Not surprisingly, this year’s UseR! conference was a great event with heaps of talented researchers and R-developers showing off the latest and greatest R packages. (A surprise visit from Donald Knuth didn’t hurt either.) What was extra great thi...

Not surprisingly, this year’s UseR! conference was a great event with heaps of talented researchers and R-developers showing off the latest and greatest R packages. (A surprise visit from Donald Knuth didn’t hurt either.) What was extra great thi...

Someone said years ago that you’ll know Bayesian statistics has become mainstream when people no longer put “Bayesian” in the titles of their papers. That day has come. While the Bayesian approach is still the preferred approach of a minority of statisticians, it’s no longer a novelty. If you want people to find your paper interesting, the substance […]

Markov Chain Monte Carlo (MCMC) is a technique for getting your work done when Monte Carlo won’t work. The problem is finding the expected value of f(X) where X is some random variable. If you can draw independent samples xi from X, the solution is simple: When it’s possible to draw these independent samples, the sum above is well […]

Bayesian data analysis is cool, Markov chain Monte Carlo is the cool technique that makes Bayesian data analysis possible, and wouldn’t it be coolness if you could do all of this in the browser? That was what I thought, at least, and I’ve now made bayes.js: A small JavaScript library that implements an adaptive MCMC sampler and a couple of probability distributions, and that makes it relatively easy to implement…