Posts Tagged ‘ Bayesian ’

How to Summarize a 2D Posterior Using a Highest Density Ellipse

November 13, 2014
By
How to Summarize a 2D Posterior Using a Highest Density Ellipse

Making a slight digression from last month’s Probable Points and Credible Intervals here is how to summarize a 2D posterior density using a highest density ellipse. This is a straight forward extension of the highest density interval to the situati...

Read more »

Probable Points and Credible Intervals, Part 1

October 26, 2014
By
Probable Points and Credible Intervals, Part 1

After having broken the Bayesian eggs and prepared your model in your statistical kitchen the main dish is the posterior. The posterior is the posterior is the posterior, given the model and the data it contains all the information you need and anyth...

Read more »

Tiny Data, Approximate Bayesian Computation and the Socks of Karl Broman

October 20, 2014
By
Tiny Data, Approximate Bayesian Computation and the Socks of Karl Broman

Big data is all the rage, but sometimes you don’t have big data. Sometimes you don’t even have average size data. Sometimes you only have eleven unique socks: Karl Broman is here putting forward a very interesting problem. Interesting, not onl...

Read more »

Bayesian First Aid: Poisson Test

September 5, 2014
By
Bayesian First Aid: Poisson Test

As the normal distribution is sort of the default choice when modeling continuous data (but not necessarily the best choice), the Poisson distribution is the default when modeling counts of events. Indeed, when all you know is the number of events du...

Read more »

Recent Articles

August 20, 2014
By
Recent Articles

  I have uploaded a few papers I have written and presented at some national conferences over the past several years.  Currently, all the articles relate to election research.

Read more »

Hit and run. Think Bayes!

July 29, 2014
By
Hit and run. Think Bayes!

At the R in Insurance conference Arthur Charpentier gave a great keynote talk on Bayesian modelling in R. Bayes' theorem on conditional probabilities is strikingly simple, yet incredibly thought provoking. Here is an example from Daniel Kahneman to tes...

Read more »

Bayesian Wizardry for Muggles

July 11, 2014
By

Monday, I will be giving the closing talk of the R in Insurance Conference, in London, on Bayesian Computations for Actuaries, as to be more specific, Getting into Bayesian Wizardry… (with the eyes of a muggle actuary). The animated version of the slides (since we will spend some time on MCMC algorithm, I thought that animated graphs could be more informative) can be downloaded from here. Those slides are based…

Read more »

Automatic bias correction doesn’t fix omitted variable bias

July 8, 2014
By
Automatic bias correction doesn’t fix omitted variable bias

Page 94 of Gelman, Carlin, Stern, Dunson, Vehtari, Rubin “Bayesian Data Analysis” 3rd Edition (which we will call BDA3) provides a great example of what happens when common broad frequentist bias criticisms are over-applied to predictions from ordinary linear regression: the predictions appear to fall apart. BDA3 goes on to exhibit what might be considered […] Related posts: Frequentist inference only seems easy Six Fundamental Methods to Generate a Random…

Read more »

Chillin’ at UseR! 2014

July 8, 2014
By
Chillin’ at UseR! 2014

This year’s UseR! conference was held at the University of California in Los Angeles. Despite the great weather and a nearby beach, most of the conference was spent in front of projector screens in 18° c (64° f) rooms because there were so many i...

Read more »

Frequentist inference only seems easy

July 1, 2014
By
Frequentist inference only seems easy

Two of the most common methods of statistical inference are frequentism and Bayesianism (see Bayesian and Frequentist Approaches: Ask the Right Question for some good discussion). In both cases we are attempting to perform reliable inference of unknown quantities from related observations. And in both cases inference is made possible by introducing and reasoning over […] Related posts: Bayesian and Frequentist Approaches: Ask the Right Question Automatic bias correction doesn’t…

Read more »


Subscribe

Email:

  Subscribe