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Archive of posts filed under the Statistical computing category.

Summer research jobs at Flatiron Institute

If you’re an undergrad or grad student and work in applied math, stats, or machine learning, you may be interested in our summer research assistant and associate positions at the Flatiron Institute’s Center for Computational Mathematics: Scientific computing summer positions Machine learning and statistics summer positions There is no deadline, but we’ll start reviewing applications […]

Postdoc in precision medicine at Johns Hopkins using Bayesian methods

Aki Nishimura writes: My colleague Scott Zeger and I have a postdoc position for our precision medicine initiative at Johns Hopkins and we are looking for expertise in Bayesian methods, statistical computation, or software development. Expertise in Stan would be a plus!

Simulated-data experimentation: Why does it work so well?

Someone sent me a long question about a complicated social science problem involving intermediate outcomes, errors in predictors, latent class analysis, path analysis, and unobserved confounders. I got the gist of the question but it didn’t quite seem worth chasing down all the details involving certain conclusions to be made if certain affects disappeared in […]

Computation+Journalism 2021 this Friday

This post is by Jessica. Last year I was program chair for Computation+Journalism, a conference that brings together computer scientists and other researchers with journalists to brainstorm about the future of journalism. I spent a bunch of time organizing a program around the theme of uncertainty communication and then massive uncertainty due to covid-19 hit […]

Webinar: Some Outstanding Challenges when Solving ODEs in a Bayesian context

This post is by Eric. This Wednesday, at 12 pm ET, Charles Margossian is stopping by to talk to us about solving ODEs using Bayesian methods. You can register here. If you want to get a feel for the types of issues he will be discussing, take a look at his (and Andrew’s) recent case […]

Hierarchical stacking

(This post is by Yuling) Gregor Pirš, Aki, Andrew, and I wrote: Stacking is a widely used model averaging technique that yields asymptotically optimal predictions among linear averages. We show that stacking is most effective when the model predictive performance is heterogeneous in inputs, so that we can further improve the stacked mixture by a […]

Simulation-based calibration: Two theorems

Throat-clearing OK, not theorems. Conjectures. Actually not even conjectures, because for a conjecture you have to, y’know, conjecture something. Something precise. And I got nothing precise for you. Or, to be more precise, what is precise in this post is not new, and what is new is not precise. Background OK, first for the precise […]

How many infectious people are likely to show up at an event?

Stephen Kissler and Yonatan Grad launched a Shiny app, Effective SARS-CoV-2 test sensitivity, to help you answer the question, How many infectious people are likely to show up to an event, given a screening test administered n days prior to the event? Here’s a screenshot. The app is based on some modeling they did with […]

“I Can’t Believe It’s Not Better”

Check out this session Saturday at Neurips. It’s a great idea, to ask people to speak on methods that didn’t work. I have a lot of experience with that! Here are the talks: Max Welling: The LIAR (Learning with Interval Arithmetic Regularization) is Dead Danielle Belgrave: Machine Learning for Personalised Healthcare: Why is it not […]

Hamiltonian Monte Carlo using an adjoint-differentiated Laplace approximation: Bayesian inference for latent Gaussian models and beyond

Charles Margossian, Aki Vehtari, Daniel Simpson, Raj Agrawal write: Gaussian latent variable models are a key class of Bayesian hierarchical models with applications in many fields. Performing Bayesian inference on such models can be challenging as Markov chain Monte Carlo algorithms struggle with the geometry of the resulting posterior distribution and can be prohibitively slow. […]

2 PhD student positions on Bayesian workflow! With Paul Bürkner!

Paul Bürkner writes: The newly established work group for Bayesian Statistics of Dr. Paul-Christian Bürkner at the Cluster of Excellence SimTech, University of Stuttgart (Germany), is looking for 2 PhD students to work on Bayesian workflow and Stan-related topics. The positions are fully funded for at least 3 years and people with a Master’s degree […]

Bayesian Workflow

Aki Vehtari, Daniel Simpson, Charles C. Margossian, Bob Carpenter, Yuling Yao, Paul-Christian Bürkner, Lauren Kennedy, Jonah Gabry, Martin Modrák, and I write: The Bayesian approach to data analysis provides a powerful way to handle uncertainty in all observations, model parameters, and model structure using probability theory. Probabilistic programming languages make it easier to specify and […]

Concerns with our Economist election forecast

A few days ago we discussed some concerns with Fivethirtyeight’s election forecast. This got us thinking again about some concerns with our own forecast for The Economist (see here for more details). Here are some of our concerns with our forecast: 1. Distribution of the tails of the national vote forecast 2. Uncertainties of state […]

Interactive analysis needs theories of inference

Jessica Hullman and I wrote an article that begins, Computer science research has produced increasingly sophisticated software interfaces for interactive and exploratory analysis, optimized for easy pattern finding and data exposure. But assuming that identifying what’s in the data is the end goal of analysis misrepresents strong connections between exploratory and confirmatory analysis and contributes […]

Hiring at all levels at Flatiron Institute’s Center for Computational Mathematics

We’re hiring at all levels at my new academic home, the Center for Computational Mathematics (CCM) at the Flatiron Insitute in New York City. We’re going to start reviewing applications January 1, 2021. A lot of hiring We’re hoping to hire many people for each of the job ads. The plan is to grow CCM […]

“Model takes many hours to fit and chains don’t converge”: What to do? My advice on first steps.

The above question came up on the Stan forums, and I replied: Hi, just to give some generic advice here, I suggest simulating fake data from your model and then fitting the model and seeing if you can recover the parameters. Since it’s taking a long time to run, I suggest just running your 4 […]

Stan’s Within-Chain Parallelization now available with brms

The just released R package brms version 2.14.0 supports within-chain parallelization of Stan. This new functionality is based on the recently introduced reduce_sum function in Stan, which allows to evaluate sums over (conditionally) independent log-likelihood terms in parallel, using multiple CPU cores at the same time via threading. The idea of reduce_sum is to exploit […]

Everything that can be said can be said clearly.

The title as many may know, is a quote from Wittgenstein. It is one that has haunted me for many years. As a first year undergrad, I had mistakenly enrolled in a second year course that was almost entirely based on Wittgenstein’s  Tractatus. Alarmingly, the drop date had passed before I grasped I was supposed […]

From monthly return rate to importance sampling to path sampling to the second law of thermodynamics to metastable sampling in Stan

(This post is by Yuling, not Andrew, except many ideas are originated from Andrew.) This post is intended to advertise our new preprint Adaptive Path Sampling in Metastable Posterior Distributions  by Collin, Aki, Andrew and me, where we developed an automated implementation of path sampling and adaptive continuous tempering. But I have been recently reading a writing book […]

Parallel in Stan

by Andrew Gelman and Bob Carpenter We’ve been talking about some of the many many ways that parallel computing is, or could be used, in Stan. Here are a few: – Multiple chains (Stan runs 4 or 8 on my laptop automatically) – Hessians scale linearly in computation with dimension and are super useful. And […]

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