336 search results for "evaluation"

Automatic bias correction doesn’t fix omitted variable bias

July 4, 2014
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Automatic bias correction doesn’t fix omitted variable bias

Page 94 of Gelman, Carlin, Stern, Dunson, Vehtari, Rubin “Bayesian Data Analysis” 3rd Edition (which we will call BDA3) provides a great example of what happens when common broad frequentist bias criticisms are over-applied to predictions from ordinary linear regression: the predictions appear to fall apart. BDA3 goes on to exhibit what might be considered Related posts:

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Short course: Bayesian methods in health economics

July 2, 2014
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Chris, Richard and I tested this last March in Canada (see also here) and things seem to have gone quite well. So we have decided to replicate the experiment (so that we can get a bigger sample size!) and do the short course this coming November (...

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2014 UseR conference, days 1-2

July 2, 2014
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2014 UseR conference, days 1-2

I’m at UCLA for the UseR Conference. I attended once before, and I really enjoyed it. And I’m really enjoying this one. I’m learning a ton, and I find the talks very inspiring. In my comments below, I give short shrift to some speakers (largely by not having attended their talks), and I’m critical in

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R/Finance 2014 Review

June 30, 2014
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It's been more than a month since R/Finance 2014, and my job has finally slowed down enough to allow me to write down my thoughts (though I'm writing this over two days during my train to and from Chicago).The comments below are based on my personal ex...

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Review of Applied Predictive Modeling by Kuhn and Johnson

June 26, 2014
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Review of Applied Predictive Modeling by Kuhn and Johnson

by Joseph Rickert Predictive Modeling or “Predictive Analytics”, the term that appears to be gaining traction in the business world, is driving the new “Big Data” information economy. Predictably, there is no shortage of material to be found on this subject. Some discussion of predictive modeling is sure to be found in any reasonably technical presentation of business decision...

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An Annotated Online Bioinformatics / Computational Biology Curriculum

June 13, 2014
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Two years ago David Searls published an article in PLoS Comp Bio describing a series of online courses in bioinformatics. Yesterday, the same author published an updated version, "A New Online Computational Biology Curriculum," (PLoS Comput Biol 10(6):...

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trying to speed up Metropolis… and failing!

June 12, 2014
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trying to speed up Metropolis… and failing!

A while ago (but still after Iceland since I used the thorn rune as a math symbol!), I wrote the following post draft as a memo. Now that Marco Banterle, Clara Grazian and myself have completed our delayed acceptance paper, it may be of interest to some readers to see how a first attempt proved

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R / Finance 2014: Packaged Takeaways

May 29, 2014
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R / Finance 2014: Packaged Takeaways

by Joseph Rickert I was very happy to have been able to attend R / Finance 2014 which wrapped up a couple of weeks ago. In general, the talks were at a very high level of play, some dealing with brand new ideas and many presented at a significant level of technical or mathematical sophistication. Fortunately, most of the...

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Twinkle,twinkle little STAR

May 26, 2014
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Twinkle,twinkle little STAR

At the recent R/Finance 2014 conference in Chicago I gave a talk on Smooth Transition AR models and a new package for estimating them called twinkle. In this blog post I will provide a short outline of the models and an introduction to the package and its features. Financial markets have a strong cyclical component

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Twinkle,twinkle little STAR

May 26, 2014
By
Twinkle,twinkle little STAR

At the recent R/Finance 2014 conference in Chicago I gave a talk on Smooth Transition AR models and a new package for estimating them called twinkle. In this blog post I will provide a short outline of the models and an introduction to the package and its features. Financial markets have a strong cyclical component

Read more »