are y_n*. These are reported publicly, as […] The post Question about data mining bias in finance appeared first on Statistical Modeling,…

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