By Joseph Rickert In a recent blog post, David Smith reported on a talk that Steve Yun and I gave at STRATA in NYC about building and benchmarking Poisson GLM models on various platforms. The results presented showed that the rxGlm function from Revolution Analytics’ RevoScaleR package running on a ... [Read more...]

This video explains how to overlay histogram plots in R for 3 common cases: overlaying a histogram with a normal curve, overlaying a histogram with a density curve, and overlaying a histogram with a second data series plotted on a … Continue reading →Video: Overlay Histogram in R (normal, density, another series) ... [Read more...]

Here are my R midterm exams, version A and version B in English (as students are sitting next to one another in the computer rooms), on simulation methods for my undergrad exploratory statistics course. Nothing particularly exciting or innovative! Dedicated ‘Og‘s readers may spot a few Le Monde puzzles ... [Read more...]

  A short visit to ISU but and therefore a busy and proftable day! About ten appointments in Snedecor Hall after a nice morning run, a highly attended Zyskind Lecture, and many interesting discussions all over the day: e.g., I had a great time discussing using null recurrent Markov chains ... [Read more...]

After a bit of a summer lull, the Montreal R User Group is meeting up again! We’re trying out a new venue this time. Notman House is the home of the web in Montreal. They hold hackathons and other tech user group meetups, and they are all around great ... [Read more...]

The little half puzzle proposed a “dumb’ solution in that players play a minimax strategy. There are 34 starting values less than 100 guaranteeing a sure win to dumb players. If instead the players maximise their choice at each step, the R code looks like this: and there are now 66 (=100-34, indeed!) ... [Read more...]

At the Strata conference in New York today, Steve Yun (Principal Predictive Modeler at Allstate's Research and Planning Center) described the various ways he tackled the problem of fitting a generalized linear model to 150M records of insurance data. He evaluated several approaches: Proc GENMOD in SAS Installing a Hadoop ... [Read more...]

Similar to last year, I am giving a series of lectures on simulation jointly as a Master course in Paris-Dauphine and as a 3rd year course in ENSAE. The course borrows from both the books Monte Carlo Statistical Methods and from Introduction to Monte Carlo Methods with R, with George ... [Read more...]

If you're reporting on the results of a statistical analysis for a journal or report, you'll probably be building a table comparing two or models. Such tables may include variables in the model, parameter estimates, and p-values, and model summary statistics. If you want to include such tables based on ... [Read more...]

The next MCMSki IV conference will for the first time host contributed sessions as well as invited sessions. The scientific committee thus welcomes proposals for contributed talks and even more for contributed sessions. Contributed talks are scheduled to last 20 minutes, plus questions, and contributed sessions one hour and a half, ... [Read more...]

Another day full of interesting and challenging—in the sense they generated new questions for me—talks at the SuSTain workshop. After another (dry and fast) run around the Downs; Leo Held started the talks with one of my favourite topics, namely the theory of g-priors in generalized linear models. ... [Read more...]

Another full day spent working with Jean-Michel Marin on the new edition of Bayesian Core (soon to be Bayesian Essentials with R!) and the remaining hierarchical Bayes chapter… I have reread and completed the regression and GLM chapters, sent to very friendly colleagues for a last round of comments. Now, ... [Read more...]

As advertised on the ‘Og, the ISBA mailing list and now the birth certificate of BayesComp (!), MCMSki IV is taking place for sure in Chamonix-Mont-Blanc, January 6-8 2014. The webpage has been started, thanks to Merrill Liechty, and should grow with informations about the location, the hotels, registration, transportation, and of ... [Read more...]

Surrounding the great and exciting gathering of Bayesian statisticians in Kyoto last June, several ISBA sections have appeared in the past weeks, as already mentioned on the ‘Og. Along with Anto Mira and Nicolas Chopin (who did most of the organisational work while I was wandering down under!), we discussed ... [Read more...]

Among the books I received for review in CHANCE, here are some neither I nor my “usual suspects” had enough time or interest in to review: R Graphics (second edition) by Paul Murrell Biostatistics: A computing approach by Stewart Anderson Advanced Bayesian methods for medical test accuracy by Lyle Broemeling ... [Read more...]

At last week's Royal Statistical Society (RSS) conference Hal Varian, Chief Economist at Google, gave a panel talk about 'Statistics at Google'. Could he get a better audience than the RSS? Hal talked about his career in academia and at Google. He remi... [Read more...]

Jean-Michel Marin visited me in Paris last week and, besides taking part in Pierre’s PhD defence, we made enough progress to close two more chapters of the new edition of Bayesian Core (soon to be Bayesian Essentials with R!) This follows the good work session we had in Carnon ... [Read more...]

I did a screencast for my co-workers to show how to get started with R, specifically what a base installation of R looks like, then showing how to improve your workflow using RStudio, Rcmdr or rattle.  The examples are somewhat … Continue reading →Video: R, RStudio, Rcmdr & rattle is an article ... [Read more...]

This image comes from the cover of Preliminary Papers of the Second International Workshop on Artificial Intelligence and Statistics (1989). Someone abandoned it in the lobby of my building at school. Whatever for, I’ll never know. I just love the idea of machine learning/AI/Statistics evoking a robot hand ... [Read more...]

An introduction to Bayesian analysis and why you might care. Fight club The subject of statistics is about how to learn.  Given that it is about the unknown, it shouldn’t be surprising that there are deep differences of opinion on how to go about doing it (in spite of ... [Read more...]