bayesian

  1. P

    The Future of Clinical Trials Biostatistics - Bayesian?

    I have noticed a trend with hiring managers to vault candidates that are well versed in Bayesian analysis to the top. This is not necessarily because someone will sink or swim based on their allegiance to Bayes, these managers may not even have implemented any of the methodology at all yet...
  2. S

    Bayesian AB Testing - Minimum Sample Size

    I've used python to analyse data from AB tests using Bayesian analysis, and for all tests I assume no prior knowledge and so set alpha = beta = 1. However I'm finding some odd results at low data volumes, which I thought was my code, but I'm also seeing here...
  3. E

    Bayesian regression

    it's a actually an informatics math related question. But i want to start here to get a first opinion. As a software engineer and cryptographer, I'm developing an application to predict to price of certain alt-coin. I have read a paper about the math behind the algorithm. I have a more then...
  4. S

    Multiple Inter-Correlated Binomial Events with only One Event Possible for Success

    Hi you’ll, I have a thought problem that might not have an easy/correct answer. It looks to be a Bayesian at first glance – and it might be – but because I am using some complicated machine-learning algorithms, and because of the nature of the problem, the water are muddy for me. I am just...
  5. A

    Difference between VCV by inverting Hessian at ML and by Hierarchical Bayes

    Let's say we have a multimomial logit problem and we find the best beta coeffcients b* aggregating all units. The inverse of the Hessian at b* gives us a VCV matrix at this point which shows roughly how betas vary across units. The other way to get a VCV matrix is to use Hierarchical Bayes where...
  6. M

    Data-fusion / Meta-analysis

    Description I have three separate test I perform over the course of an interview. At the end of the interview the tests analyze their respective data and spit out an assessment that says the person being interviewed was excited by the interview or annoyed by the interview along with a...
  7. T

    problem in gen. initial in winbugs

    dear all members i have a small problem in the code below. in the last step gen initial and after press on this key i cannot get on result because the program still generate these values and i cannot get on any resutls after then i must close the program because it is not work and restart it...
  8. J

    posterior distribution conditioned on a second parameter

    If you have 2 parameters a and b and a observed data set x, and wish to calculate the posterior distribution of a given b is the following true P(a|b,x) proportional to P(a,b| x) Where proportionality is in a. I had wrote this down somewhere but can't remember why or if it is right...
  9. C

    Bayesian Stats: Full Conditional Probability Help

    Hi guys! So okay this week in class we started learning about Gibbs sampling and full conditional probabilities. I seemed to understand all the examples in class on how to derive full conditional probabilities, but got to the hw and was completely lost. I feel that the reason for this is that...
  10. J

    Independent Metropolis Hastings, not jumping

    I'm trying to sample from a posterior (with 50 dimensions) and I've got a proposal distribution which gives a overall acceptance rate of 0.3. However when I take 20000 draws, there are a couple occasions where the proposal is rejected 500-1000 times consecutively. I haven't much experience in...
  11. J

    Multiple prioir/posterior distributions, with Data that depends on 2 of the variables

    Hi, I have 10 prior distributions one for each of theta1, theta2..... . The prior distribution for theta1 is Gamma(a1,b1), and the others are described similarly. Now I have an observation x, where X~Poisson(theta1 +theta2). I would like to get separate posterior distribution for theta1...
  12. amsavage

    AMOS: covariance matrix only input based on ordered catagorical data - possible?

    Hello, I am attempting to use AMOS to run a number of structural equation models. Several of my manifest variables are ordered categorical, a few (intended to be exogenous) are even binary. Unfortunately I only have access to secondary summary data (i.e. a covariance matrix with means and...
  13. D

    Question about model validation.

    I'm working on a problem on my own (not for class or work) and I just wanted to get some outside opinions before I progress further. As far as my background, I've taken some introductory statistics courses for psychology majors, and an intro probability and statistics course for engineers...
  14. S

    Bayes Factors using BIC statistic (model selection)

    Hi, I need to compare four different models (logistic regression), model selection is performed using bayes factors using the BIC statisic. BIC can be transformed to the probability of the data given a model: PrBIC(D|Hi) = exp[-BIC(Hi)/2] And so, we can compute the Bayes factors...
  15. S

    Help with the Beta Distribtuion

    Background: I'm currently trying to learn how to use Bayesian Analysis for split testing two sets of binomial data. (Web analytics, Multi-Armed Bandit approach, etc). The Beta distribution kept coming up in this research, so Im trying to understand and apply it better. So, the best...
  16. K

    interpret conditional probabilities and inferring ratios

    Hi All First time here and its been a long time since I studied probability...was hoping someone could assist in the interpretation of some data I have gathered. From some customer and historical contact data I am trying to tell a story along the lines of 'customers who are contacted are...
  17. L

    Model Cross-Validation Issue: Comparing models w/ and w/o error

    Hi folks: I'm trying to apply cross-validation of models (e.g. the paper "On Cross-Validation of Bayesian Models" by Alqallaf and Gustafson) in the context of count data and have run into an interesting problem. My understanding of how such cross-validation should work is that one draws...
  18. L

    Bayesian model checking: a problem with Gelman's chi-squared test

    So, I foolishly tried to implement a test Gelman and his colleagues propose to determine whether observed data actually fits a model (Bayesian Data Analysis, Edition 1, p.172; or better: Gelman, Meng, Stern, 1996). If the test worked as advertised, it would be really useful--an omnibus way to...
  19. B

    A bayesian statistics question

    I have a question im trying to work through, but im not too sure how to start it off. the question is related to scientists studying populations of fish by tagging them. We are told that the scientists believe that they have tagged no more than 20% of the entire population, but that it is much...