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R2WinBUGS: A Package for Running WinBUGS from R
 JOURNAL OF STATISTICAL SOFTWARE
, 2005
"... The R2WinBUGS package provides convenient functions to call WinBUGS from R. It automatically writes the data and scripts in a format readable by WinBUGS for processing in batch mode, which is possible since version 1.4. After the WinBUGS process has finished, it is possible either to read the result ..."
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Cited by 102 (4 self)
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The R2WinBUGS package provides convenient functions to call WinBUGS from R. It automatically writes the data and scripts in a format readable by WinBUGS for processing in batch mode, which is possible since version 1.4. After the WinBUGS process has finished, it is possible either to read the resulting data into R by the package itself—which gives a compact graphical summary of inference and convergence diagnostics—or to use the facilities of the coda package for further analyses of the output. Examples are given to demonstrate the usage of this package.
Penalized loss functions for Bayesian model comparison
"... The deviance information criterion (DIC) is widely used for Bayesian model comparison, despite the lack of a clear theoretical foundation. DIC is shown to be an approximation to a penalized loss function based on the deviance, with a penalty derived from a crossvalidation argument. This approximati ..."
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Cited by 37 (2 self)
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The deviance information criterion (DIC) is widely used for Bayesian model comparison, despite the lack of a clear theoretical foundation. DIC is shown to be an approximation to a penalized loss function based on the deviance, with a penalty derived from a crossvalidation argument. This approximation is valid only when the effective number of parameters in the model is much smaller than the number of independent observations. In disease mapping, a typical application of DIC, this assumption does not hold and DIC underpenalizes more complex models. Another deviancebased loss function, derived from the same decisiontheoretic framework, is applied to mixture models, which have previously been considered an unsuitable application for DIC.
Discovering Geographical Topics In The Twitter Stream
"... Microblogging services have become indispensable communication tools for online users for disseminating breaking news, eyewitness accounts, individual expression, and protest groups. Recently, Twitter, along with other online social networking services such as Foursquare, Gowalla, Facebook and Yelp ..."
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Cited by 33 (4 self)
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Microblogging services have become indispensable communication tools for online users for disseminating breaking news, eyewitness accounts, individual expression, and protest groups. Recently, Twitter, along with other online social networking services such as Foursquare, Gowalla, Facebook and Yelp, have started supporting location services in their messages, either explicitly, by letting users choose their places, or implicitly, by enabling geotagging, which is to associate messages with latitudes and longitudes. This functionality allows researchers to address an exciting set of questions: 1) How is information created and shared across geographical locations, 2) How do spatial and linguistic characteristics of people vary across regions, and 3) How to model human mobility. Although many attempts have
Multiple Imputation with Diagnostics (mi) in R: Opening Windows into the Black Box
 Journal of Statistical Software
, 2009
"... Our mi package in R has several features that allow the user to get inside the imputation process and evaluate the reasonableness of the resulting models and imputations. These features include: choice of predictors, models, and transformations for chained imputation models; standard and binned resi ..."
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Cited by 31 (3 self)
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Our mi package in R has several features that allow the user to get inside the imputation process and evaluate the reasonableness of the resulting models and imputations. These features include: choice of predictors, models, and transformations for chained imputation models; standard and binned residual plots for checking the fit of the conditional distributions used for imputation; and plots for comparing the distributions of observed and imputed data. In addition, we use Bayesian models and weakly informative prior distributions to construct more stable estimates of imputation models. Our goal is to have a demonstration package that (a) avoids many of the practical problems that arise with existing multivariate imputation programs, and (b) demonstrates stateoftheart diagnostics that can be applied more generally and can be incorporated into the software of others.
MCMCpack: Markov Chain Monte Carlo in R
 Journal of Statistical Software
, 2011
"... We introduce MCMCpack (Martin and Quinn 2007), an R package that contains functions to perform Bayesian inference using posterior simulation for a number of statistical models. In addition to code that can be used to fit commonly used models, MCMCpack also contains some useful utility functions, inc ..."
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Cited by 27 (0 self)
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We introduce MCMCpack (Martin and Quinn 2007), an R package that contains functions to perform Bayesian inference using posterior simulation for a number of statistical models. In addition to code that can be used to fit commonly used models, MCMCpack also contains some useful utility functions, including some additional density functions and pseudorandom number generators for statistical distributions, a general purpose Metropolis sampling algorithm, and tools for visualization.
