Posts Tagged ‘ Statistical computing ’

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

August 1, 2015
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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…

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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 […]

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Stan is Turing complete

July 17, 2015
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Stan is Turing complete. The post Stan is Turing complete appeared first on Statistical Modeling, Causal Inference, and Social Science.

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New papers on LOO/WAIC and Stan

July 16, 2015
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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…

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An Excel add-in for regression analysis

July 8, 2015
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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…

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

July 7, 2015
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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!…

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

June 12, 2015
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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,…

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Cross-validation != magic

June 2, 2015
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In a post entitled “A subtle way to over-fit,” John Cook writes: If you train a model on a set of data, it should fit that data well. The hope, however, is that it will fit a new set of data well. So in machine learning and statistics, people split their data into two parts. […] The post Cross-validation != magic appeared first on Statistical Modeling, Causal Inference, and Social…

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New Alan Turing preprint on Arxiv!

May 19, 2015
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New Alan Turing preprint on Arxiv!

Dan Kahan writes: I know you are on 30-day delay, but since the blog version of you will be talking about Bayesian inference in couple of hours, you might like to look at paper by Turing, who is on 70-yr delay thanks to British declassification system, who addresses the utility of using likelihood ratios for […] The post New Alan Turing preprint on Arxiv! appeared first on Statistical Modeling, Causal…

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Bob Carpenter’s favorite books on GUI design and programming

May 18, 2015
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Bob writes: I would highly recommend two books that changed the way I thought about GUI design (though I’ve read a lot of them): * Jeff Johnson. GUI Bloopers. I read the first edition in book form and the second in draft form (the editor contacted me based on my enthusiastic Amazon feedback, which was […] The post Bob Carpenter’s favorite books on GUI design and programming appeared first on…

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