Le Monde puzzle [#1130]
A two-player game as Le weekly Monde current mathematical puzzle: Abishag and Caleb fill in alternance a row of N boxes in a row by picking one then two then...continue reading.
Category: Statistics
Compact Guide to Classical Inference by Daniel Kaplan (or: How to Teach Stats)
“Both students and instructors perceive standard-error statistics as a confusing collection of specialized tools. To improve student learning, instructors long for a reduction in the number of topics needed to...continue reading.
Statistical inference on MCMC traces
Hi everyone, and Happy New Year! This post is about some statistical inferences that one can do using as “data” the output of MCMC algorithms. Consider the trace plot above....continue reading.
Le Monde puzzle [#1127]
A permutation challenge as Le weekly Monde current mathematical puzzle: When considering all games between 20 teams, of which 3 games have not yet been played, wins bring 3 points,...continue reading.
Biomedical Data Science Textbook Available
By Bob Hoyt & Bob Muenchen Data science is being used in many ways to improve healthcare and reduce costs. We have written a textbook, Introduction to Biomedical Data Science,...continue reading.
Concordance Correlation Coefficient
If we collect independent pairs of observations from some bivariate distribution, then how can we estimate the expected squared perpendicular distance of each such point in the 2D plane from...continue reading.
Metropolis in 95 characters
Here is an R function that produces a Metropolis-Hastings sample for the univariate log-target f when the later is defined outside as another function. And when using a Gaussian random...continue reading.
Common statistical tests are linear models (or: how to teach stats)
This post by Jonas Kristoffer Lindeløv presents a parsimonious view of common statistical tests which are, on their own, confusingly and inconsistently named and, taken together, a mess. Jonas argues...continue reading.
YAP: Yet Another Probabilistic Neural Network
By the end of 2019, I finally managed to wrap up my third R package YAP (https://github.com/statcompute/yap) that implements the Probabilistic Neural Network (Specht, 1990) for the N-category pattern recognition...continue reading.
postdoc in Bayesian machine learning in Berlin [reposted]
The working group of Statistics at Humboldt University of Berlin invites applications for one Postdoctoral research fellow (full-time employment, 3 years with extension possible) to contribute to the research on...continue reading.
an arithmetic mean identity
A 2017 paper by Ana Pajor published in Bayesian Analysis addresses my favourite problem [of computing the marginal likelihood] and which I discussed on the ‘Og, linking with another paper...continue reading.
SAS Language Clone Now Free for Commercial Use
The WPS Analytics’ version of the SAS language is now available in a Community Edition. This edition allows you to run SAS code on datasets of any size for free....continue reading.
Improve General Regression Neural Network by Monotonic Binning
A major criticism on the binning algorithm as well as on the WoE transformation is that the use of binned predictors will decrease the model predictive power due to the...continue reading.
GRNN with Small Samples
After a bank launches a new product or acquires a new portfolio, the risk modeling team would often be faced with a challenge of how to estimate the corresponding performance,...continue reading.
shortened iterations [code golf]
A codegolf lazy morning exercise towards finding the sequence of integers that starts with an arbitrary value n and gets updated by blocks of four as until the last term...continue reading.
GRNN vs. GAM
In practice, GRNN is very similar to GAM (Generalized Additive Models) in the sense that they both shared the flexibility of approximating non-linear functions. In the example below, both GRNN...continue reading.
Permutation Feature Importance (PFI) of GRNN
In the post https://statcompute.wordpress.com/2019/10/13/assess-variable-importance-in-grnn, it was shown how to assess the variable importance of a GRNN by the decrease in GoF statistics, e.g. AUC, after averaging or dropping the variable...continue reading.
Partial Dependence Plot (PDP) of GRNN
The function grnn.margin() (https://github.com/statcompute/yager/blob/master/code/grnn.margin.R) was my first attempt to explore the relationship between each predictor and the response in a General Regression Neural Network, which usually is considered the Black-Box...continue reading.
French Habilitation: Bayesian statistical learning and applications
Long time no see, Statisfaction! I’m glad to write about my habilitation entitled Bayesian statistical learning and applications I defended yesterday at Inria Grenoble. This Habilitation à Diriger des Recherches...continue reading.
Merge MLP And CNN in Keras
In the post (https://statcompute.wordpress.com/2017/01/08/an-example-of-merge-layer-in-keras), it was shown how to build a merge-layer DNN by using the Keras Sequential model. In the example below, I tried to scratch a merge-layer DNN...continue reading.
