Posts Tagged ‘ Statistical computing ’

ShinyStan v2.0.0

August 14, 2015
By
ShinyStan v2.0.0

For those of you not familiar with ShinyStan, it is a graphical user interface for exploring Stan models (and more generally MCMC output from any software). For context, here’s the post on this blog first introducing ShinyStan (formerly shinyStan) from earlier this year. ShinyStan v2.0.0 released ShinyStan v2.0.0 is now available on CRAN. This is […] The post ShinyStan v2.0.0 appeared first on Statistical Modeling, Causal Inference, and Social Science.

Read more »

Stan at JSM2015

August 9, 2015
By
Stan at JSM2015

In addition to Jigiang’s talk on Stan, 11:25 AM on Wednesday, I’ll also be giving a talk about Hamiltonian Monte Carlo today at 3:20 PM.  Stanimals in attendance can come find me to score a sweet Stan sticker. And everyone should check out Andrew’s breakout performance in “A Stan is Born”. Update: Turns out I missed even […] The post Stan at JSM2015 appeared first on Statistical Modeling, Causal Inference, and Social…

Read more »

How Hamiltonian Monte Carlo works

August 5, 2015
By

Marco Inancio posted this one on the Stan users list: ( Statement 1) If the kinetic energy equation comes from a distribution $L$ which is not a symmetric distribution, then thanks to the “Conservation of the Hamiltonian” property we’ll still be able to accept the proposal with probability 1 if we are computing the Hamiltonian’s […] The post How Hamiltonian Monte Carlo works appeared first on Statistical Modeling, Causal Inference,…

Read more »

If you leave your datasets sitting out on the counter, they get moldy

August 1, 2015
By

I received the following in the email: I had a look at the dataset on speed dating you put online, and I found some big inconsistencies. Since a lot of people are using it, I hope this can help to fix them (or hopefully I did a mistake in interpreting the dataset). Here are the […] The post If you leave your datasets sitting out on the counter, they get…

Read more »

Mathematical Statistics Lesson of the Day – Basu’s Theorem

Mathematical Statistics Lesson of the Day – Basu’s Theorem

Today’s Statistics Lesson of the Day will discuss Basu’s theorem, which connects the previously discussed concepts of minimally sufficient statistics, complete statistics and ancillary statistics.  As before, I will begin with the following set-up. Suppose that you collected data in order to estimate a parameter .  Let be the probability density function (PDF) or probability […]

Read more »

Stan is Turing complete

July 17, 2015
By

Stan is Turing complete. The post Stan is Turing complete appeared first on Statistical Modeling, Causal Inference, and Social Science.

Read more »

New papers on LOO/WAIC and Stan

July 16, 2015
By
New papers on LOO/WAIC and Stan

Aki, Jonah, and I have released the much-discussed paper on LOO and WAIC in Stan: Efficient implementation of leave-one-out cross-validation and WAIC for evaluating fitted Bayesian models. We (that is, Aki) now recommend LOO rather than WAIC, especially now that we have an R function to quickly compute LOO using Pareto smoothed importance sampling. In […] The post New papers on LOO/WAIC and Stan appeared first on Statistical Modeling, Causal…

Read more »

An Excel add-in for regression analysis

July 8, 2015
By

Bob Nau writes: I know you are not particularly fond of Excel, but you might (I hope) be interested in a free Excel add-in for multivariate data analysis and linear regression that I am distributing here: http://regressit.com. I originally developed it for teaching an advanced MBA elective course on regression and time series analysis at […] The post An Excel add-in for regression analysis appeared first on Statistical Modeling, Causal…

Read more »

Short course on Bayesian data analysis and Stan 19-21 July in NYC!

July 7, 2015
By
Short course on Bayesian data analysis and Stan 19-21 July in NYC!

Bob Carpenter, Daniel Lee, and I are giving a 3-day short course in two weeks. Before class everyone should install R, RStudio and RStan on their computers. If problems occur please join the stan-users group and post any questions. It’s important that all participants get Stan running and bring their laptops to the course. Class […] The post Short course on Bayesian data analysis and Stan 19-21 July in NYC!…

Read more »

JuliaCon 2015 (24–27 June, Boston-ish)

June 12, 2015
By
JuliaCon 2015 (24–27 June, Boston-ish)

JuliaCon is coming to Cambridge, MA the geek capital of the East Coast: 24–27 June. Here’s the conference site with program. I (Bob) will be giving a 10 minute “lightning talk” on Stan.jl, the Julia interface to Stan (built by Rob J. Goedman — I’m just pinch hitting because Rob couldn’t make it). The uptake […] The post JuliaCon 2015 (24–27 June, Boston-ish) appeared first on Statistical Modeling, Causal Inference,…

Read more »


Subscribe

Email:

  Subscribe