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Archive of posts filed under the Bayesian Statistics category.

Mister P wins again

Chad Kiewiet De Jonge, Gary Langer, and Sofi Sinozich write: This paper presents state-level estimates of the 2016 presidential election using data from the ABC News/Washington Post tracking poll and multilevel regression with poststratification (MRP). While previous implementations of MRP for election forecasting have relied on data from prior elections to establish poststratification targets for […]

“Bayesian Meta-Analysis with Weakly Informative Prior Distributions”

Donny Williams sends along this paper, with Philippe Rast and Paul-Christian Bürkner, and writes: This paper is similar to the Chung et al. avoiding boundary estimates papers (here and here), but we use fully Bayesian methods, and specifically the half-Cauchy prior. We show it has as good of performance as a fully informed prior based […]

Joint inference or modular inference? Pierre Jacob, Lawrence Murray, Chris Holmes, Christian Robert discuss conditions on the strength and weaknesses of these choices

Pierre Jacob, Lawrence Murray, Chris Holmes, Christian Robert write: In modern applications, statisticians are faced with integrating heterogeneous data modalities relevant for an inference, prediction, or decision problem. In such circumstances, it is convenient to use a graphical model to represent the statistical dependencies, via a set of connected “modules”, each relating to a specific […]

Divisibility in statistics: Where is it needed?

The basics of Bayesian inference is p(parameters|data) proportional to p(parameters)*p(data|parameters). And, for predictions, p(predictions|data) = integral_parameters p(predictions|parameters,data)*p(parameters|data). In these expressions (and the corresponding simpler versions for maximum likelihood), “parameters” and “data” are unitary objects. Yes, it can be helpful to think of the parameter objects as being a list or vector of individual parameters; and […]

All of Life is 6 to 5 Against

Donny Williams writes: I have a question I have been considering asking you for a while. The more I have learned about Bayesian methods, including regularly reading the journal Bayesian Analysis (preparing a submission here, actually!), etc., I have come to not only see that frequency properties are studied of Bayesian models, but it is […]

Anyone want to run this Bayesian computing conference in 2022?

OK, people think I’m obsessive with a blog with a 6-month lag, but that’s nothing compared to some statistics conferences. Mylène Bédard sends this along for anyone who might be interested: The Bayesian Computation Section of ISBA is soliciting proposals to host its flagship conference: Bayes Comp 2022 The expectation is that the meeting will […]

Yes, but did it work? Evaluating variational inference

That’s the title of a recent article by Yuling Yao, Aki Vehtari, Daniel Simpson, and myself, which presents some diagnostics for variational approximations to posterior inference: We were motivated to write this paper by the success/failure of ADVI, the automatic variational inference algorithm devised by Alp Kucukelbir et al. The success was that ADVI solved […]

I am the supercargo

In a form of sympathetic magic, many built life-size replicas of airplanes out of straw and cut new military-style landing strips out of the jungle, hoping to attract more airplanes. – Wikipedia Twenty years ago, Geri Halliwell left the Spice Girls, so I’ve been thinking about Cargo Cults a lot. As an analogy for what […]

Opportunity for Comment!

(This is Dan) Last September, Jonah, Aki, Michael, Andrew and I wrote a paper on the role of visualization in the Bayesian workflow.  This paper is going to be published as a discussion paper in the Journal of the Royal Statistical Society Series A and the associated read paper meeting (where we present the paper and […]

Power analysis and NIH-style statistical practice: What’s the implicit model?

So. Following up on our discussion of “the 80% power lie,” I was thinking about the implicit model underlying NIH’s 80% power rule. Several commenters pointed out that, to have your study design approved by NSF, it’s not required that you demonstrate that you have 80% power for real; what’s needed is to show 80% […]

Bayesians are frequentists

Bayesians are frequentists. What I mean is, the Bayesian prior distribution corresponds to the frequentist sample space: it’s the set of problems for which a particular statistical model or procedure will be applied. I was thinking about this in the context of this question from Vlad Malik: I noticed this comment on Twitter in reference […]

Stan goes to the World Cup

Leo Egidi shares his 2018 World Cup model, which he’s fitting in Stan. But I don’t like this: First, something’s missing. Where’s the U.S.?? More seriously, what’s with that “16.74%” thing? So bogus. You might as well say you’re 66.31 inches tall. Anyway, as is often the case with Bayesian models, the point here is […]

Stan Workshop on Pharmacometrics—Paris, 24 July 2018

What: A one-day event organized by France Mentre (IAME, INSERM, Univ SPC, Univ Paris 7, Univ Paris 13) and Julie Bertrand (INSERM) and sponsored by the International Society of Pharmacometrics (ISoP). When: Tuesday 24 July 2018 Where: Faculté Bichat, 16 rue Henri Huchard, 75018 Paris Free Registration: Registration is being handled by ISoP; please click […]

Global shifts in the phenological synchrony of species interactions over recent decades

Heather Kharouba et al. write: Phenological responses to climate change (e.g., earlier leaf-out or egg hatch date) are now well documented and clearly linked to rising temperatures in recent decades. Such shifts in the phenologies of interacting species may lead to shifts in their synchrony, with cascading community and ecosystem consequences . . . We […]

Comments on Limitations of Bayesian Leave-One-Out Cross-Validation for Model Selection

There is a recent pre-print Limitations of Bayesian Leave-One-Out Cross-Validation for Model Selection by Quentin Gronau and Eric-Jan Wagenmakers. Wagenmakers asked for comments and so here are my comments. Short version: They report a known limitation of LOO when it’s used in a non-recommended way for model selection. They report that their experiments show that […]

“This is a weakness of our Bayesian Data Analysis book: We don’t have a lot of examples with informative priors.”

Roy Tamura writes: I am trying to implement a recommendation you made a few years ago. In my clinical trial of drug versus placebo, patients were stratified into two cohorts and randomized within strata. Time to event is the endpoint with the proportional hazards regression with strata and treatment as independent factors. There is evidence […]

Three-warned is three-armed

Simon Gates writes: Here is a paper just published in JAMA, on correction for multiple testing, and the clinical trial it refers to (also, I’ve just noticed, relevant to yesterday’s post [this one, I think. — AG]). This sort of sequential testing (and non-testing) is quite common, for example in three-armed trials (not saying I […]

Prior distributions and the Australia principle

There’s an idea in philosophy called the Australia principle—I don’t know the original of this theory but here’s an example that turned up in a google search—that posits that Australia doesn’t exist; instead, they just build the parts that are needed when you visit: a little mock-up of the airport, a cityscape with a model […]

Regularized Prediction and Poststratification (the generalization of Mister P)

This came up in comments recently so I thought I’d clarify the point. Mister P is MRP, multilevel regression and poststratification. The idea goes like this: 1. You want to adjust for differences between sample and population. Let y be your outcome of interest and X be your demographic and geographic variables you’d like to […]

Boston Stan meetup 12 June!

Shane Bussmann writes to announce the next Boston/Camberville Stan users meetup, Tuesday, June 12, 2018, 6:00 PM to 9:00 PM, at Insight Data Science Office, 280 Summer St., Boston: To kick things off for our first meetup in 2018, I [Bussman] will give a talk on rating teams in recreational ultimate frisbee leagues. In this […]