andrew_gelman_stats andrew_gelman_stats-2010 andrew_gelman_stats-2010-181 knowledge-graph by maker-knowledge-mining
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Introduction: John Salvatier forwards a note from Anand Patil that a paper on PyMC has appeared in the Journal of Statistical Software, We’ll have to check this out.
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same-blog 1 1.0 181 andrew gelman stats-2010-08-03-MCMC in Python
Introduction: John Salvatier forwards a note from Anand Patil that a paper on PyMC has appeared in the Journal of Statistical Software, We’ll have to check this out.
Introduction: John Salvatier pointed me to this blog on derivative based MCMC algorithms (also sometimes called “hybrid” or “Hamiltonian” Monte Carlo) and automatic differentiation as the future of MCMC. This all makes sense to me and is consistent both with my mathematical intuition from studying Metropolis algorithms and my experience with Matt using hybrid MCMC when fitting hierarchical spline models. In particular, I agree with Salvatier’s point about the potential for computation of analytic derivatives of the log-density function. As long as we’re mostly snapping together our models using analytically-simple pieces, the same part of the program that handles the computation of log-posterior densities should also be able to compute derivatives analytically. I’ve been a big fan of automatic derivative-based MCMC methods since I started hearing about them a couple years ago (I’m thinking of the DREAM project and of Mark Girolami’s paper), and I too wonder why they haven’t been used more. I
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Introduction: John Salvatier writes: What do you and your readers think are the trickiest models to fit? If I had an algorithm that I claimed could fit many models with little fuss, what kinds of models would really impress you? I am interested in testing different MCMC sampling methods to evaluate their performance and I want to stretch the bounds of their abilities. I don’t know what’s the trickiest, but just about anything I work on in a serious way gives me some troubles. This reminds me that we should finish our Bayesian Benchmarks paper already.
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Introduction: Lee Wilkinson sends me this amusing ad for his new software, AdviseStat: The ad is a parody, but the software is real !
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Introduction: John Transue sends along a link to this software for extracting data from graphs. I haven’t tried it out but it could be useful to somebody out there?
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Introduction: John Salvatier forwards a note from Anand Patil that a paper on PyMC has appeared in the Journal of Statistical Software, We’ll have to check this out.
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Introduction: Lee Wilkinson sends me this amusing ad for his new software, AdviseStat: The ad is a parody, but the software is real !
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Introduction: New Sentences For The Testing Of Typewriters (from John Lennon ): Fetching killjoy Mavis Wax was probed on the quay. “Yo, never mix Zoloft with Quik,” gabs Doc Jasper. One zany quaff is vodka mixed with grape juice and blood. Zitty Vicki smugly quipped in her journal, “Fay waxes her butt.” Hot Wendy gave me quasi-Kreutzfeld-Jacob pox. Jack’s pervy moxie quashed Bob’s new Liszt fugue. I backed Zevy’s qualms over Janet’s wig of phlox. Tipsy Bangkok panjandrums fix elections with quivering zeal. Mexican juntas, viewed in fog, piqued Zachary, killed Rob. Jaywalking Zulu chieftains vex probate judge Marcy Quinn. Twenty-six Excedrin helped give Jocko quite a firm buzz. Racy pics of bed hijinx with glam queen sunk Val. Why Paxil? Jim’s Bodega stocked no quince-flavor Pez. Wavy-haired quints of El Paz mock Jorge by fax. Two phony quacks of God bi-exorcize evil mojo.
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Introduction: I’ve whined before in this space that some of my most important, innovative, and influential papers are really hard to get published. I’ll go through endless hassle with a journal or sometimes several journals until I find some place willing to publish. It’s just irritating. I was thinking about this recently because a colleague and I just finished a paper that I love love love. But I can’t figure out where to submit it. This is a paper for which I would prefer the so-called reverse-journal-submission approach. Instead of sending the paper to journal after journal after journal, waiting years until an acceptance (recall that, unless you’re Bruno Frey, you’re not allowed to submit the same paper to multiple journals simultaneously), you post the paper on a public site, and then journals compete to see who gets to publish it. I think that system would work well with a paper like this which is offbeat but has a nontrivial chance of becoming highly influential. P.S. Just to clar
5 0.57471085 838 andrew gelman stats-2011-08-04-Retraction Watch
Introduction: Hey–there’s a whole blog devoted to retractions of journal articles! It’s pretty amazing. Some of it is your basic faked experiments, and then we know about the recent plagiarism example, also there’s an entire research institute in Germany that’s plagiarism-ridden and a journal called Applied Mathematics Letters that apparently will publish just about anything . I’ll publish in crap journals, but nothing that crappy!
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Introduction: Martin Lindquist writes that he and others are trying to start a new ASA section on statistics in imaging. If you’re interested in being a signatory to its formation, please send him an email.
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Introduction: Mark Palko defines a Ddulite as follows: A preference for higher tech solutions even in cases where lower tech alternatives have greater and more appropriate functionality; a person of ddulite tendencies. Though Ddulites are the opposite of Luddites with respect to attitudes toward technology, they occupy more or less the same point with respect to functionality. As a sometime Luddite myself (no cell phone, tv, microwave oven, etc.), I should in fairness point out the logic in favor of being a Ddulite. Old technology is typically pretty stable; new technology is improving. It can make sense to switch early (before the new technology actually performs better than the old) to get the benefits of being familiar with the new technology once it does take off.
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Introduction: John Salvatier forwards a note from Anand Patil that a paper on PyMC has appeared in the Journal of Statistical Software, We’ll have to check this out.
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