This is a very different book from my usual areas of forecasting and statistics. It is a personal memoir describing my journey of deconversion from Christianity. Until a few years ago, I was regularly speaking at church conferences internationally, and my books are still used in Bible classes and Sunday Schools around the world. I […]
Jeong Eun (Kate) Lee and I completed this paper, “Importance sampling schemes for evidence approximation in mixture models“, now posted on arXiv. (With the customary one-day lag for posting, making me bemoan the days of yore when arXiv would give a definitive arXiv number at the time of submission.) Kate came twice to Paris in the past […]
Perrakis, Ntzoufras, and Tsionas just arXived a paper on marginal likelihood (evidence) approximation (with the above title). The idea behind the paper is to base importance sampling for the evidence on simulations from the product of the (block) marginal posterior distributions. Those simulations can be directly derived from an MCMC output by randomly permuting the […]
Introduction In the previous post I showed that it is possible to couple parallel tempered MCMC chains in order to improve mixing. Such methods can be used when the target of interest is a Bayesian posterior distribution that is difficult to sample. There are (at least) a couple of obvious ways that one can temper […]
Introduction In the previous post I showed that it is possible to couple parallel tempered MCMC chains in order to improve mixing. Such methods can be used when the target of interest is a Bayesian posterior distribution that is difficult to sample. There are (at least) a couple of obvious ways that one can temper […]
Some time ago I promised to blog about how to teach statistics with chocolate. Anyone who has watched my youtube videos may have noticed a recurring theme. Helen sells Choconutties. These are a fictitious chocolate bar, originally devised to require … Continue reading →
I've been thinking about p values quite a bit recently - prompted by a other bloggers and by some journal work. One interesting phenomenon in this area is the cliff effect: a supposed abrupt shift in researchers' confidence in an effect when moving fro...
