Skip to content

Scalable inference; statistical, algorithmic, computational aspects

In July I attended a month-long programme at the Isaac Newton Institute, Cambridge, organised by the i-like project: “Scalable inference; statistical, algorithmic, computational aspects.” Videos of some selected talks are now available online, so I thought I would highlight some that in my opinion are particularly worth watching.

Read more…

Advertisements

New R toolchain for Mac OS

The new release of R 3.4.1 “Single Candle” for macOS 10.11 (El Capitan) and higher was built with clang 4.0.0 and gfortran 6.1. Given my previous issues with the clang++ compiler, I was curious to see how much of an improvement this would be. The details are below, but in brief my conclusion is that Stan and nVidia CUDA users should hold off for now, until some teething problems with the new toolchain have been sorted out. This is disappointing, since it looks like OpenMP is working (finally!) in this version of the compiler.

Read more…

SMC and RSS conferences

Over the next two weeks, I’ll be attending the SMC workshop in Uppsala, Sweden, and the annual conference of the Royal Statistical Society in Glasgow, UK. Abstracts for my presentations are below. Hope to see you there!

In other news, All 51 discussions (including mine) of “Beyond subjective and objective in statistics” by Gelman & Hennig (JRSS A, 2017) are now available online. Plenty of thoughtful commentary on the philosophy of science and statistics in particular.

Read more…

Fitting nonlinear functions in Stan

Following up on a previous post, where I showed that the R function nls() was giving biased estimates in the presence of heteroskedastic, truncated noise. The nlme package provides the function gnls() for generalised least squares, but this seemed to involve defining a custom varFunc class to reweight the observations. For more detail on this option, refer to ch. 5 of Pinheiro & Bates (2000). Instead, I show how I formulated the likelihood in the Stan modelling language and estimated the parameter using Hamiltonian Monte Carlo (HMC). Thanks very much to Bob Carpenter for his help in getting this code to work.

Read more…

Upcoming conferences and seminars

Somehow I managed to sign up to give 4 talks at Warwick during the next 3 weeks (!) This Tuesday and next, I will be presenting the 3rd chapter of Mark Huber‘s 2015 book, Perfect Simulation, at the reading group of the same name. This week will focus on Coupling from the Past (Propp & Wilson, 1996) while next week I will present perfect slice sampling (Mira, Møller & Roberts, 2001). A finite sample drawn using CFTP is unbiased, therefore it can be incorporated into pseudo-marginal methods such as the exchange algorithm (Murray, Ghahramani & MacKay, 2006). More about CFTP in a future blog post, no doubt!

Read more…

Scalable nonparametric inference for random graphs

This paper by Emily Fox and François Caron has been on arXiv for a while, but a fortnight ago it was read at an ordinary meeting of the RSS. “Sparse graphs using exchangeable random measures” (J. R. Stat. Soc. Series B, 2017) enables simulation and Bayesian analysis of graphs with hundreds of thousands of nodes and over a million edges. This represents a major breakthrough for computationally tractable inference on substantial datasets. My thoughts on the paper and some preliminary experimental results are below.

Read more…

Upgrading to macOS Sierra

Now that I have a new MacBook Air, I decided to upgrade my old machine to the latest version of macOS. Updates for Microsoft Office are no longer available for OS 10.9 (Mavericks) or earlier, so this upgrade was long overdue. Installing the 5GB upgrade took about an hour, but since I was upgrading from Mavericks this broke a bunch of installed software. If you are a software developer, I’d advise you to set aside an afternoon to fix this mess.

Read more…

Richard Everitt's blog

Computational Bayesian statistics

Let's Look at the Figures

David Firth's blog

Nicholas Tierney

Computational Bayesian statistics

One weiRd tip

Computational Bayesian statistics

Series B'log

discussion blog for JRSS Series B papers

Mad (Data) Scientist

Musings, useful code etc. on R and data science

R-bloggers

R news and tutorials contributed by (750) R bloggers

Another Astrostatistics Blog

The random musings of a reformed astronomer ...

Darren Wilkinson's research blog

Statistics, computing, data science, Bayes, stochastic modelling, systems biology and bioinformatics

CHANCE

Computational Bayesian statistics

StatsLife - Significance magazine

Computational Bayesian statistics

(badness 10000)

Computational Bayesian statistics

Igor Kromin

Computational Bayesian statistics

Statisfaction

I can't get no

Xi'an's Og

an attempt at bloggin, nothing more...

Sam Clifford

Postdoctoral Fellow, Bayesian Statistics, Aerosol Science

Bayesian Research & Applications Group

Frontier Research in Bayesian Methodology & Computation