Probabilistic modeling paradigms for audio source separation
 In Machine Audition: Principles, Algorithms and Systems. IGI Global
, 2010
"... Most sound scenes result from the superposition of several sources, which can be separately perceived and analyzed by human listeners. Source separation aims to provide machine listeners with similar skills by extracting the sounds of individual sources from a given scene. Existing separation system ..."
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Cited by 25 (14 self)
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Most sound scenes result from the superposition of several sources, which can be separately perceived and analyzed by human listeners. Source separation aims to provide machine listeners with similar skills by extracting the sounds of individual sources from a given scene. Existing separation systems operate either by emulating the human auditory system or by inferring the parameters of probabilistic sound models. In this chapter, we focus on the latter approach and provide a joint overview of established and recent models, including independent component analysis, local timefrequency models and spectral templatebased models. We show that most models are instances of one of the following two general paradigms: linear modeling or variance modeling. We compare the merits of either paradigm and report objective performance figures. We conclude by discussing promising combinations of probabilistic priors and inference algorithms that could form the basis of future stateoftheart systems.
Model Selection by Normalized Maximum Likelihood
, 2005
"... The Minimum Description Length (MDL) principle is an information theoretic approach to inductive inference that originated in algorithmic coding theory. In this approach, data are viewed as codes to be compressed by the model. From this perspective, models are compared on their ability to compress a ..."
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Cited by 24 (9 self)
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The Minimum Description Length (MDL) principle is an information theoretic approach to inductive inference that originated in algorithmic coding theory. In this approach, data are viewed as codes to be compressed by the model. From this perspective, models are compared on their ability to compress a data set by extracting useful information in the data apart from random noise. The goal of model selection is to identify the model, from a set of candidate models, that permits the shortest description length (code) of the data. Since Rissanen originally formalized the problem using the crude ‘twopart code ’ MDL method in the 1970s, many significant strides have been made, especially in the 1990s, with the culmination of the development of the refined ‘universal code’ MDL method, dubbed Normalized Maximum Likelihood (NML). It represents an elegant solution to the model selection problem. The present paper provides a tutorial review on these latest developments with a special focus on NML. An application example of NML in cognitive modeling is also provided.
Multiple imputation for model checking: Completeddata plots with missing and latent data
 Biometrics
, 2005
"... Summary. In problems with missing or latent data, a standard approach is to first impute the unobserved data, then perform all statistical analyses on the completed dataset—corresponding to the observed data and imputed unobserved data—using standard procedures for completedata inference. Here, we ..."
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Cited by 21 (3 self)
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Summary. In problems with missing or latent data, a standard approach is to first impute the unobserved data, then perform all statistical analyses on the completed dataset—corresponding to the observed data and imputed unobserved data—using standard procedures for completedata inference. Here, we extend this approach to model checking by demonstrating the advantages of the use of completeddata model diagnostics on imputed completed datasets. The approach is set in the theoretical framework of Bayesian posterior predictive checks (but, as with missingdata imputation, our methods of missingdata model checking can also be interpreted as “predictive inference ” in a nonBayesian context). We consider the graphical diagnostics within this framework. Advantages of the completeddata approach include: (1) One can often check model fit in terms of quantities that are of key substantive interest in a natural way, which is not always possible using observed data alone. (2) In problems with missing data, checks may be devised that do not require to model the missingness or inclusion mechanism; the latter is useful for the analysis of ignorable but unknown data collection mechanisms, such as are often assumed in the analysis of sample surveys and observational studies. (3) In many problems with latent data, it is possible to check qualitative features of the model (for example, independence of two variables) that can be naturally formalized with the help of the latent data. We illustrate with several applied examples.
PyMC: Bayesian stochastic modelling in Python
 J. Stat. Softw
, 2010
"... This user guide describes a Python package, PyMC, that allows users to efficiently code a probabilistic model and draw samples from its posterior distribution using Markov chain Monte Carlo techniques. ..."
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Cited by 18 (0 self)
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This user guide describes a Python package, PyMC, that allows users to efficiently code a probabilistic model and draw samples from its posterior distribution using Markov chain Monte Carlo techniques.