Computer Intensive Statistics STAT:7400
Total Page:16
File Type:pdf, Size:1020Kb

Load more
Recommended publications
-
Emacs Speaks Statistics (ESS): a Multi-Platform, Multi-Package Intelligent Environment for Statistical Analysis
Emacs Speaks Statistics (ESS): A multi-platform, multi-package intelligent environment for statistical analysis A.J. Rossini Richard M. Heiberger Rodney A. Sparapani Martin Machler¨ Kurt Hornik ∗ Date: 2003/10/22 17:34:04 Revision: 1.255 Abstract Computer programming is an important component of statistics research and data analysis. This skill is necessary for using sophisticated statistical packages as well as for writing custom software for data analysis. Emacs Speaks Statistics (ESS) provides an intelligent and consistent interface between the user and software. ESS interfaces with SAS, S-PLUS, R, and other statistics packages under the Unix, Microsoft Windows, and Apple Mac operating systems. ESS extends the Emacs text editor and uses its many features to streamline the creation and use of statistical software. ESS understands the syntax for each data analysis language it works with and provides consistent display and editing features across packages. ESS assists in the interactive or batch execution by the statistics packages of statements written in their languages. Some statistics packages can be run as a subprocess of Emacs, allowing the user to work directly from the editor and thereby retain a consistent and constant look- and-feel. We discuss how ESS works and how it increases statistical programming efficiency. Keywords: Data Analysis, Programming, S, SAS, S-PLUS, R, XLISPSTAT,STATA, BUGS, Open Source Software, Cross-platform User Interface. ∗A.J. Rossini is Research Assistant Professor in the Department of Biostatistics, University of Washington and Joint Assis- tant Member at the Fred Hutchinson Cancer Research Center, Seattle, WA, USA mailto:[email protected]; Richard M. -
XLISP-STAT a Statistical Environment Based on the XLISP Language (Version 2.0)
I XLISP-STAT A Statistical Environment Based on the XLISP Language (Version 2.0) by Luke Tierney l.5i1 University of Minnesota School of Statistics Technical Report Number 528 July 1989 Contents Preface .. 3 1 Starting and Finishing 6 2 Introduction to Basics 8 2.1 Data ........ 8 2.2 The Listener and the Evaluator . 8 3 Elementary Statistical Operations 11 3.1 First Steps ......... 11 3.2 Summary Statistics and Plots 12 3.3 Two Dimensional Plots 16 3.4 Plotting Functions ..... 19 4 More on Generating and Modifying Data 20 4.1 Generating Random Data . 20 4.2 Generating Systematic Data . 20 4.3 Forming Subsets and .Deleting Cases 21 4.4 Combining Several Lists 22 4.5 Modifying Data . 22 5 Some Useful Shortcuts 24 5.1 Getting Help . 24 5.2 Listing and Undefining Variables .. 26 5.3 More on the XLISP-STAT Listener .. 26 5 .4 Loading Files . 28 5.5 Saving Your Work ..... 28 5.6 The XLISP-STAT Editor 29 5.7 Reading Data Files .. 29 5.8 User Initialization File 29 6 More Elaborate Plots 30 6.1 Spinning Plots . ..... 30 6.2 Scatterplot Matrices • It ••••• 32 6.3 Interacting with Individual Plots 35 6.4 Linked Plots ....... 35 6.5 Modifying a Scatter Plot . 36 6.6 Dynamic Simulations . 39 7 Regression 42 8 Defining Your Own Functions and Methods 47 8.1 Defining Functions .... 47 8.2 Anonymous Functions .. 48 8.3 Some Dynamic Simulations 48 8.4 Defining Methods . 51 8.5 Plot Methods . 52 9 Matrices and Arrays 53 10 Nonlinear Regression 54 1 11 One Way ANOVA 57 12 Maximization and Maximum Likeliho~d Estimation 58 13 Approximate Bayesian Computations 61 A XLISP-STAT on UNIX Systems 68 A.1 XLISP-STAT Under the X11 Window System. -
Sampling Methods (Gatsby ML1 2017)
Probabilistic & Unsupervised Learning Sampling Methods Maneesh Sahani [email protected] Gatsby Computational Neuroscience Unit, and MSc ML/CSML, Dept Computer Science University College London Term 1, Autumn 2017 Both are often intractable. Deterministic approximations on distributions (factored variational / mean-field; BP; EP) or expectations (Bethe / Kikuchi methods) provide tractability, at the expense of a fixed approximation penalty. An alternative is to represent distributions and compute expectations using randomly generated samples. Results are consistent, often unbiased, and precision can generally be improved to an arbitrary degree by increasing the number of samples. Sampling For inference and learning we need to compute both: I Posterior distributions (on latents and/or parameters) or predictive distributions. I Expectations with respect to these distributions. Deterministic approximations on distributions (factored variational / mean-field; BP; EP) or expectations (Bethe / Kikuchi methods) provide tractability, at the expense of a fixed approximation penalty. An alternative is to represent