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Category Archives: Bayesian
Oldie and Goodie: `Testing a point Null Hypothesis: The irreconcilability of p-values and evidence’
A blog post by Professor Christian Robert mentioned a paper by Professors James Berger and Tom Sellke, which I downloaded several years back but never got around to reading. J. O. Berger, T. M. Sellke, “Testing a point Null Hypothesis: … Continue reading
Posted in American Statistical Association, Bayes, Bayesian, p-value
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“Bayesian replication analysis” (by John Kruschke)
“… the ability to express [hypotheses] as distributions over parameters …” Bayesian estimation supersedes the t-test: (Also by Professor Kruschke.)
“Ten Fatal Flaws in Data Analysis” (Charles Kufs)
Professor Kufs has a fun book, Stats with Cats, and a blog. He also has a blog post tiled “Ten Fatal Flaws in Data Analysis” which, in general, I like. But the presentation has some shortcomings, too, which I note … Continue reading
A response to a post on RealClimate
(Updated 2342 EDT, 28 June 2019.) This is a response to a post on RealClimate which primarily concerned economist Ross McKitrick’s op-ed in the Financial Post condemning the geophysical community for disregarding Roger Pielke, Jr’s arguments. Pielke, in that link, … Continue reading
Posted in American Association for the Advancement of Science, American Meteorological Association, American Statistical Association, AMETSOC, Bayesian, climate change, ecology, Ecology Action, environment, evidence, experimental design, Frequentist, global warming, Hyper Anthropocene, machine learning, model comparison, model-free forecasting, multivariate statistics, science, science denier, statistical series, statistics, time series
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Still a climate hawk, and appreciate all my climate friends: To the climate deniers, the greenwashers, the liberal environmental opportunists, and the environmental purists who will never compromise …
“Not ready to make nice” (Dixie Chicks) I stick by my friends in these hard times: Tamino’s community The Azimuth Project Woods Hole Oceanographic Institution The American Statistical Association The International Society for Bayesian Analysis Losing Earth: The decade we … Continue reading
Posted in American Association for the Advancement of Science, American Statistical Association, Anthropocene, Bayesian, climate change, climate disruption, climate economics, climate grief, coastal investment risks, ecological disruption, ecological services, ecomodernism, ecopragmatism, engineering, environment, flooding, global warming, Grant Foster, Humans have a lot to answer for, Hyper Anthropocene, investment in wind and solar energy, investments, Joseph Schumpeter, Mathematics and Climate Research Network, mathematics education, personal purity, population biology, quantitative biology, quantitative ecology, regulatory capture, risk, riverine flooding, sampling without replacement, Scituate, secularism, shorelines, solar democracy, solar domination, solar energy, Solar Freakin' Roadways, solar power, SolarPV.tv, Spaceship Earth, statistical dependence, SunPower, the energy of the people, the green century, the tragedy of our present civilization, the value of financial assets, tragedy of the horizon, Unitarian Universalism, unreason, utility company death spiral, UU Needham, Wally Broecker, Walt Disney Company, Woods Hole Oceanographic Institution, ``The tide is risin'/And so are we''
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A quick note on modeling operational risk from count data
The blog statcompute recently featured a proposal encouraging the use of ordinal models for difficult risk regressions involving count data. This is actually a second installment of a two-part post on this problem, the first dealing with flexibility in count … Continue reading
Posted in American Statistical Association, Bayesian, Bayesian computational methods, count data regression, dichotomising continuous variables, dynamic generalized linear models, Frank Harrell, Frequentist, Generalize Additive Models, generalized linear mixed models, generalized linear models, GLMMs, GLMs, John Kruschke, maximum likelihood, model comparison, Monte Carlo Statistical Methods, multivariate statistics, nonlinear, numerical software, numerics, premature categorization, probit regression, statistical regression, statistics
Tagged dichotomising continuous variables, dichotomizing continuous variables, premature categorization, splines
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These are ethical “AI Principles” from Google, but they might as well be `technological principles’
This is entirely adapted from this link, courtesy of Google and Alphabet. Objectives Be socially beneficial. Avoid creating or reinforcing unfair bias. Be built and tested for safety. Be accountable to people. Incorporate privacy design principles. Uphold high standards of … Continue reading
