Posts Tagged ‘ Statistical computing ’

Stochastic natural-gradient EP

April 22, 2016
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Yee Whye Teh sends along this paper with Leonard Hasenclever, Thibaut Lienart, Sebastian Vollmer, Stefan Webb, Balaji Lakshminarayanan, and Charles Blundell. I haven’t read it in detail but they not similarities to our “expectation propaga...

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A new idea for a science core course based entirely on computer simulation

April 21, 2016
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I happen to come across this post from 2011 that I like so much, I thought I’d say it again: Columbia College has for many years had a Core Curriculum, in which students read classics such as Plato (in translation) etc. A few years ago they created a Science core course. There was always some […] The post A new idea for a science core course based entirely on computer…

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Black Box Challenge

April 9, 2016
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Black Box Challenge

Georgy Cheremovskiy writes: I’m one of the organizers of an unusual reinforcement learning competition named Black Box Challenge. The conception is simple — one need to program an agent that can play a game with unknown rules. At each time step agent is given an environment state vector and has a few possible actions. The […] The post Black Box Challenge appeared first on Statistical Modeling, Causal Inference, and Social…

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“Rbitrary Standards”

March 27, 2016
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Allen and Michael pointed us on the Stan list to these amusing documents by Oliver Keyes: Rbitrary Standards: “This is an alternate FAQ for R. Specifically, it’s an FAQ that tries to answer all the questions about R’s weird standards, format...

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Actually, I’d just do full Bayes

March 19, 2016
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Dave Clark writes: I was hoping for your opinion on a topic related to hierarchical models. I am an actuary and have generally worked with the concept of hierarchical models in the context of credibility theory. The text by Bühlmann and Gisler (A Course in Credibility Theory; Springer) sets up the mixed models under the […] The post Actually, I’d just do full Bayes appeared first on Statistical Modeling, Causal…

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Stan Case Studies Launches

March 18, 2016
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Stan Case Studies Launches

There’s a new section of the Stan web site, with case studies meant to illustrate statistical methodologies, classes of models, application areas, statistical computation, and Stan programming. Stan Case Studies The first ten or so are up, including a grab bag of education models from Daniel Furr at U.C. Berkeley: Hierarchical Two-Parameter Logistic Item Response […] The post Stan Case Studies Launches appeared first on Statistical Modeling, Causal Inference, and…

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Bayesian inference for network links

March 8, 2016
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A colleague writes: I’m working with a doctoral student on a latent affinity network problem and we keep hitting challenges in sampling, in our case using Metropolis-Hastings, for the network links. As you can imagine, lots of local modes, things get stuck, etc . . . Any suggestions on how to sample network links? My […] The post Bayesian inference for network links appeared first on Statistical Modeling, Causal Inference,…

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Fitting the birthday model in Stan

February 29, 2016
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I’m scheduling these posts a few months ahead of time, and I realize this is the perfect date for an update on the birthday model. Can we fit in Stan yet? As of this writing, I don’t know. But Aki and Seth assure me that we’re close...

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TOP SECRET: Newly declassified documents on evaluating models based on predictive accuracy

January 30, 2016
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We recently had an email discussion among the Stan team regarding the use of predictive accuracy in evaluating computing algorithms. I thought this could be of general interest so I’m sharing it here. It started when Bob said he’d been at a meting on probabilistic programming where there was confusion on evaluation. In particular, some […] The post TOP SECRET: Newly declassified documents on evaluating models based on predictive accuracy…

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One quick tip for building trust in missing-data imputations?

January 22, 2016
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Peter Liberman writes: I’m working on a paper that, in the absence of a single survey that measured the required combination of variables, analyzes data collected by separate, uncoordinated Knowledge Networks surveys in 2003. My co-author (a social psychologist who commissioned one of the surveys) and I obtained from KN unique id numbers for all […] The post One quick tip for building trust in missing-data imputations? appeared first on…

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