# Posts Tagged ‘ Statistical computing ’

November 22, 2015
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Philipp Hennig, Michael Osborne, and Mark Girolami write: We deliver a call to arms for probabilistic numerical methods: algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. . . . We describe how several seminal classic numerical methods can be interpreted naturally as probabilistic inference. […] The post Flatten your abs with this new statistical approach to quadrature appeared first…

## Stan Puzzle 2: Distance Matrix Parameters

November 20, 2015
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$Stan Puzzle 2: Distance Matrix Parameters$

This puzzle comes in three parts. There are some hints at the end. Part I: Constrained Parameter Definition Define a Stan program with a transformed matrix parameter d that is constrained to be a K by K distance matrix. Recall that a distance matrix must satisfy the definition of a metric for all i, j: […] The post Stan Puzzle 2: Distance Matrix Parameters appeared first on Statistical Modeling, Causal…

## Pareto smoothed importance sampling and infinite variance (2nd ed)

November 18, 2015
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This post is by Aki Last week Xi’an blogged about an arXiv paper by Chatterjee and Diaconis which considers the proper sample size in an importance sampling setting with infinite variance. I commented Xi’an’s posting and the end result was my guest blog posting in Xi’an’s og. I made an additional figure below to summarise […] The post Pareto smoothed importance sampling and infinite variance (2nd ed) appeared first on…

## Bayesian Computing: Adventures on the Efficient Frontier

November 13, 2015
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That’s the title of my forthcoming talk at the Nips workshop at 9am on 12 Dec. The post Bayesian Computing: Adventures on the Efficient Frontier appeared first on Statistical Modeling, Causal Inference, and Social Science.

## This is a workshop you can’t miss: DataMeetsViz

November 7, 2015
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This looks like it was a great conference with an all-star lineup of speakers. You can click through and see the talks. The post This is a workshop you can’t miss: DataMeetsViz appeared first on Statistical Modeling, Causal Inference, and Soc...

## 4 for 4.0 — The Latest JAGS

November 6, 2015
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This post is by Bob Carpenter. I just saw over on Martyn Plummer’s JAGS News blog that JAGS 4.0 is out. Martyn provided a series of blog posts highlighting the new features: 1. Reproducibility: Examples will now be fully reproducible draw-for-draw and chain-for-chain with the same seed. (Of course, compiler, optimization level, platform, CPU, and […] The post 4 for 4.0 — The Latest JAGS appeared first on Statistical Modeling,…

## 2 new thoughts on Cauchy priors for logistic regression coefficients

November 1, 2015
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Aki noticed this paper, On the Use of Cauchy Prior Distributions for Bayesian Logistic Regression, by Joyee Ghosh, Yingbo Li, and Robin Mitra, which begins: In logistic regression, separation occurs when a linear combination of the predictors can perfectly classify part or all of the observations in the sample, and as a result, finite maximum […] The post 2 new thoughts on Cauchy priors for logistic regression coefficients appeared first…

## 3 reasons why you can’t always use predictive performance to choose among models

October 23, 2015
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A couple years ago Wei and I published a paper, Difficulty of selecting among multilevel models using predictive accuracy, in which we . . . well, we discussed the difficulty of selecting among multilevel models using predictive accuracy. The paper happened as follows. We’d been fitting hierarchical logistic regressions of poll data and I had […] The post 3 reasons why you can’t always use predictive performance to choose among…

## 3 postdoc opportunities you can’t miss—here in our group at Columbia! Apply NOW, don’t miss out!

October 22, 2015
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Hey, just once, the Buzzfeed-style hype is appropriate. We have 3 amazing postdoc opportunities here, and you need to apply NOW. Here’s the deal: we’re working on some amazing projects. You know about Stan and associated exciting projects in computational statistics. There’s the virtual database query, which is the way I like to describe our […] The post 3 postdoc opportunities you can’t miss—here in our group at Columbia! Apply…

## You’ll never guess what’s been happening with PyStan and PyMC—Click here to find out.

October 15, 2015
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PLEASE NOTE: This is a guest post by Llewelyn Richards-Ward. When there are two packages appearing to do the same thing, lets return to the Zen of Python which suggests that: There should be one—and preferably only one—obvious way to do it. Why is this particular mantra important? I think because the majority of users […] The post You’ll never guess what’s been happening with PyStan and PyMC—Click here to…