bayesian – Quantum Forest

Cute Gibbs sampling for rounded observations

On 2016/11/01

I was attending a course of Bayesian Statistics where this problem showed up:

There is a number of individuals, say 12, who take a pass/fail test 15 times. For each individual we have recorded the number of passes, which can go from 0 to 15. Because of confidentiality issues, we are presented with rounded-to-the-closest-multiple-of-3 data (\(\mathbf{R}\)). We are interested on estimating \(\theta\) of the Binomial distribution behind the data.

Rounding is probabilistic, with probability 2/3 if you are one count away from a multiple of 3 and probability 1/3 if the count is you are two counts away. Multiples of 3 are not rounded.

We can use Gibbs sampling to alternate between sampling the posterior for the unrounded \(\mathbf{Y}\) and \(\theta\). In the case of \(\mathbf{Y}\) I used:

Analyzing a simple experiment with heterogeneous variances using asreml, MCMCglmm and SAS

By Luis

On 2013/05/17

In asreml, bayesian, linear models, MCMCglmm, r, rblogs, sas

I was working with a small experiment which includes families from two Eucalyptus species and thought it would be nice to code a first analysis using alternative approaches. The experiment is a randomized complete block design, with species as fixed effect and family and block as a random effects, while the response variable is growth strain (in \( \mu \epsilon\)).

When looking at the trees one can see that the residual variances will be very different. In addition, the trees were growing in plastic bags laid out in rows (the blocks) and columns. Given that trees were growing in bags siting on flat terrain, most likely the row effects are zero.

INLA: Bayes goes to Norway

By Luis

On 2012/08/16

In bayesian, INLA, linear models, rblogs

INLA is not the Norwegian answer to ABBA; that would probably be a-ha. INLA is the answer to ‘Why do I have enough time to cook a three-course meal while running MCMC analyses?”.

Integrated Nested Laplace Approximations (INLA) is based on direct numerical integration (rather than simulation as in MCMC) which, according to people ‘in the know’, allows:

the estimation of marginal posteriors for all parameters,
marginal posteriors for each random effect and
estimation of the posterior for linear combinations of random effects.

R, Julia and genome wide selection

By Luis

On 2012/04/25

In bayesian, julia, r, rblogs, simulation, stats

— “You are a pussy” emailed my friend.
— “Sensu cat?” I replied.
— “No. Sensu chicken” blurbed my now ex-friend.

What was this about? He read my post on R, Julia and the shiny new thing, which prompted him to assume that I was the proverbial old dog unwilling (or was it unable?) to learn new tricks. (Incidentally, with friends like this who needs enemies? Hi, Gus.)

Mid-January flotsam: teaching edition

By Luis

On 2012/01/17

In bayesian, flotsam, rblogs, teaching

I was thinking about new material that I will use for teaching this coming semester (starting the third week of February) and suddenly compiled the following list of links:

notes in a shoebox

Category: bayesian Page 1 of 3

Cute Gibbs sampling for rounded observations

Analyzing a simple experiment with heterogeneous variances using asreml, MCMCglmm and SAS

INLA: Bayes goes to Norway

R, Julia and genome wide selection

Mid-January flotsam: teaching edition