[Update 24.08.12: added missing alias following comment by brobar] Whenever I write numerical code I spend half my time debugging my algebra, painstakingly uncovering one sign mistake after another in my calculations. Usually I have computed by hand the gradient or the integral of some nasty function, and I have to ... [Read more...]

[This was originally going to be about multilevel modelling using INLA, but to do that flexibly you need INLA's observation matrix mechanism, and this one deserves an explanation in its own right, so I'm introducing it by way of an easier example (for which you don't actually need the observation ... [Read more...]

While playing around with Bayesian methods for random effects models, it occured to me that inverse-Wishart priors can really bite you in the bum. Inverse Wishart-priors are popular priors over covariance functions. People like them priors because they are conjugate to a Gaussian likelihood, i.e, if you have data ... [Read more...]