# Posts Tagged ‘ Statistical computing ’

## GPstuff: Bayesian Modeling with Gaussian Processes

May 14, 2013
By

I think it’s part of my duty as a blogger to intersperse, along with the steady flow of jokes, rants, and literary criticism, some material that will actually be useful to you. So here goes. Jarno Vanhatalo, Jaakko Riihimäki, Jouni Hartikainen, Pasi Jylänki, Ville Tolvanen, and Aki Vehtari write: The GPstuff toolbox is a versatile [...]The post GPstuff: Bayesian Modeling with Gaussian Processes appeared first on Statistical Modeling, Causal Inference,…

## Stan!

May 13, 2013
By

Guy Freeman writes: I thought you’d all like to know that Stan was used and referenced in a peer-reviewed Rapid Communications paper on influenza. Thank you for this excellent modelling language and sampler, which made it possible to carry out this work quickly! I haven’t actually read the paper, but I’m happy to see Stan [...]The post Stan! appeared first on Statistical Modeling, Causal Inference, and Social Science.

## A tale of two discussion papers

May 9, 2013
By

Over the years I’ve written a dozen or so journal articles that have appeared with discussions, and I’ve participated in many published discussions of others’ articles as well. I get a lot out of these article-discussion-rejoinder packages, in all three of my roles as reader, writer, and discussant. Part 1: The story of an unsuccessful [...]The post A tale of two discussion papers appeared first on Statistical Modeling, Causal Inference,…

## The Folk Theorem of Statistical Computing

May 4, 2013
By

From an email I received the other day: Things are going much better now — it’s interesting, it feels like with both of my models, parameters are slow to converge or get “stuck” and have trouble mixing when the model is somehow ...

## Using the Golden Section Search Method to Minimize the Sum of Absolute Deviations

April 29, 2013
By
$Using the Golden Section Search Method to Minimize the Sum of Absolute Deviations$

Introduction Recently, I introduced the golden search method – a special way to save computation time by modifying the bisection method with the golden ratio, and I illustrated how to minimize a cusped function with this script.  I also wrote an R function to implement this method and an R script on how to apply this […]

## Continued fractions!!

April 27, 2013
By

Upon reading this note by John Cook on continued fractions, I wrote: If you like continued fractions, I recommend you read the relevant parts of the classic Numerical Methods That Work. The details are probably obsolete but it’s fun reading (at least, if you think that sort of thing is fun to read). I then [...]The post Continued fractions!! appeared first on Statistical Modeling, Causal Inference, and Social Science.

## It’s binless! A program for computing normalizing functions

April 25, 2013
By

Zhiqiang Tan writes: I have created an R package to implement the full likelihood method in Kong et al. (2003). The method can be seen as a binless extension of so-called Weighted Histogram Analysis Method (UWHAM) widely used in physics and chemistry. The method has also been introduced to the physics literature and called the [...]The post It’s binless! A program for computing normalizing functions appeared first on Statistical Modeling,…

## Scripts and Functions: Using R to Implement the Golden Section Search Method for Numerical Optimization

April 23, 2013
By

In an earlier post, I introduced the golden section search method – a modification of the bisection method for numerical optimization that saves computation time by using the golden ratio to set its test points.  This post contains the R function that implements this method, the R functions that contain the 3 functions that were […]

## The Golden Section Search Method: Modifying the Bisection Method with the Golden Ratio for Numerical Optimization

April 23, 2013
By

Introduction The first algorithm that I learned for root-finding in my undergraduate numerical analysis class (MACM 316 at Simon Fraser University) was the bisection method.  It’s very intuitive and easy to implement in any programming language (I was using MATLAB at the time).  The bisection method can be easily adapted for optimizing 1-dimensional functions with […]

## Excel-bashing

April 17, 2013
By

In response to the latest controversy, a statistics professor writes: It’s somewhat surprising to see Very Serious Researchers (apologies to Paul Krugman) using Excel. Some years ago, I was consulting on a trademark infringement case and was trying (unsuccessfully) to replicate another expert’s regression analysis. It wasn’t until I had the brainstorm to use Excel [...]The post Excel-bashing appeared first on Statistical Modeling, Causal Inference, and Social Science.