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Archive of posts filed under the Statistical computing category.

New Alan Turing preprint on Arxiv!

Dan Kahan writes: I know you are on 30-day delay, but since the blog version of you will be talking about Bayesian inference in couple of hours, you might like to look at paper by Turing, who is on 70-yr delay thanks to British declassification system, who addresses the utility of using likelihood ratios for […]

Bob Carpenter’s favorite books on GUI design and programming

Bob writes: I would highly recommend two books that changed the way I thought about GUI design (though I’ve read a lot of them): * Jeff Johnson. GUI Bloopers. I read the first edition in book form and the second in draft form (the editor contacted me based on my enthusiastic Amazon feedback, which was […]

A silly little error, of the sort that I make every day

Ummmm, running Stan, testing out a new method we have that applies EP-like ideas to perform inference with aggregate data—it’s really cool, I’ll post more on it once we’ve tried everything out and have a paper that’s in better shape—anyway, I’m starting with a normal example, a varying-intercept, varying-slope model where the intercepts have population […]

Causal Impact from Google

Bill Harris writes: Did you see Would that be something worth a joint post and discussion from you and Judea? I then wrote: Interesting. It seems to all depend on the choice of “control time series.” That said, it could still be a useful method. Bill replied: The good: Bayesian approaches made very approachable […]

Interactive demonstrations for linear and Gaussian process regressions

Here’s a cool interactive demo of linear regression where you can grab the data points, move them around, and see the fitted regression line changing. There are various such apps around, but this one is particularly clean: (I’d like to credit the creator but I can’t find any attribution at the link, except that it’s […]

Defaults, once set, are hard to change.

So. Farewell then Rainbow color scheme. You reigned in Matlab Far too long. But now that You are no longer The default, Will we miss you? We can only Visualize. E. T. Thribb (17 1/2) Here’s the background.  Brad Stiritz writes: I know you’re a creator and big proponent of open-source tools. Given your strong interest […]

My talk tomorrow (Thurs) at MIT political science: Recent challenges and developments in Bayesian modeling and computation (from a political and social science perspective)

It’s 1pm in room E53-482. I’ll talk about the usual stuff (and some of this too, I guess).

One simple trick to make Stan run faster

Did you know that Stan automatically runs in parallel (and caches compiled models) from R if you do this: source(“”) It’s from Stan core developer Ben Goodrich. This simple line of code has changed my life. A factor-of-4 speedup might not sound like much, but, believe me, it is!

Introducing shinyStan

As a project for Andrew’s Statistical Communication and Graphics graduate course at Columbia, a few of us (Michael Andreae, Yuanjun Gao, Dongying Song, and I) had the goal of giving RStan’s print and plot functions a makeover. We ended up getting a bit carried away and instead we designed a graphical user interface for interactively exploring virtually […]

VB-Stan: Black-box black-box variational Bayes

Alp Kucukelbir, Rajesh Ranganath, Dave Blei, and I write: We describe an automatic variational inference method for approximating the posterior of differentiable probability models. Automatic means that the statistician only needs to define a model; the method forms a variational approximation, computes gradients using automatic differentiation and approximates expectations via Monte Carlo integration. Stochastic gradient […]