distributions and compute expectations using randomly generated samples. Results are consistent, often unbiased, and precision can generally be improved to an arbitrary degree by increasing the number of samples. Sampling For inference and learning we need to compute both: I Posterior distributions (on latents and/or parameters) or predictive distributions. I Expectations with respect to these distributions. Both are often intractable. An alternative is to represent distributions and compute expectations using randomly generated samples. Results are consistent, often unbiased, and precision can generally be improved to an arbitrary degree by increasing the number of samples. Sampling For inference and learning we need to compute both: I Posterior distributions (on latents and/or parameters) or predictive distributions. -
Slice Sampling for General Completely Random Measures
Slice Sampling for General Completely Random Measures Peiyuan Zhu Alexandre Bouchard-Cotˆ e´ Trevor Campbell Department of Statistics University of British Columbia Vancouver, BC V6T 1Z4 Abstract such model can select each category zero or once, the latent categories are called features [1], whereas if each Completely random measures provide a princi- category can be selected with multiplicities, the latent pled approach to creating flexible unsupervised categories are called traits [2]. models, where the number of latent features is Consider for example the problem of modelling movie infinite and the number of features that influ- ratings for a set of users. As a first rough approximation, ence the data grows with the size of the data an analyst may entertain a clustering over the movies set. Due to the infinity the latent features, poste- and hope to automatically infer movie genres. Cluster- rior inference requires either marginalization— ing in this context is limited; users may like or dislike resulting in dependence structures that prevent movies based on many overlapping factors such as genre, efficient computation via parallelization and actor and score preferences. Feature models, in contrast, conjugacy—or finite truncation, which arbi- support inference of these overlapping movie attributes. trarily limits the flexibility of the model. In this paper we present a novel Markov chain As the amount of data increases, one may hope to cap- Monte Carlo algorithm for posterior inference ture increasingly sophisticated patterns. We therefore that adaptively sets the truncation level using want the model to increase its complexity accordingly. auxiliary slice variables, enabling efficient, par- In our movie example, this means uncovering more and allelized computation without sacrificing flexi- more diverse user preference patterns and movie attributes bility. -
Spatial Tools for Econometric and Exploratory Analysis
Spatial Tools for Econometric and Exploratory Analysis Michael F. Goodchild University of California, Santa Barbara Luc Anselin University of Illinois at Urbana-Champaign http://csiss.org Outline ¾A Quick Tour of a GIS ¾Spatial Data Analysis ¾CSISS Tools Spatial Data Analysis Principles: 1. Integration ¾Linking data through common location the layer cake ¾Linking processes across disciplines spatially explicit processes e.g. economic and social processes interact at common locations 2. Spatial analysis ¾Social data collected in cross- section longitudinal data are difficult to construct ¾Cross-sectional perspectives are rich in context can never confirm process though they can perhaps falsify useful source of hypotheses, insights 3. Spatially explicit theory ¾Theory that is not invariant under relocation ¾Spatial concepts (location, distance, adjacency) appear explicitly ¾Can spatial concepts ever explain, or are they always surrogates for something else? 4. Place-based analysis ¾Nomothetic - search for general principles ¾Idiographic - description of unique properties of places ¾An old debate in Geography The Earth's surface ¾Uncontrolled variance ¾There is no average place ¾Results depend explicitly on bounds ¾Places as samples ¾Consider the model: y = a + bx Tract Pop Location Shape 1 3786 x,y 2 2966 x,y 3 5001 x,y 4 4983 x,y 5 4130 x,y 6 3229 x,y 7 4086 x,y 8 3979 x,y Iij = EiAjf (dij) / ΣkAkf (dik) Aj d Ei ij Types of Spatial Data Analysis ¾ Exploratory Spatial Data Analysis • exploring the structure of spatial data • determining -
Paquetes Estadísticos Con Licencia Libre (I) Free Statistical
