Category Archives: accept-reject methods

cdetools package for R: Dalmasso, et al [updated]

Just hit the “arXiv streets”: N. Dalmasso, T. Pospisil, A. B. Lee, R. Izbicki, P. E. Freeman, A. I. Malz, “Conditional Density Estimation Tools in Python and R with applications to photometric redshifts and likelihood-free cosmological inference”, > astro-ph … Continue reading

Posted in ABC, accept-reject methods, astronomy, astrophysics, astrostatistics, Bayes, Bayesian computational methods, likelihood-free, statistical ecology | Leave a comment

Sampling: Rejection, Reservoir, and Slice

An article by Suilou Huang for catatrophe modeler AIR-WorldWide of Boston about rejection sampling in CAT modeling got me thinking about pulling together some notes about sampling algorithms of various kinds. There are, of course, books written about this subject, … Continue reading

Posted in accept-reject methods, American Statistical Association, Bayesian computational methods, catastrophe modeling, data science, diffusion processes, empirical likelihood, Gibbs Sampling, insurance, Markov Chain Monte Carlo, mathematics, Mathematics and Climate Research Network, maths, Monte Carlo Statistical Methods, multivariate statistics, numerical algorithms, numerical analysis, numerical software, numerics, percolation theory, Python 3 programming language, R statistical programming language, Radford Neal, sampling, slice sampling, spatial statistics, statistics, stochastic algorithms, stochastic search | Leave a comment