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# Category Archives: Bayesian

## “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

## reblog: “Tiny Data, Approximate Bayesian Computation and the Socks of Karl Broman”

It’s Rasmus Bååth, in a post and video of which I am very fond: http://www.sumsar.net/blog/2014/10/tiny-data-and-the-socks-of-karl-broman/.

## On differential localization of tumors using relative concentrations of ctDNA. Part 2.

Part 1 of this series introduced the idea of ctDNA and its use for detecting cancers or their resurgence, and proposed a scheme whereby relative concentrations of ctDNA at two or more sites after controlled disturbance might be used to … Continue reading

## On differential localization of tumors using relative concentrations of ctDNA. Part 1.

Like most mammalian tissue, tumors often produce shards of DNA as a byproduct of cell death and fracture. This circulating tumor DNA is being studied as a means of detecting tumors or their resurgence after treatment. (See also a Q&A … Continue reading

Posted in approximate Bayesian computation, Bayesian, Bayesian inversion, cardiovascular system, diffusion, dynamic linear models, eigenanalysis, engineering, forecasting, mathematics, maths, medicine, networks, prediction, spatial statistics, statistics, stochastic algorithms, stochastic search, wave equations
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## Deep Recurrent Learning Networks

(Also known to statisticians as deep exponential families.) Large scale deep learning Four easy lessons on Deep Learning from Google

Posted in Bayes, Bayesian, neural networks, optimization
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## “The Bayesian Second Law of Thermodynamics” (Sean Carroll, and collaborators)

http://www.preposterousuniverse.com/blog/2015/08/11/the-bayesian-second-law-of-thermodynamics/ See also.

Posted in approximate Bayesian computation, Bayesian, bifurcations, Boltzmann, capricious gods, dynamical systems, ensembles, games of chance, Gibbs Sampling, information theoretic statistics, Josiah Willard Gibbs, mathematics, maths, physics, probability, rationality, reasonableness, science, statistics, stochastic algorithms, stochastics, thermodynamics, Wordpress
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## Comprehensive and compact tutorial on Petris’ DLM package in R; with an update about Helske’s KFAS

A blogger named Lalas produced on Quantitative Thoughts a very comprehensive and compact tutorial on the R package dlm by Petris. I use dlm a lot. Unfortunately, Lalas does not give details on how the SVD is used. They do … Continue reading

Posted in Bayes, Bayesian, dynamic linear models, dynamical systems, forecasting, Kalman filter, mathematics, maths, multivariate statistics, numerical software, open source scientific software, prediction, R, Rauch-Tung-Striebel, state-space models, statistics, stochastic algorithms, SVD, time series
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## Destroying the Most Persistent Scientific Myth In America – Dan’s Wild Wild Science Journal – AGU Blogosphere

Destroying the Most Persistent Scientific Myth In America – Dan's Wild Wild Science Journal – AGU Blogosphere.

Posted in Bayesian, biology, carbon dioxide, chance, citizen science, climate, climate change, climate disruption, climate education, denial, ecology, education, ensembles, environment, forecasting, geophysics, global warming, hiatus, history, IPCC, meteorology, NCAR, NOAA, obfuscating data, physics, probability, rationality, reasonableness, science, science education, spatial statistics, statistics, temporal myopia, time series
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## “Cauchy Distribution: Evil or Angel?” (from Xian)

Cauchy Distribution: Evil or Angel?. From Professor Christian Robert.

## “… the most patronizing start to an answer I have ever received …”

Professor Christian Robert tries to help out a student of MCMC on Cross Validated and earns the comment that his help had “the most patronizing start to an answer I have ever received“. I learned a new term: primitivus petitor.

## “A vignette on Metropolis” (Christian Robert)

Originally posted on Xi'an's Og:

Over the past week, I wrote a short introduction to the Metropolis-Hastings algorithm, mostly in the style of our Introduction to Monte Carlo with R book, that is, with very little theory and…

## “Unbiased Bayes for Big Data: Path of partial posteriors” (Christian Robert)

Unbiased Bayes for Big Data: Path of partial posteriors.

## Dynamic Linear Models package, dlmodeler

I’m checking out the dlmodeler package in R for a work project. It is accompanied by textbooks, G. Petris, S. Petrone, P. Campagnoli, Dynamic Linear Models with R, Springer, 2009 and J. Durbin, S. J. Koopman, Time Series Analysis by … Continue reading