2013, Vol. 18 No 2, pp. 12-33 http://www.uni oviedo.es/reunido /index.php/Rema Paquetes estadísticos con licencia libre (I) Free statistical software (I) Carlos Carleos Artime y Norberto Corral Blanco Departamento de Estadística e I. O. y D.M.. Universidad de Oviedo RESUMEN El presente artículo, el primero de una serie de trabajos, presenta un panorama de los principales paquetes estadísticos disponibles en la actualidad con licencia libre, entendiendo este concepto a partir de los grandes proyectos informáticos así autodefinidos que han cristalizado en los últimos treinta años. En esta primera entrega se presta atención fundamentalmente al programa R. Palabras clave : paquetes estadísticos, software libre, R. ABSTRACT This article, the first in a series of works, presents an overview of the major statistical packages available today with free license, understanding this concept from the large computer and self-defined projects that have crystallized in the last thirty years. In this first paper we pay attention mainly to the program R. Keywords : statistical software, free software, R. Contacto: Norberto Corral Blanco Email: [email protected] . 12 Revista Electrónica de Metodología Aplicada (2013), Vol. 18 No 2, pp. 12-33 1.- Introducción La palabra “libre” es usada, y no siempre de manera adecuada, en múltiples campos de conocimiento así que la informática no iba a ser una excepción. La palabra es especialmente problemática porque su traducción al inglés, “free”, es aun más polisémica, e incluye el concepto “gratis”. En 1985 se fundó la Free Software Foundation (FSF) para defender una definición rigurosa del sófguar libre. La propia palabra “sófguar” (del inglés “software”, por oposición a “hardware”, quincalla, aplicado al soporte físico de la informática) es en sí misma problemática. -
High Dimensional Data Analysis Via the SIR/PHD Approach
High dimensional data analysis via the SIR/PHD approach April 6, 2000 Preface Dimensionality is an issue that can arise in every scientific field. Generally speaking, the difficulty lies on how to visualize a high dimensional function or data set. This is an area which has become increasingly more important due to the advent of computer and graphics technology. People often ask : “How do they look?”, “What structures are there?”, “What model should be used?” Aside from the differences that underly the various scientific con- texts, such kind of questions do have a common root in Statistics. This should be the driving force for the study of high dimensional data analysis. Sliced inverse regression(SIR) and principal Hessian direction(PHD) are two basic di- mension reduction methods. They are useful for the extraction of geometric information underlying noisy data of several dimensions - a crucial step in empirical model building which has been overlooked in the literature. In this Lecture Notes, I will review the theory of SIR/PHD and describe some ongoing research in various application areas. There are two parts. The first part is based on materials that have already appeared in the literature. The second part is just a collection of some manuscripts which are not yet published. They are included here for completeness. Needless to say, there are many other high dimensional data analysis techniques (and we may encounter some of them later on) that should deserve more detailed treatment. In this complex field, it would not be wise to anticipate the existence of any single tool that can outperform all others in every practical situation. -
Pl a N a Ss E Ss De V Elo P E X P Lo R E R E S E a Rc H B U Ild C O N Ta C T P
PLAN ACTION VERBS Use consistent verb tense (generally past tense). Start phrases with descriptive action verbs. Supply quantitative data whenever possible. Adapt terminology to include key words. Incorporate action verbs with keywords and current “hot” topics, programs, tools, testing terms, and instrumentation to develop concise, yet highly descriptive phrases. Remember that résumés are scanned for such words, so do everything possible to incorporate important phraseology and current keywords into your résumé. ASSESS From What Color is Your Parachute, Richard Bolles, 2005 achieved delivered founded motivated resolved adapted detailed gathered navigated responded analyzed detected generated operated restored arbitrated determined guided perceived retrieved DEVELOP ascertained devised hypothesized persuaded reviewed assessed diagnosed identified piloted risked attained discovered illustrated predicted scheduled audited displayed implemented problem-solved selected built dissected improvised proofread served collected distributed influenced projected shaped conceptualized diverted initiated promoted summarized EXPLORE compiled eliminated innovated publicized supplied computed enforced inspired purchased surveyed conducted established installed reasoned synthesized conserved evaluated integrated recommended taught consolidated examined investigated referred tested constructed expanded maintained rehabilitated transcribed consulted experimented mediated rendered trouble-shot controlled expressed mentored reported tutored RESEARCH counseled -
