Posts Tagged ‘ Bayesian ’

Bayesian First Aid: Poisson Test

September 4, 2014
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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...

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Recent Articles

August 20, 2014
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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.

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Hit and run. Think Bayes!

July 29, 2014
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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...

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Bayesian Wizardry for Muggles

July 11, 2014
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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 th...

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Automatic bias correction doesn’t fix omitted variable bias

July 8, 2014
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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…

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Chillin’ at UseR! 2014

July 7, 2014
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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...

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Frequentist inference only seems easy

July 1, 2014
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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…

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Bayesian First Aid: Test of Proportions

June 27, 2014
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Bayesian First Aid: Test of Proportions

Does pill A or pill B save the most lives? Which web design results in the most clicks? Which in vitro fertilization technique results in the largest number of happy babies? A lot of questions out there involves estimating the proportion or relative ...

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Jeffreys’ Substitution Posterior for the Median: A Nice Trick to Non-parametrically Estimate the Median

May 4, 2014
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Jeffreys’ Substitution Posterior for the Median: A Nice Trick to Non-parametrically Estimate the Median

While reading up on quantile regression I found a really nice hack described in Bayesian Quantile Regression Methods (Lancaster & Jae Jun, 2010). It is called Jeffreys’ substitution posterior for the median, first described by Harold Jeffreys i...

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Bayesian First Aid: Pearson Correlation Test

March 18, 2014
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Bayesian First Aid: Pearson Correlation Test

Correlation does not imply causation, right but, as Edward Tufte writes, “it sure is a hint.” The Pearson product-moment correlation coefficient is perhaps one of the most common ways of looking for such hints and this post describes the Bayesian...

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