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Archive of posts filed under the Bayesian Statistics category.

“What then should we teach about hypothesis testing?”

Someone who wishes to remain anonymous writes in: Last week, I was looking forward to a blog post titled “Why continue to teach and use hypothesis testing?” I presume that this scheduled post merely became preempted by more timely posts. But I am still interested in reading the exchange that will follow. My feeling is […]

Cross-validation, LOO and WAIC for time series

This post is by Aki. Jonah asked in Stan users mailing list Suppose we have J groups and T time periods, so y[t,j] is the observed value of y at time t for group j. (We also have predictors x[t,j].) I’m wondering if WAIC is appropriate in this scenario assuming that our interest in predictive accuracy is for […]

Stan comes through . . . again!

Erikson Kaszubowski writes in: I missed your call for Stan research stories, but the recent post about stranded dolphins mentioned it again. When I read about the Crowdstorming project in your blog, I thought it would be a good project to apply my recent studies in Bayesian modeling. The project coordinators shared a big dataset […]

Planning my class for this semester: Thinking aloud about how to move toward active learning?

I’m teaching two classes this semester: – Design and Analysis of Sample Surveys (in the political science department, but the course has lots of statistics content); – Statistical Communication and Graphics (in the statistics department, but last time I taught it, many of the students were from other fields). I’ve taught both classes before. I […]

“Why continue to teach and use hypothesis testing?”

Greg Werbin points us to an online discussion of the following question: Why continue to teach and use hypothesis testing (with all its difficult concepts and which are among the most statistical sins) for problems where there is an interval estimator (confidence, bootstrap, credibility or whatever)? What is the best explanation (if any) to be […]

The Use of Sampling Weights in Bayesian Hierarchical Models for Small Area Estimation

All this discussion of plagiarism is leaving a bad taste in my mouth (or, I guess I should say, a bad feeling in my fingers, given that I’m expressing all this on the keyboard) so I wanted to close off the workweek with something more interesting. I happened to come across the above-titled paper by […]

Expectation propagation as a way of life

Aki Vehtari, Pasi Jylänki, Christian Robert, Nicolas Chopin, John Cunningham, and I write: We revisit expectation propagation (EP) as a prototype for scalable algorithms that partition big datasets into many parts and analyze each part in parallel to perform inference of shared parameters. The algorithm should be particularly efficient for hierarchical models, for which the […]

Bayesian Cognitive Modeling Models Ported to Stan

Hats off for Martin Šmíra, who has finished porting the models from Michael Lee and Eric-Jan Wagenmakers’ book Bayesian Cognitive Modeling  to Stan. Here they are: Bayesian Cognitive Modeling: Stan Example Models Martin managed to port 54 of the 57 models in the book and verified that the Stan code got the same answers as […]

A question about varying-intercept, varying-slope multilevel models for cross-national analysis

Sean de Hoon writes: In many cross-national comparative studies, mixed effects models are being used in which a number of slopes are fixed and the slopes of one or two variables of interested are allowed to vary across countries. The aim is often then to explain the varying slopes by referring to some country-level characteristic. […]

I (almost and inadvertently) followed Dan Kahan’s principles in my class today, and that was a good thing (would’ve even been more of a good thing had I realized what I was doing and done it better, but I think I will do better in the future, which has already happened by the time you read this; remember, the blog is on a nearly 2-month lag)

As you might recall, the Elizabeth K. Dollard Professor says that to explain a concept to an unbeliever, explain it conditionally. For example, if you want to talk evolution with a religious fundamentalist, don’t try to convince him or her that evolution is true; instead preface each explanation with, “According to the theory of evolution […]