Category Archives: stochastic algorithms

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

Unbiased Bayes for Big Data: Path of partial posteriors.

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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

Posted in Bayesian, geophysics, mathematics, maths, oceanography, open source scientific software, Python 3, R, science, sea level rise, state-space models, statistics, stochastic algorithms, time series | Leave a comment

Markov Chain Monte Carlo methods and logistic regression

This post could also be subtitled “Residual deviance isn’t the whole story.” My favorite book on logistic regression is by Dr Joseph Hilbe, Logistic Regression Models, CRC Press, 2009, Chapman & Hill. It is a solidly frequentist text, but its … Continue reading

Posted in Bayes, Bayesian, logistic regression, MCMC, notes, R, statistics, stochastic algorithms, stochastic search | 3 Comments

Bayesian change-point analysis for global temperatures, 1850-2010

Professor Peter Congdon reports on two Bayesian models for global temperature shifts in his textbook, Applied Bayesian Modelling, as “Example 6.12: Global temperatures, 1850-2010”, on pages 252-253. A direct link is available online. The first is apparently original with Congdon, … Continue reading

Posted in Bayes, Bayesian, BUGS, climate, climate change, environment, forecasting, information theoretic statistics, mathematics, MCMC, meteorology, rationality, reasonableness, statistics, stochastic algorithms, Uncategorized | 1 Comment

Christian Robert on the amazing Gibbs sampler

Professor Christian Robert remarks on the amazing Gibbs sampler. Implicitly he’s also underscoring the power of properly done Bayesian computational analysis. For here we have a problem with a posterior distribution having two strong modes, so a point estimate, like … Continue reading

Posted in Bayes, Bayesian, BUGS, Gibbs Sampling, JAGS, mathematics, maths, MCMC, probabilistic programming, rationality, statistics, stochastic algorithms, stochastic search | Leave a comment

Christian Robert on Alan Turing

Alan Turing Institute. See Professor Robert’s earlier post on Turing, too.

Posted in Bayes, Bayesian, citizenship, education, ethics, history, humanism, mathematics, maths, politics, rationality, reasonableness, statistics, stochastic algorithms, stochastic search, the right to know, Wordpress | Tagged | Leave a comment

On nested equivalence classes of climate models, ordered by computational complexity

I’m digging into the internals of ABC, for professional and scientific reasons. I’ve linked a great tutorial elsewhere, and argued that this framework, advanced by Wood, and Wilkinson (Robert), and Wilkinson (Darren), and Hartig and colleagues, and Robert and colleagues, … Continue reading

Posted in approximate Bayesian computation, Bayes, Bayesian, biology, ecology, environment, forecasting, geophysics, IPCC, mathematics, maths, MCMC, meteorology, NCAR, NOAA, oceanography, optimization, population biology, Principles of Planetary Climate, probabilistic programming, R, science, stochastic algorithms, stochastic search | Leave a comment

“[W]e want to model the process as we would simulate it.”

Professor Darren Wilkinson offers a pithy insight on how to go about constructing statistical models, notably hierarchical ones: “… we want to model the process as we would simulate it ….” This appears in his blog post One-way ANOVA with … Continue reading

Posted in approximate Bayesian computation, Bayes, Bayesian, biology, ecology, engineering, forecasting, mathematics, mathematics education, maths, model comparison, optimization, population biology, probabilistic programming, rationality, reasonableness, risk, science, science education, sociology, statistics, stochastic algorithms | Tagged | Leave a comment

struggling with problems already partly solved by others

Climate modelers and models see as their frontier the problem of dealing with spontaneous dynamics in systems such as atmosphere or ocean which are not directly forced by boundary conditions such as radiative forcing due to increased greenhouse gas (“GHG”) … Continue reading

Posted in approximate Bayesian computation, Bayes, Bayesian, biology, climate, climate education, differential equations, ecology, engineering, environment, geophysics, IPCC, mathematics, mathematics education, meteorology, model comparison, NCAR, NOAA, oceanography, physics, population biology, probabilistic programming, rationality, reasonableness, risk, science, science education, statistics, stochastic algorithms, stochastic search | 1 Comment

illustrating particle filters and Bayesian fusion using successive location estimates on the unit circle

