Posts Tagged ‘ Bayesian ’

Bayesian regression models using Stan in R

September 1, 2015
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Bayesian regression models using Stan in R

It seems the summer is coming to end in London, so I shall take a final look at my ice cream data that I have been playing around with to predict sales statistics based on temperature for the last couple of weeks [1], [2], [3].Here I will use the new b...

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Basic MCMC and Bayesian statistics in… BASIC!

August 9, 2015
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Basic MCMC and Bayesian statistics in… BASIC!

The BASIC programming language was at one point the most widely spread programming language. Many home computers in the 80s came with BASIC (like the Commodore 64 and the Apple II), and in the 90s both DOS and Windows 95 included a copy of the QBasic...

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Argentine general election, 2015

August 7, 2015
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Argentine general election, 2015

The 2015 Argentine's presidential election to be held next October 25th is approaching and the dispute begun to appear more clearly since the major parties announced their potential candidates last June. This Sunday, the political parties are holding their primaries for the upcoming presidential election. As in US, in Argentine the primaries are important for […]

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

July 26, 2015
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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 ...

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Easy Bayesian Bootstrap in R

July 14, 2015
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Easy Bayesian Bootstrap in R

A while back I wrote about how the classical non-parametric bootstrap can be seen as a special case of the Bayesian bootstrap. Well, one difference between the two methods is that, while it is straightforward to roll a classical bootstrap in R, there...

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Hygge at UseR! 2015, Aalborg

July 6, 2015
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Hygge at UseR! 2015, Aalborg

hygge A Danish word (pronounced HU-guh) meaning social coziness. I.e. the feeling of a good social atmosphere. – Urban Dictionary Yes, there was plenty of hygge to go around this year’s UseR! that took place last week in Aalborg, Denmark. E...

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Posterior predictive output with Stan

May 19, 2015
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Posterior predictive output with Stan

I continue my Stan experiments with another insurance example. Here I am particular interested in the posterior predictive distribution from only three data points. Or, to put it differently I have a customer of three years and I'd like to predict the ...

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Hello Stan!

May 12, 2015
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Hello Stan!

In my previous post I discussed how Longley-Cook, an actuary at an insurance company in the 1950's, used Bayesian reasoning to estimate the probability for a mid-air collision of two planes.Here I will use the same model to get started with Stan/RStan,...

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Predicting events, when they haven’t happened yet

May 5, 2015
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Predicting events, when they haven’t happened yet

Suppose you have to predict the probabilities of events which haven't happened yet. How do you do this?Here is an example from the 1950s when Longley-Cook, an actuary at an insurance company, was asked to price the risk for a mid-air collision of two p...

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The Non-parametric Bootstrap as a Bayesian Model

April 17, 2015
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The Non-parametric Bootstrap as a Bayesian Model

The non-parametric bootstrap was my first love. I was lost in a muddy swamp of zs, ts and ps when I first saw her. Conceptually beautiful, simple to implement, easy to understand (I thought back then, at least). And when she whispered in my ear, “I...

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