Posted in American Statistical Association, artificial intelligence, basic research, Bayesian, Boston Ethical Society, complex systems, computation, corporate citizenship, corporate responsibility, deep recurrent neural networks, emergent organization, ethical ideals, ethics, extended producer responsibility, friends and colleagues, Google, Google Pixel 2, humanism, investments, machine learning, mathematics, moral leadership, natural philosophy, politics, risk, science, secularism, technology, The Demon Haunted World, the right to know, Unitarian Universalism, UU, UU Humanists
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Less evidence for a global warming hiatus, and urging more use of Bayesian model averaging in climate science
(This post has been significantly updated midday 15th February 2018.) I’ve written about the supposed global warming hiatus of 2001-2014 before: “‘Overestimated global warming over the past 20 years’ (Fyfe, Gillett, Zwiers, 2013)”, 28 August 2013 “Warming Slowdown?”, Azimuth, Part … Continue reading
Posted in American Statistical Association, Andrew Parnell, anomaly detection, Anthropocene, Bayesian, Bayesian model averaging, Berkeley Earth Surface Temperature project, BEST, climate change, David Spiegelhalter, dependent data, Dublin, GISTEMP, global warming, Grant Foster, HadCRUT4, hiatus, Hyper Anthropocene, JAGS, Markov Chain Monte Carlo, Martyn Plummer, Mathematics and Climate Research Network, MCMC, model-free forecasting, Niamh Cahill, Significance, statistics, Stefan Rahmstorf, Tamino
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perceptions of likelihood
That’s from this Github repository, maintained by Zoni Nation, having this description. The original data are from a study by Sherman Kent at the U.S. CIA, and is quoted in at least once outside source discussing the problem. In addition … Continue reading
Confidence intervals and that IPCC: Why climate scientists need statistical help
At Andrew Gelman’s blog (Statistical Modeling, Causal Inference, and Social Science), Ben Goodrich makes the interesting observation in a length discussion about confidence intervals, how they should be interpreted, whether or not they have any socially redeeming value, und so … Continue reading
Posted in Bayesian, climate, IPCC, statistics
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A “capacity for sustained muddle-headedness”
Hat tip to Paul Lauenstein, and his physician brother, suggesting the great insights of the late Dr Larry Weed: Great lines, great quotes, a lot of humor: “… a tolerance of ambiguity …” “Y’know, Pavlov said you must teach a … Continue reading
Posted in American Association for the Advancement of Science, American Statistical Association, anemic data, Bayesian, cardiovascular system, David Spiegelhalter, machine learning, Massachusetts Institute of Technology, medicine, Paul Lauenstein, rationality, reason, reasonableness, risk, statistics
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Dikran Marsupial’s excellent bit on hypothesis testing applied to climate, or how it should be applied, if at all
Frankly, I wish some geophysicists and climate scientists wrote more as if they thoroughly understood this, let alone deniers to try to discredit climate disruption. See “What does statistically significant actually mean?”. Of course, while statistical power of a test … Continue reading
“You don’t have that option.”
Dr Neil deGrasse Tyson. I think he’s awesome. Marvelous. I saw him in Boston. He and I did not get off well, at the start, because of my being awestruck, and feeling very awkward, and the short time we had … Continue reading
Posted in American Association for the Advancement of Science, American Meteorological Association, American Statistical Association, AMETSOC, Bayesian, citizen data, citizen science, Climate Lab Book, Earth Day, ecological services, ecology, environment, Hyper Anthropocene, Neill deGrasse Tyson, Principles of Planetary Climate, rationality, Ray Pierrehumbert, reason, reasonableness, religion, science, science education, Science magazine, scientific publishing, secularism, Spaceship Earth, sustainability, the right to be and act stupid, the right to know, the tragedy of our present civilization, United States, XKCD
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Papers of the day
From the Machine Learning and Computational Modeling Lab, School of Electrical and Computer Engineering, University of Tehran, Tehran, Iran: A. Ahmadian, K. Fouladi, B. N. Araabi, “Writer identification using a probabilistic model of handwritten digits and Approximate Bayesian Computation,” International … Continue reading
David Spiegelhalter on `how to spot a dodgy statistic’
In this political season, it’s useful to brush up on rhetorical skills, particularly ones involving numbers and statistics, or what John Allen Paulos called numeracy. Professor David Spiegelhalter has written a guide to some of these tricks. Read the whole … Continue reading
Posted in abstraction, anemic data, Bayes, Bayesian, chance, citizenship, civilization, corruption, Daniel Kahneman, disingenuity, Donald Trump, education, games of chance, ignorance, maths, moral leadership, obfuscating data, open data, perceptions, politics, rationality, reason, reasonableness, rhetoric, risk, sampling, science, sociology, statistics, the right to know
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Newt Gingrich and Van Jones. Right on.
