This is a screencast of my UseR! 2015 presentation: Tiny Data, Approximate Bayesian Computation and the Socks of Karl Broman. Based on the original blog post it is a quick’n’dirty introduction to approximate Bayesian computation (and is also, in ...

This is a screencast of my UseR! 2015 presentation: Tiny Data, Approximate Bayesian Computation and the Socks of Karl Broman. Based on the original blog post it is a quick’n’dirty introduction to approximate Bayesian computation (and is also, in ...

Bayesian analysis and Frequentist analysis often lead to the same conclusions by different routes. But sometimes the two forms of analysis lead to starkly different conclusions. The following illustration of this difference comes from a talk by Luis Pericci last week. He attributes the example to “Bernardo (2010)” though I have not been able to find the exact […]

Statistical methods should do better with more data. That’s essentially what the technical term “consistency” means. But with improper numerical techniques, the the numerical error can increase with more data, overshadowing the decreasing statistical error. There are three ways Bayesian posterior probability calculations can degrade with more data: Polynomial approximation Missing the spike Underflow Elementary numerical integration algorithms, […]