Introduction Modern treatments of Bayesian integration to obtain posterior densities often use some form of Markov Chain Monte Carlo (“MCMC”), typically Gibbs sampling. Gibbs works well with many Bayesian hierarchical models. The standard problem-solving situation with these is that a … Continue reading

Posted in Bayes, Bayesian, biology, mathematics, maths, population biology, probabilistic programming, R, statistics, stochastic algorithms | 1 Comment

Bayesian inference works even in a chaotic or deterministic world

Professor John Geweke, in a Comment on an article by Professor Mark Berliner a bit back (1992), shows how Bayesian inference continues to be a means for expressing subjective uncertainty even in a scheme where there are no stochastics but … Continue reading

Posted in Bayes, Bayesian, citizen science, economics, education, forecasting, mathematics, mathematics education, maths, rationality, reasonableness, statistics, stochastic algorithms | Leave a comment

Understanding mechanisms in climate over short periods and in local regions

This is interesting, because it shows how any particular observational history of Earth is one election of a large number of possible futures. This is exactly the same point made by Slava Kharin in his 2008 tutorial lecture “Statistical concepts … Continue reading

Posted in carbon dioxide, climate, climate education, differential equations, ecology, energy, environment, forecasting, geophysics, IPCC, mathematics, mathematics education, maths, meteorology, NCAR, NOAA, oceanography, physics, rationality, reasonableness, science, statistics, stochastic algorithms | 2 Comments

“Can we trust climate models?”

J. C. Hargreaves, J. D. Annan, “Can we trust climate models?”, WIREs Climate Change 2014, 5:435–440. doi: 10.1002/wcc.288. See also D. A. Stainforth, T. Aina, C. Christensen, M. Collins, N. Faull, D. J. Frame, J. A. Kettleborough, S. Knight, A. … Continue reading

Posted in Bayes, Bayesian, climate, climate education, differential equations, ecology, forecasting, geophysics, IPCC, mathematics education, meteorology, NCAR, NOAA, physics, rationality, reasonableness, risk, science, science education, statistics, stochastic algorithms | 1 Comment

Bayesian deconvolution of stick lengths

Consider trying to determine the length of a straight stick. Instead of the measurement errors being clustered about zero, suppose the errors are known to be always positive, that is, no measurement ever underestimates the length of the stick. Such … Continue reading

Posted in Bayesian, Gibbs Sampling, JAGS, mathematics, maths, optimization, probabilistic programming, R, statistics, stochastic algorithms, stochastic search | Leave a comment

Brendon Brewer on “Hard Integrals”

Hard Integrals.

Posted in Bayesian, mathematics, maths, statistics, stochastic algorithms | Leave a comment

The dp-means algorithm of Kulis and Jordan in R and Python

dp-means algorithm. Think k-means but with the number of clusters calculated. By John Myles White, in R. (Github link off that page.) By Scott Hendrickson, in Python. (Github link off that page.)

Posted in Bayesian, Gibbs Sampling, JAGS, mathematics, maths, R, statistics, stochastic algorithms, stochastic search | Tagged | Leave a comment

Blind Bayesian recovery of components of residential solid waste tonnage from totals data

This is a sketch of how maths and statistics can do something called blind source separation, meaning to estimate the components of data given only their totals. Here, I use Bayesian techniques for the purpose, sometimes called Bayesian inversion, using … Continue reading

Posted in Bayesian, BUGS, conservation, consumption, engineering, environment, Gibbs Sampling, JAGS, mathematics, maths, MCMC, MSW, politics, probabilistic programming, R, rationality, recycling, statistics, stochastic algorithms, stochastic search | Leave a comment

singingbanana does “The Lorenz Machine”

On the power of mathematics, and why 55:45 versus 50:50 matters.

