My C-oriented Stan collaborators have convinced me to use underscore (_) rather than dot (.) as much as possible in expressions in R. For example, I can name a variable n_years rather than n.years. This is fine. But I’m getting annoyed because I need to press the shift key every time I type the underscore. [...]
Joe Zhao writes: I am trying to fit my data using the scaled inverse wishart model you mentioned in your book, Data analysis using regression and hierarchical models. Instead of using a uniform prior on the scale parameters, I try to use a log-normal distribution prior. However, I found that the individual coefficients don’t shrink [...]
I received the following message: I am a Psychology postgraduate at the University of Glasgow and am writing for an article request. I’ve just read your 2008 published article titled “A weakly informative default prior distribution for logistic and other regression models” and found from it that your group also wrote a report on applying [...]
Burak Bayramli writes: In this paper by Sunjin Ahn, Anoop Korattikara, and Max Welling and this paper by Welling and Yee Whye The, there are some arguments on big data and the use of MCMC. Both papers have suggested improvements to speed up MCMC computations. I was wondering what your thoughts were, especially on this [...]
Matt3 pointed us to this helpful document by Agner Fog, “Optimizing software in C++ An optimization guide for Windows, Linux and Mac platforms.” More here. Enjoy!
I was at a talk awhile ago where the speaker presented tables with 4, 5, 6, even 8 significant digits even though, as is usual, only the first or second digit of each number conveyed any useful information. A graph would be better, but even if you’re too lazy to make a plot, a bit [...]
Becky Passonneau and colleagues at the Center for Computational Learning Systems (CCLS) at Columbia have been working on a project for ConEd (New York’s major electric utility) to rank structures based on vulnerability to secondary events (e.g., transformer explosions, cable meltdowns, electrical fires). They’ve been using the R implementation BayesTree of Chipman, George and McCulloch’s [...]
You can get a taste of Hamiltonian Monte Carlo (HMC) by reading the very gentle introduction in David MacKay’s general text on information theory: MacKay, D. 2003. Information Theory, Inference, and Learning Algorithms. Cambridge University Press. [see Chapter 31, which is relatively standalone and can be downloaded separately.] Follow this up with Radford Neal’s much [...]
From August 1990. It was in the form of a note sent to all the people in the statistics group of Bell Labs, where I’d worked that summer. To all: Here’s the abstract of the work I’ve done this summer. It’s stored in the file, /fs5/gelman/abstract.bell, and copies of the Figures 1-3 are on Trevor’s [...]
From August 1990. It was in the form of a note sent to all the people in the statistics group of Bell Labs, where I’d worked that summer. To all: Here’s the abstract of the work I’ve done this summer. It’s stored in the file, /fs5/gelman/abstract.bell, and copies of the Figures 1-3 are on Trevor’s [...]
