Category Archives: statistics
MCMC in Python: Part II of PyMC Step Methods and their pitfalls
I had a good time with the first round of my Step Method Pitfalls: besides making some great movies, I got a tip on how to combine Hit-and-Run with Adaptive Metropolis (together they are “the H-RAM“, fitting since the approach … Continue reading
Filed under statistics, TCS
Gaussian Processes and Jigsaw Puzzles with PyMC.gp
I was thinking about cutting something up into little pieces the other day, let’s not get into the details. The point is, I turned my destructive urge into creative energy when I started thinking about jigsaw puzzles. You might remember … Continue reading
Filed under statistics
Black History #Math
If I was still tweeting, I’d tweet this to you: a nice post about David Blackwell and his math on Higher Cohomology is Inevitable.
Filed under statistics
That Bayes Factor
A year or more ago, when I was trying to learn about model selection, I started writing a tutorial about doing it with PyMC. It ended up being more difficult than I expected though, and I left it for later. … Continue reading
Filed under MCMC, statistics
MCMC in Python: Statistical model stuck on a stochastic system dynamics model in PyMC
My recent tutorial on how to stick a statistical model on a systems dynamics model in PyMC generated a good amount of reader interest, as well as an interesting comment from Anand Patil, who writes: Something that might interest you … Continue reading
Filed under global health, MCMC, statistics
Election Season Infographics
I’ve seen a lot of visual display of quantitative information in the news lately, and I like that. But I’ve seen a lot of ink used for more style than substance, and that bugs me, especially when the point is … Continue reading
Filed under statistics
MCMC in Python: How to stick a statistical model on a system dynamics model in PyMC
A recent question on the PyMC mailing list inspired me. How can you estimate transition parameters in a compartmental model? I did a lit search for just this when I started up my generic disease modeling project two years ago. … Continue reading
Filed under global health, MCMC, statistics
Network Stats Continue
A couple of new papers on networks crossed my desk this week. Well, more than a couple, since I’m PC-ing for the Web Algorithms Workshop (WAW) right now. But a couple crossed my desk that I’m not reviewing, which … Continue reading
Filed under statistics
MCMC in Python: Global Temperature Reconstruction with PyMC
A short note on the PyMC mailing list alerted me that the Apeescape, the author of mind of a Markov chain blog, was thinking of using PyMC for replicating some controversial climate data analysis, but was having problems with it. … Continue reading
Filed under MCMC, statistics
What is this “effects” business?
I’ve got to figure out what people mean when they say “fixed effect” and “random effect”, because I’ve been confused about it for a year and I’ve been hearing it all the time lately. Bayesian Data Analysis is my starting … Continue reading
Filed under statistics