It’s the thing. And it addresses how media and people forget about the actual statistics, and focus on the White Hot Bright Light. A study by Gelman, Fagan, and Kiss A study by Freyer A counterpoint to the Freyer study … Continue reading
Posted in American Statistical Association, Bayes, Bayesian, citizen science, criminal justice, Daniel Kahneman, ethics, evidence, fear uncertainty and doubt, humanism, Lives Matter, logistic regression, Markov Chain Monte Carlo, MCMC, organizational failures, population biology, rationality, reasonableness, risk, statistics, Susan Jacoby, the right to know
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On Smart Data
One of the things I find surprising, if not astonishing, is that in the rush to embrace Big Data, a lot of learning and statistical technique has been left apparently discarded along the way. I’m hardly the first to point … Continue reading
Posted in Akaike Information Criterion, Bayes, Bayesian, Bayesian inversion, big data, bigmemory package for R, changepoint detection, data science, data streams, dlm package, dynamic generalized linear models, dynamic linear models, dynamical systems, Generalize Additive Models, generalized linear models, information theoretic statistics, Kalman filter, linear algebra, logistic regression, machine learning, Markov Chain Monte Carlo, mathematics, mathematics education, maths, maximum likelihood, MCMC, Monte Carlo Statistical Methods, multivariate statistics, numerical analysis, numerical software, numerics, quantitative biology, quantitative ecology, rationality, reasonableness, sampling, smart data, state-space models, statistical dependence, statistics, the right to know, time series
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Six cases of models
The previous post included an attempt to explain land surface temperatures as estimated by the BEST project using a dynamic linear model including regressions on both quarterly CO2 concentrations and ocean heat content. The idea was to check the explanatory … Continue reading
Posted in AMETSOC, anemic data, Anthropocene, astrophysics, Bayesian, Berkeley Earth Surface Temperature project, BEST, carbon dioxide, climate, climate change, climate data, climate disruption, climate models, dlm package, dynamic linear models, dynamical systems, environment, fossil fuels, geophysics, Giovanni Petris, global warming, greenhouse gases, Hyper Anthropocene, information theoretic statistics, maths, maximum likelihood, meteorology, model comparison, numerical software, Patrizia Campagnoli, Rauch-Tung-Striebel, Sonia Petrone, state-space models, stochastic algorithms, stochastic search, SVD, time series
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Cory Lesmeister’s treatment of Simson’s Paradox (at “Fear and Loathing in Data Science”)
(Updated 2016-05-08, to provide reference for plateaus of ML functions in vicinity of MLE.) Simpson’s Paradox is one of those phenomena of data which really give Statistics a substance and a role, beyond the roles it inherits from, say, theoretical … Continue reading
Posted in Akaike Information Criterion, approximate Bayesian computation, Bayes, Bayesian, evidence, Frequentist, games of chance, information theoretic statistics, Kalman filter, likelihood-free, mathematics, maths, maximum likelihood, Monte Carlo Statistical Methods, probabilistic programming, rationality, Rauch-Tung-Striebel, Simpson's Paradox, state-space models, statistical dependence, statistics, stochastics
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“Lucky d20” (by Tamino, with my reblogging comments)
Originally posted on Open Mind:
What with talk of killer heat waves, droughts, floods, etc. etc., this blog tends to get pretty serious. When it does, we don’t deal with happy prospects, but with the danger of worldwide catastrophe. But…
HadCRUT4 and GISTEMP series filtered and estimated with simple RTS model
Happy Vernal Equinox! This post has been updated today with some of the equations which correspond to the models. An assessment of whether or not there was a meaningful slowdown or “hiatus” in global warming, was recently discussed by Tamino … Continue reading
Posted in AMETSOC, anemic data, Bayesian, boosting, bridge to somewhere, cat1, changepoint detection, climate, climate change, climate data, climate disruption, climate models, complex systems, computation, data science, dynamical systems, geophysics, George Sughihara, global warming, hiatus, information theoretic statistics, machine learning, maths, meteorology, MIchael Mann, multivariate statistics, physics, prediction, Principles of Planetary Climate, rationality, reasonableness, regime shifts, sea level rise, time series
