Distributed Solar: The Democratizaton of Energy
Blogroll
- Logistic curves in market disruption
- Bob Altemeyer on authoritarianism (via Dan Satterfield)
- The Plastic Pick-Up: Discovering new sources of marine plastic pollution
- London Review of Books
- Earle Wilson
- Darren Wilkinson's introduction to ABC
- All about models
- WEAPONS OF MATH DESTRUCTION, reviews
- Tony Seba
- Quotes by Nikola Tesla
climate change
- "Getting to the Energy Future We Want," Dr Steven Chu
- Rabett Run
- Exxon-Mobil statement on UNFCCC COP21
- Risk and Well-Being
- Jacobson WWS literature index
- The Keeling Curve
- Dessler's 6 minute Greenhouse Effect video
- Non-linear feedbacks in climate (discussion of Bloch-Johnson, Pierrehumbert, Abbot paper)
- Sea Change Boston
- Model state level energy policy for New Englad
Archives
Jan Galkowski
Category Archives: Monte Carlo Statistical Methods
Phase Plane plots of COVID-19 deaths with uncertainties
I. Introduction. It’s time to fulfill the promise made in “Phase plane plots of COVID-19 deaths“, a blog post from 2nd May 2020, and produce the same with uncertainty clouds about the functional trajectories(*). To begin, here are some assumptions … Continue reading
Posted in American Statistical Association, Andrew Harvey, anomaly detection, count data regression, COVID-19, dependent data, dlm package, Durbin and Koopman, dynamic linear models, epidemiology, filtering, forecasting, Kalman filter, LaTeX, model-free forecasting, Monte Carlo Statistical Methods, numerical algorithms, numerical linear algebra, population biology, population dynamics, prediction, R, R statistical programming language, regression, statistical learning, stochastic algorithms
Tagged prediction intervals
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Calculating Derivatives from Random Forests
(Comment on prediction intervals for random forests, and links to a paper.) (Edits to repair smudges, 2020-06-28, about 0945 EDT. Closing comment, 2020-06-30, 1450 EDT.) There are lots of ways of learning about mathematical constructs, even about actual machines. One … Continue reading
Posted in bridge to somewhere, Calculus, dependent data, dynamic generalized linear models, dynamical systems, ensemble methods, ensemble models, filtering, forecasting, hierarchical clustering, linear regression, model-free forecasting, Monte Carlo Statistical Methods, non-mechanistic modeling, non-parametric model, non-parametric statistics, numerical algorithms, prediction, R statistical programming language, random forests, regression, sampling, splines, statistical learning, statistical series, statistics, time derivatives, time series
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Reanalysis of business visits from deployments of a mobile phone app
Updated, 20th October 2020 This reports a reanalysis of data from the deployment of a mobile phone app, as reported in: M. Yauck, L.-P. Rivest, G. Rothman, “Capture-recapture methods for data on the activation of applications on mobile phones“, Journal … Continue reading
Posted in Bayesian computational methods, biology, capture-mark-recapture, capture-recapture, Christian Robert, count data regression, cumulants, diffusion, diffusion processes, Ecological Society of America, ecology, epidemiology, experimental science, field research, Gibbs Sampling, Internet measurement, Jean-Michel Marin, linear regression, mark-recapture, mathematics, maximum likelihood, Monte Carlo Statistical Methods, multilist methods, multivariate statistics, non-mechanistic modeling, non-parametric statistics, numerics, open source scientific software, Pierre-Simon Laplace, population biology, population dynamics, quantitative biology, quantitative ecology, R, R statistical programming language, sampling, sampling algorithms, segmented package in R, statistical ecology, statistical models, statistical regression, statistical series, statistics, stepwise approximation, stochastic algorithms, surveys, V. M. R. Muggeo
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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
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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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Repaired R code for Markov spatial simulation of hurricane tracks from historical trajectories
(Slight update, 28th June 2020.) I’m currently studying random walk and diffusion processes and their connections with random fields. I’m interested in this because at the core of dynamic linear models, Kalman filters, and state-space methods there is a random … Continue reading
Posted in American Meteorological Association, American Statistical Association, AMETSOC, Arthur Charpentier, atmosphere, diffusion, diffusion processes, dynamic linear models, dynamical systems, environment, geophysics, hurricanes, Kalman filter, Kerry Emanuel, Lévy flights, Lorenz, Markov chain random fields, mathematics, mathematics education, maths, MCMC, mesh models, meteorological models, meteorology, model-free forecasting, Monte Carlo Statistical Methods, numerical analysis, numerical software, oceanography, open data, open source scientific software, physics, random walk processes, random walks, science, spatial statistics, state-space models, statistical dependence, statistics, stochastic algorithms, stochastics, time series
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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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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…
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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ecoquant
