Introduction As discussed in the previous post, I’ve recently constructed and delivered a short course on statistical computing with Scala. Much of the course is concerned with writing statistical algorithms in Scala, typically making use of the scientific and numerical computing library, Breeze. Breeze has all of the essential tools necessary for building statistical algorithms, … Continue reading scala-glm: Regression modelling in Scala
I’ve recently delivered a three-day intensive short-course on Scala for statistical computing and data science. The course seemed to go well, and the experience has convinced me that Scala should be used a lot more by statisticians and data scientists for a range of problems in statistical computing. In particular, the simplicity of writing fast … Continue reading Statistical computing with Scala free on-line course
Introduction This weekend I’ve been preparing some material for my upcoming Scala for statistical computing short course. As part of the course, I thought it would be useful to walk through how to think about and structure MCMC codes, and in particular, how to think about MCMC algorithms as infinite streams of state. This material … Continue reading MCMC as a Stream
Introduction Apache Spark is a Scala library for analysing "big data". It can be used for analysing huge (internet-scale) datasets distributed across large clusters of machines. The analysis can be anything from the computation of simple descriptive statistics associated with the datasets, through to rather sophisticated machine learning pipelines involving data pre-processing, transformation, nonlinear model … Continue reading A quick introduction to Apache Spark for statisticians
Introduction People regularly ask me about books and other resources for getting started with Scala for statistical computing and data science. This post will focus on books, but it’s worth briefly noting that there are a number of other resources available, on-line and otherwise, that are also worth considering. I particularly like the Coursera course … Continue reading Books on Scala for statistical computing and data science
![Scala for Data Science [book review]](http://feeds.wordpress.com/1.0/comments/darrenjw.wordpress.com/1746/)
This post will review the book: Scala for Data Science, Bugnion, Packt, 2016. Disclaimer: This book review has not been solicited by the publisher (or anyone else) in any way. I purchased the review copy of this book myself. I have not received any benefit from the writing of this review. Introduction On this blog … Continue reading Scala for Data Science [book review]
Introduction The Systems Biology Markup Language (SBML) is an XML-based format for representation and exchange of biochemical network models. SBML is supported by most systems biology modelling tools, allowing the export of a model in SBML from one tool and then reading in another tool. Because it offers a standard way of representing biochemical networks … Continue reading Working with SBML using Scala
Introduction Many modern algorithms in computational Bayesian statistics have at their heart a particle filter or some other sequential Monte Carlo (SMC) procedure. In this blog I’ve discussed particle MCMC algorithms which use a particle filter in the inner-loop in order to compute a (noisy, unbiased) estimate of the marginal likelihood of the data. These … Continue reading A scalable particle filter in Scala
Introduction In the previous post I gave a quick introduction to some important concepts in functional programming, such as HOFs, closures, currying and partial application, and hopefully gave some insight into why these concepts might be useful in the context of scientific computing. Another concept that is very important in modern functional programming is that … Continue reading First steps with monads in Scala
Introduction Functional programming (FP) is a programming style that emphasises the use of referentially transparent pure functions and immutable data structures. Higher order functions (HOFs) tend to be used extensively to enable a clean functional programming style. A HOF is just a function that either takes a function as an argument or returns a function. … Continue reading HOFs, closures, partial application and currying to solve the function environment problem…
