Posts Tagged ‘ sampling ’

Fun day

March 8, 2013
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Fun day

Today I spent the morning reading a PhD thesis that I need to examine (scheduled for next month) and the afternoon marking in-course assessment (ICA) papers for my course (Social Statistics). Neither activity is the most amusing in the world (alth...

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Making friends

March 6, 2013
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Making friends

I've received an email by one of the contributors of statisticsblog.com and, while we were both hanging out of our parents' back, we've decided we wanted to become friends.I had encountered this blog a couple of times in the past and their approac...

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Nataniele Argento

December 13, 2012
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Nataniele Argento

Effectively, the Italian election campaign is already in full swing, so I tried to start collecting some data to see what we are about to face. If I have time and manage to get some good data, I'll try to replicate the analysis I made for the US electi...

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Nataniele Argento

December 13, 2012
By
Nataniele Argento

Effectively, the Italian election campaign is already in full swing, so I tried to start collecting some data to see what we are about to face. If I have time and manage to get some good data, I'll try to replicate the analysis I made for the US electi...

Read more »

Variable probability Bernoulli outcomes – Fast and Slow

November 1, 2012
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Variable probability Bernoulli outcomes – Fast and Slow

I am working on a project that requires the generation of Bernoulli outcomes. Typically, I would go about this using the built in sample() function like so: This works great and is fast, even for large n. Problem is, I want to generate each sample with its own unique probability. Seems straight forward enough, I

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What I should really blog about

October 8, 2012
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What I should really blog about

I've just seen that, as of today (I think, given I haven't checked the blog over the weekend), this is the most read post in the blog. It has taken over from another post, which was also discussing football [digression: I realise that by linking to the...

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Gibbs sampling a Gaussian Markov random field (GMRF) using Java

June 1, 2012
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Gibbs sampling a Gaussian Markov random field (GMRF) using Java

Introduction As I’ve explained previously, I’m gradually coming around to the idea of using Java for the development of MCMC codes, and I’m starting to build up a collection of simple examples for getting started. One of the advantages of Java is that it includes a standard cross-platform GUI library. This might not seem like […]

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Faster Gibbs sampling MCMC from within R

July 31, 2011
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Faster Gibbs sampling MCMC from within R

Introduction This post follows on from the previous post on Gibbs sampling in various languages. In that post a simple Gibbs sampler was implemented in various languages, and speeds were compared. It was seen that R is very slow for iterative simulation algorithms characteristic of MCMC methods such as the Gibbs sampler. Statically typed languages [...]

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