A blog about Bayesian statistics with an emphasis on computational challenges

Posts

March 13, 2016 - Creating Hierarchical Model Diagrams with LaTeX -

Bayesian models are often considered in a hierarchical fashion. Even when there is no multilevel structure to the data, the model can still be implicitly hierarchical due to the relationship of hyperparameters, parameters of interest, and data. The complicated structure...

February 23, 2016 - Parallel Rcpp for MCMC diagnostics -

A common issue in Bayesian statistics and Markov Chain Monte Carlo is the concept of convergence. When approximating parameters by MCMC, we expect the chains to converge to the stationary distributions. Visual inspection of a MCMC traceplot can suggest convergence,...