Justin Kinney writes: Since your blog has discussed the “maximal information coefficient” (MIC) of Reshef et al., I figured you might want to see the critique that Gurinder Atwal and I have posted. In short, Reshef et al.’s central claim that MIC is “equitable” is incorrect. We [Kinney and Atwal] offer mathematical proof that the [...]
Sharad Goel, Jake Hofman, and Sergei Vassilvitskii are teaching this awesome class on computational social science this semester in the applied math department at Columbia. Here’s the course info. You should take this course. These guys are ama...
Richard Morey writes: You and your blog readers may be interested to know that a we’ve released a major new version of the BayesFactor package to CRAN. The package computes Bayes factors for linear mixed models and regression models. Of course, I’m aware you don’t like point-null model comparisons, but the package does more than [...]
We had a recent discussion about statistics packages where people talked about the structure and capabilities of different computer languages. One thing I wanted to add to this discussion is some sociology. To me, a statistics package is not just its code, it’s also its community, it’s what people do with it. R, for example, [...]
Tyler Cowen links to a post by Sean Taylor, who writes the following about users of R: You are willing to invest in learning something difficult. You do not care about aesthetics, only availability of packages and getting results quickly. To me, R is easy and Sas is difficult. I once worked with some students [...]
We’re happy to announce the availability of Stan and RStan versions 1.1.0, which are general tools for performing model-based Bayesian inference using the no-U-turn sampler, an adaptive form of Hamiltonian Monte Carlo. Information on downloading and installing and using them is available as always from Stan Home Page: http://mc-stan.org/ Let us know if you have [...]
Jonathan Goodman gave the departmental seminar yesterday (10 Dec 2012) and I was amused by an extended analogy he made. After his (very clear) intro, he said that math talks were like action movies. The overall theorem and its applications provide th...
Richard McElreath writes: I’ve been translating a few ongoing data analysis projects into Stan code, mostly with success. The most important for me right now has been a hierarchical zero-inflated gamma problem. This a “hurdle” model, in which a bernoulli GLM produces zeros/nonzeros, and then a gamma GLM produces the nonzero values, using varying effects [...]
If you need an excuse to go skiing in Tahoe next month, our paper on Stan as a probabilistic programming language was accepted for: Workshop on Probabilistic Programming NIPS 2012 7–8 December, 2012, Lake Tahoe, Nevada The workshop is organized by the folks behind the probabilistic programming language Church and has a great lineup of [...]
I happened to be referring to the path sampling paper today and took a look at Appendix A.2: I’m sure I could reconstruct all of this if I had to, but I certainly can’t read this sort of thing cold anymore.
