Category Archives: Rauch-Tung-Striebel

Six cases of models

Posted on 6 June 2016 by ecoquant

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 | 1 Comment

Cory Lesmeister’s treatment of Simson’s Paradox (at “Fear and Loathing in Data Science”)

Posted on 7 May 2016 by ecoquant

(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 | Leave a comment

Thoughts on “Regime Shift?”

Posted on 3 December 2015 by ecoquant

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 →

Posted in Bayesian, changepoint detection, climate change, climate disruption, climate models, dynamic linear models, ecology, ensembles, environment, global warming, population biology, Rauch-Tung-Striebel, regime shifts, state-space models, stochastic algorithms, time series | Leave a comment

Comprehensive and compact tutorial on Petris’ DLM package in R; with an update about Helske’s KFAS

Posted on 29 July 2015 by ecoquant

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 | 1 Comment