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p-values and hypothesis tests: the Bayesian(s) rule
The American Statistical Association of which I am a longtime member issued an important statement today which will hopefully move statistical practice in engineering and especially in the sciences away from the misleading practice of using p-values and hypothesis tests. … Continue reading
Posted in approximate Bayesian computation, arXiv, Bayes, Bayesian, Bayesian inversion, bollocks, Christian Robert, climate, complex systems, data science, Frequentist, information theoretic statistics, likelihood-free, Markov Chain Monte Carlo, MCMC, Monte Carlo Statistical Methods, population biology, rationality, reasonableness, science, scientific publishing, statistical dependence, statistics, stochastics, Student t distribution
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“Grid shading by simulated annealing” [Martyn Plummer]
Source: Grid shading by simulated annealing (or what I did on my holidays), aka “fun with GCHQ job adverts”, by Martyn Plummer, developer of JAGS. Excerpt: I wanted to solve the puzzle but did not want to sit down with … Continue reading
Posted in approximate Bayesian computation, Bayesian, Bayesian inversion, Boltzmann, BUGS, Christian Robert, Gibbs Sampling, JAGS, likelihood-free, Markov Chain Monte Carlo, Martyn Plummer, mathematics, maths, MCMC, Monte Carlo Statistical Methods, optimization, probabilistic programming, SPSA, stochastic algorithms, stochastic search
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high dimension Metropolis-Hastings algorithms
If attempting to simulate from a multivariate standard normal distribution in a large dimension, when starting from the mode of the target, i.e., its mean γ, leaving the mode γis extremely unlikely, given the huge drop between the value of the density at the mode γ and at likely realisations Continue reading
Posted in Bayes, Bayesian, Bayesian inversion, boosting, chance, Christian Robert, computation, ensembles, Gibbs Sampling, James Spall, Jerome Friedman, Markov Chain Monte Carlo, mathematics, maths, MCMC, Monte Carlo Statistical Methods, multivariate statistics, numerical software, numerics, optimization, reasonableness, Robert Schapire, SPSA, state-space models, statistics, stochastic algorithms, stochastic search, stochastics, Yoav Freund
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Generating supports for classification rules in black box regression models
Inspired by the extensive and excellent work in approximate Bayesian computation (see also), especially that done by Professors Christian Robert and colleagues (see also), and Professor Simon Wood (see also), it occurred to me that the complaints regarding lack of … Continue reading
Posted in approximate Bayesian computation, Bayes, Bayesian, Bayesian inversion, generalized linear models, machine learning, numerical analysis, numerical software, probabilistic programming, rationality, reasonableness, state-space models, statistics, stochastic algorithms, stochastic search, stochastics, support of black boxes
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R and “big data”
On 2nd November 2015, Wes McKinney, the developer of the highly useful Python pandas module (and other things, including books), wrote an amusing blog post, “The problem with the data science language wars“. I by no means disagree with him. … Continue reading
dynamic linear model applied to sea-level-rise anomalies
I spent much of the data working up a function for level+trend dynamic linear modeling based upon the dlm package by Petris, Petrone, and Campagnoli, while trying some calculations and code for regime shift detection. One of the test cases … Continue reading
Posted in Bayesian, citizen science, climate change, climate data, climate disruption, dynamic linear models, floods, forecasting, Frequentist, global warming, icesheets, information theoretic statistics, Kalman filter, meteorology, open data, sea level rise, state-space models, statistics, time series
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Thoughts on “Regime Shift?”
John Baez at The Azimuth Project opened a discussion on the recent paper by Reid, et al Philip C. Reid et al, Global impacts of the 1980s regime shift on the Earth’s climate and systems, Global Change Biology, 2015. I … Continue reading
