In regression analysis, a common problem is to decide on the right functional form of the fitted model. On the one hand, we would like to make the model as flexible as possible so that it can adjust itself bias-free to the true data-generating process. On the other hand, the more freedom we give the…
This is a somewhat belated introduction of a package that we published on CRAN at the beginning of the year already, but I hadn’t found the time to blog about this earlier. In the R environment and beyond, a large number of packages exist that estimate posterior distributions via MCMC sampling, either for specific statistical models (e.g.…
As I said before, I firmly side with Andrew Gelman (see e.g. here) in that model checking is dangerously neglected in Bayesian practice. The philosophical criticism against “rejecting” models (double-using data etc. etc.) is all well, but when using Bayesian methods in practice, I see few sensible alternatives to residual checks (both guessing a model and…
For a few years now, Jörn Pagel, Joseph Chipperfield, Björn Reineking (in the beginning) and I have been teaching an introductory summer school in Bayesian statistics. In previous years, we were in Bayreuth 2011 Bayreuth 2012, Göttingen 2013, Freiburg 2013 and Bergen 2014. This year, we will be again in Lygra, a beautiful field station…
The central quantity in Bayesian inference, the posterior, can usually not be calculated analytically, but needs to be estimated by numerical integration, which is typically done with a Monte-Carlo algorithm. The three main algorithm classes for doing so are Rejection sampling Markov-Chain Monte Carlo (MCMC) sampling Sequential Monte Carlo (SMC) sampling I have previously given…
Two events I’m involved in that may be interesting for people that work on connecting process-based vegetation models to data. Both are organized through CA 1304 PROFOUND, and fully funded by COST: There will be a training school on Bayesian calibration, forecasting and multi-model predictions of process-based vegetation models in Rencurel / Grenoble, France, 12.-16.…
As announced a while ago, we had moved our now already traditional summer school in Bayesian Statistics to Bergen, Norway this year. Maybe fitting for such a course, the weather turned out to be very different from the long-term frequency, in what must be the upper 1% quantile of sun intensity for the region at…
Approximate Bayesian Computation (ABC) is an umbrella term for a class of algorithms and ideas that allow performing an approximate estimation of the likelihood / posterior for stochastic simulation models when the likelihood cannot be explicitly calculated (intractable likelihood). To give you the idea in a nutshell: to approximate the likelihood, consider that for a…
Since a few years, various subsamples of Jörn Pagel, Joseph Chipperfield, Björn Reineking and I have been teaching an introductory summer school in Bayesian statistics. In previous years, we were in Bayreuth 2011 Bayreuth 2012, Göttingen 2013 and Freiburg 2013. This year, we will be in a beautiful field station close to Bergen, Norway. The…
Yesterday, I gave my first webinar, or online lecture if you want. The occasion was that a few people from another university asked me if I could give an introductory lecture about Bayesian statistics, and because traveling would have cost me a full day, I suggested doing a “virtual visit” instead. It’s a funny coincidence…
… but does “model-free” forecasting really outperform the “true” model? I’ve been busy in the last while, which is both the reason why it has been quiet on this blog and why I didn’t manage to write earlier about a note that we submitted three weeks ago to the arXiv. The note responds to a…
A comment on a recent post gave me the motivation to try out the new EasyABC package for R, developed by Franck Jabot, Thierry Faure, Nicolas Dumoulin and maintained by Nicolas Dumoulin. Approximate Bayesian Computation (ABC) is a relatively new method that allows treating any stochastic model (IBM, stochastic population model, …) in a statistical…
It seems that the final publication of our special issue on species distribution models and the niche is drawing nearer, and to bridge the time for the (admittedly, probably sizable) group of those are checking their RSS feeds daily in expectation of this event, I would like to highlight three other papers of this special…
I said this before: it’s fascinating to see phylogenetic and phylogeographic methods being applied to linguistic and anthropological studies. A new example of that is a paper in Science, “Mapping the Origins and Expansion of the Indo-European Language Family” led by Remco Bouckaert that came out today. They use BEAST with basic vocabulary data from…
Our new perspective paper on “Connecting dynamic vegetation models to data – an inverse perspective” is now available online at the Journal of Biogeography (see also this post by my coauthor James Dyke). The paper is a part of a special issue on distribution models “The ecological niche as a window to biodiversity” that will…
As last year, we’ll do a summer school on Bayesian modeling in Bayreuth. See the invitation below, and feel free to circulate widely!!! Motivation Statistical modeling with Bayesian methods has become increasingly popular in ecology, but the techniques required for doing so are not part of the standard curriculum in most Universities. Our aim for…
Approximate Bayesian Computing and similar techniques, which are based on calculating approximate likelihood values based on samples from a stochastic simulation model, have attracted a lot of attention in the last years, owing to their promise to provide a general statistical technique for stochastic processes of any complexity, without the limitations that apply to “traditional”…
Last week, I gave a seminar about MCMC chain analysis and convergence diagnostics with coda in R, and I thought a summary would make a nice post. Note: this post is about checking the convergence of the MCMC – a more recent post explains how to check the adequacy of model assumptions in a Bayesian…
I want to highlight two interesting papers coming out last week in the field of phylogenetics and evolution. The first is a paper by Nagalingum et al. who use fossil-calibrated molecular phylogenies to examine the diversification of cycads, and ancient lineage of woody plants. The cycad record dates back at least to the early Permian…
NOTE: these instructions are outdated, an update has been posted here. WinBugs and its open source counterpart OpenBugs are the most commonly used software packages for evaluating the posterior distribution of a Bayesian model by means of a Markov Chain Monte Carlo algorithm (see e.g. my previous post for more details on MCMC algorithms). WinBugs…
theoretical ecology 