Posts Tagged ‘ Statistical computing ’

Dave Blei course on Foundations of Graphical Models

August 26, 2014
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Dave Blei course on Foundations of Graphical Models

Dave Blei writes: This course is cross listed in Computer Science and Statistics at Columbia University. It is a PhD level course about applied probabilistic modeling. Loosely, it will be similar to this course. Students should have some background in probability, college-level mathematics (calculus, linear algebra), and be comfortable with computer programming. The course is […] The post Dave Blei course on Foundations of Graphical Models appeared first on Statistical…

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How Many Mic’s Do We Rip

August 23, 2014
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Yakir Reshef writes: Our technical comment on Kinney and Atwal’s paper on MIC and equitability has come out in PNAS along with their response. Similarly to Ben Murrell, who also wrote you a note when he published a technical comment on the same work, we feel that they “somewhat missed the point.” Specifically: one statistic […] The post How Many Mic’s Do We Rip appeared first on Statistical Modeling, Causal…

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“A hard case for Mister P”

August 20, 2014
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Kevin Van Horn sent me an email with the above title (ok, he wrote MRP, but it’s the same idea) and the following content: I’m working on a problem that at first seemed like a clear case where multilevel modeling would be useful. As I’ve dug into it I’ve found that it doesn’t quite fit […] The post “A hard case for Mister P” appeared first on Statistical Modeling, Causal…

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Cool new position available: Director of the Pew Research Center Labs

August 10, 2014
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Peter Henne writes: I wanted to let you know about a new opportunity at Pew Research Center for a data scientist that might be relevant to some of your colleagues. I [Henne] am a researcher with the Pew Research Center, where I manage an international index on religious issues. I am also working with others […] The post Cool new position available: Director of the Pew Research Center Labs appeared…

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Stanny Stanny Stannitude

July 31, 2014
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Stanny Stanny Stannitude

On the stan-users list, Richard McElreath reports: With 2.4 out, I ran a quick test of how much speedup I could get by changing my old non-vectorized multi_normal sampling to the new vectorized form. I get a 40% time savings, without even trying hard. This is much better than I expected. Timings with vectorized multi_normal: […] The post Stanny Stanny Stannitude appeared first on Statistical Modeling, Causal Inference, and Social…

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SciLua 2 includes NUTS

July 28, 2014
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The most recent release of SciLua includes an implementation of Matt’s sampler, NUTS (link is to the final JMLR paper, which is a revision of the earlier arXiv version). According to the author of SciLua, Stefano Peluchetti: Should be quite similar to your [Stan's] implementation with some differences in the adaptation strategy. If you have […] The post SciLua 2 includes NUTS appeared first on Statistical Modeling, Causal Inference, and…

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Stan 2.4, New and Improved

July 27, 2014
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We’re happy to announce that all three interfaces (CmdStan, PyStan, and RStan) are up and ready to go for Stan 2.4. As usual, you can find full instructions for installation on the Stan Home Page. Here are the release notes with a list of what’s new and improved: New Features ------------ * L-BFGS optimization (now […] The post Stan 2.4, New and Improved appeared first on Statistical Modeling, Causal Inference,…

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NYC workshop 22 Aug on open source machine learning systems

July 26, 2014
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The workshop is organized by John Langford (Microsoft Research NYC), along with Alekh Agarwal and Alina Beygelzimer, and it features Liblinear, Vowpal Wabbit, Torch, Theano, and . . . you guessed it . . . Stan! Here’s the current program: 8:55am: Introduction 9:00am: Liblinear by CJ Lin. 9:30am: Vowpal Wabbit and Learning to Search (John […] The post NYC workshop 22 Aug on open source machine learning systems appeared first…

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Stan World Cup update

July 15, 2014
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Stan World Cup update

The other day I fit a simple model to estimate team abilities from World Cup outcomes. I fit the model to the signed square roots of the score differentials, using the square root on the theory that when the game is less close, it becomes more variable. 0. Background As you might recall, the estimated […] The post Stan World Cup update appeared first on Statistical Modeling, Causal Inference, and…

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Stan goes to the World Cup

July 13, 2014
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Stan goes to the World Cup

I thought it would be fun to fit a simple model in Stan to estimate the abilities of the teams in the World Cup, then I could post everything here on the blog, the whole story of the analysis from beginning to end, showing the results of spending a couple hours on a data analysis. […] The post Stan goes to the World Cup appeared first on Statistical Modeling, Causal…

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