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“The joy and martyrdom of trying to be a Bayesian”

Bayesians have all been there. Some of us don’t depend upon producing publications to assure our pay, so we less have the pressure of pleasing peer reviewers. Nonetheless, it’s all reacting to “What the hell are you doing? I don’t … Continue reading

Posted in Bayesian, BUGS, Gibbs Sampling, JAGS, MCMC, optimization, probabilistic programming, R, rationality, reasonableness, risk, SPSA, statistics, stochastic algorithms, stochastic search | Leave a comment

How fast is JAGS?

How fast is JAGS?.

Posted in BUGS, engineering, Gibbs Sampling, JAGS, mathematics, maths, MCMC, probabilistic programming, R, statistics, stochastic algorithms | Leave a comment

Comment on “Timescales for detecting a significant acceleration in sea level rise” by Haigh, et al

Amended, 1st May 2014. The lead author, Dr Ivan Haigh, and I have had a very friendly discussion this paper and its context in detail. Now that I understand the context, and especially the atrocious maths of the Houston, Dean, … Continue reading

Posted in Bayesian, climate, forecasting, geophysics, mathematics, maths, meteorology, physics, rationality, science, statistics, stochastic algorithms | 8 Comments

Comment on “How urban anonymity disappears when all data is tracked”, an article in the NY Times

The New York Times has an article titled “How urban anonymity disappears when all data is tracked” by Quentin Hardy which appears in its “Bits” section. I just posted a comment on that article, which is reproduced below: I hope … Continue reading

Posted in citizenship, civilization, economics, education, engineering, Internet, investing, obfuscating data, politics, privacy, probabilistic programming, rationality, reasonableness, risk, statistics, stochastic algorithms | Leave a comment

JAGS for finding Highs and Lows in a week of Wikipedia accesses

I’ve been learning how to use JAGS for Bayesian hierarchical modeling, moved by the great teaching of John Kruschke, Peter Congdon, Andrew Gelman, and many others. So, I went on to solve a problem with JAGS (“Just Another Gibbs Sampler”). … Continue reading

Posted in Bayesian, Internet, statistics, stochastic algorithms | Tagged , | 2 Comments

postdoc position in Bayesian Climate Uncertainty Modeling

Climate Uncertainty Quantification Postdoc Where You Will Work Located in northern New Mexico, Los Alamos National Laboratory (LANL) is a multidisciplinary research institution engaged in strategic science on behalf of national security. LANL enhances national security by ensuring the safety … Continue reading

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Correlation, causation, and coupled pairs of differential equations

An aspect of paleoclimate evidence to which Professor Jennifer Francis alludes in her recent report on Arctic amplification is the close mutual modeling which Earth surface temperature and carbon dioxide concentration exhibit during the recent geologic past. Since relative timings … Continue reading

Posted in chemistry, climate, climate education, ecology, economics, engineering, environment, geoengineering, geophysics, mathematics, meteorology, oceanography, physics, rationality, reasonableness, statistics, stochastic algorithms | Leave a comment

Bayesian Bootstrap

I’m studying the Bayesian bootstrap in the context of finite population sampling for an application where I need to estimate multinomial proportions. While I have used the frequentist bootstrap a lot, it has bothered me that it can never, of … Continue reading

Posted in Bayesian, mathematics, maths, statistics, stochastic algorithms | 3 Comments

“Double Plus Big Data”

Big Data. All the rage. Why? Apart from distributed software folks strutting their stuff, something which is likely to be fleeting, especially when quantum computing comes around, what does it buy anyone? I can see four possibilities, which I consider … Continue reading

Posted in Bayesian, education, engineering, investing, mathematics, maths, notes, physics, rationality, reasonableness, statistics, stochastic algorithms, stochastic search | Leave a comment

“Bayes’ theorem in the 21st century”

Professor Bradley Efron wrote a piece on “Bayes’ theorem in the 21st century” in Science for 7th June 2013 which, as always, offers his measured approach to the frequentist-Bayesian controversy (see B. Efron, “A 250 year argument: Belief, behavior, and the … Continue reading

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