Here is a web tool that recently crossed my desk, an interactive map on the human cost of mountaintop removal. It is a mashup of a bunch of different data sources, all on a Google map, that all say it is not healthy to live near a mountaintop removal coal mine.
Monthly Archives: February 2012
Comments Off on Cool Tool
Filed under global health
Powell’s Method for Maximization in PyMC
I have been using “Powell’s Method” to find maximum likelihood (ahem, maximum a posteriori) estimates in my PyMC models for years now. It is something that I arrived at by trying all the options once, and it seemed to work most reliably. But what does it do? I never bothered to figure out, until today.
It does something very reasonable. That is to optimize a multidimensional function along one dimension at a time. And it does something very tricky, which is to update the basis for one-dimensional optimization periodically, so that it quickly finds a “good” set of dimensions to optimize over. Now that sounds familiar, doesn’t it? It is definitely the same kind of trick that makes the Adaptive Metropolis step method a winner in MCMC.
The 48-year-old paper introducing the approach, M. J. D. Powell, An efficient method for finding the minimum of a function of several variables without calculating derivatives, is quite readable today. If you want to see it in action, I added an ipython notebook to my pymc examples repository on github: [ipynb] [py] [pdf].
Comments Off on Powell’s Method for Maximization in PyMC
Filed under Uncategorized