OK, people think I’m obsessive with a blog with a 6-month lag, but that’s nothing compared to some statistics conferences. Mylène Bédard sends this along for anyone who might be interested: The Bayesian Computation Section of ISBA is soliciting proposals to host its flagship conference: Bayes Comp 2022 The expectation is that the meeting will […] The post Anyone want to run this Bayesian computing conference in 2022? appeared first…
Pryor unhooks the deer’s skull from the wall above his still-curled-up companion. Examines it. Not a good specimen –the back half of the lower jaw’s missing, a gap that, with the open cranial cavity, makes room enough for Pryor’s head. He puts it on. – Will Eaves, Murmur So as we roll into the last […] The post In my role as professional singer and ham appeared first on Statistical…
That’s the title of a recent article by Yuling Yao, Aki Vehtari, Daniel Simpson, and myself, which presents some diagnostics for variational approximations to posterior inference: We were motivated to write this paper by the success/failure of ADVI, the automatic variational inference algorithm devised by Alp Kucukelbir et al. The success was that ADVI solved […] The post Yes, but did it work? Evaluating variational inference appeared first on Statistical…
Brad Groff writes: Thought you might find this post by Ferenc Huszar interesting. Commentary on how we create knowledge in machine learning research and how we resolve benchmark results with (belated) theory. Key passage: You can think of “making a a deep learning method work on a dataset” as a statistical test. I would argue […] The post Ways of knowing in computer science and statistics appeared first on Statistical…
Daniel Kapitan writes: We are in the process of writing a paper on the outcome of cataract surgery. A (very rough!) draft can be found here, to provide you with some context: https://www.overleaf.com/read/wvnwzjmrffmw. Using standard classification methods (Python sklearn, with synthetic oversampling to address the class imbalance), we are able to predict a poor outcome […] The post Answering the question, What predictors are more important?, going beyond p-value thresholding…
I was reading Stephen Wolfram’s blog and came across this post: People are used to producing prose—and sometimes pictures—to express themselves. But in the modern age of computation, something new has become possible that I’d like to call the computational essay. I [Wolfram] have been working on building the technology to support computational essays for […] The post Wolfram Markdown, also called Computational Essay appeared first on Statistical Modeling, Causal…
There is a recent pre-print Limitations of Bayesian Leave-One-Out Cross-Validation for Model Selection by Quentin Gronau and Eric-Jan Wagenmakers. Wagenmakers asked for comments and so here are my comments. Short version: They report a known limitation of LOO when it’s used in a non-recommended way for model selection. They report that their experiments show that […] The post Comments on Limitations of Bayesian Leave-One-Out Cross-Validation for Model Selection appeared first…
Ariel Rokem pointed me to this Python program by Bill Howe, Julia Stoyanovich, Haoyue Ping, Bernease Herman, and Matt Gee that will take your data matrix and produce a new data matrix that has the same size, shape, and general statistical properties but with none of the same actual numbers. The use case is when […] The post Could you say that again less clearly, please? A general-purpose data garbler…
So. For awhile now we’ve moved away from the uniform (or, worse, inverse-gamma!) prior distributions for hierarchical variance parameters. We’ve done half-Cauchy, folded t, and other options; now we’re favoring unit half-normal. We also have boundary-avoiding priors for point estimates, so that in 8-schools-type problems, the posterior mode won’t be zero. Something like the gamma(2) […] The post How about zero-excluding priors for hierarchical variance parameters to improve computation for…
(This post is by Jonah) Last week I posted here about the release of version 2.0.0 of the loo R package, but there have been a few other recent releases and updates worth mentioning. At the end of the post I also include some general thoughts on R package development with Stan and the growing number of […] The post The current state of the Stan ecosystem in R appeared first on…