Efficient Sampling for Gaussian Linear Regression with Arbitrary Priors
Efficient sampling for Gaussian linear regression with arbitrary priors P. Richard Hahn ∗ Arizona State University and Jingyu He Booth School of Business, University of Chicago and Hedibert F. Lopes INSPER Institute of Education and Research May 18, 2018 Abstract This paper develops a slice sampler for Bayesian linear regression models with arbitrary priors. The new sampler has two advantages over current approaches. One, it is faster than many custom implementations that rely on auxiliary latent variables, if the number of regressors is large. Two, it can be used with any prior with a density function that can be evaluated up to a normalizing constant, making it ideal for investigating the properties of new shrinkage priors without having to develop custom sampling algorithms. The new sampler takes advantage of the special structure of the linear regression likelihood, allowing it to produce better effective sample size per second than common alternative approaches. Keywords: Bayesian computation, linear regression, shrinkage priors, slice sampling ∗The authors gratefully acknowledge the Booth School of Business for support. 1 1 Introduction This paper develops a computationally efficient posterior sampling algorithm for Bayesian linear regression models with Gaussian errors. Our new approach is motivated by the fact that existing software implementations for Bayesian linear regression do not readily handle problems with large number of observations (hundreds of thousands) and predictors (thou- sands). Moreover, existing sampling algorithms for popular shrinkage priors are bespoke Gibbs samplers based on case-specific latent variable representations. By contrast, the new algorithm does not rely on case-specific auxiliary variable representations, which allows for rapid prototyping of novel shrinkage priors outside the conditionally Gaussian framework. -
Emacs Speaks Statistics: One Interface — Many Programs
DSC 2001 Proceedings of the 2nd International Workshop on Distributed Statistical Computing March 15-17, Vienna, Austria http://www.ci.tuwien.ac.at/Conferences/DSC-2001 K. Hornik & F. Leisch (eds.) ISSN 1609-395X Emacs Speaks Statistics: One Interface | Many Programs Richard M. Heiberger∗ Abstract Emacs Speaks Statistics (ESS) is a user interface for developing statisti- cal applications and performing data analysis using any of several powerful statistical programming languages: currently, S, S-Plus, R, SAS, XLispStat, Stata. ESS provides a common editing environment, tailored to the grammar of each statistical language, and similar execution environments, in which the statistical program is run under the control of Emacs. The paper discusses the capabilities and advantages of using ESS as the primary interface for sta- tistical programming, and the design issues addressed in providing a common interface for differently structured languages on different computational plat- forms. 1 Introduction Complex statistical analyses require multiple computational tools, each targeted for a particular statistical analysis. The tools are usually designed with the assump- tion of a specific style of interaction with the software. When tools with conflicting styles are chosen, the interference can partially negate the efficiency gain of using appropriate tools. ESS (Emacs Speaks Statistics) [7] provides a single interface to most of the tools that a statistician is likely to use and therefore mitigates many of the incompatibility issues. ESS provides a -
Statistical Inference for Apparent Populations Author(S): Richard A
Statistical Inference for Apparent Populations Author(s): Richard A. Berk, Bruce Western and Robert E. Weiss Source: Sociological Methodology, Vol. 25 (1995), pp. 421-458 Published by: American Sociological Association Stable URL: https://www.jstor.org/stable/271073 Accessed: 24-08-2019 15:58 UTC JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact [email protected]. Your use of the JSTOR archive indicates your acceptance of the Terms & Conditions of Use, available at https://about.jstor.org/terms American Sociological Association is collaborating with JSTOR to digitize, preserve and extend access to Sociological Methodology This content downloaded from 160.39.33.163 on Sat, 24 Aug 2019 15:58:49 UTC All use subject to https://about.jstor.org/terms STATISTICAL INFERENCE FOR APPARENT POPULATIONS Richard A. Berk* Bruce Westernt Robert E. Weiss* In this paper we consider statistical inference for datasets that are not replicable. We call these datasets, which are common in sociology, apparent populations. We review how such data are usually analyzed by sociologists and then suggest that perhaps a Bayesian approach has merit as an alternative. We illustrate our views with an empirical example. 1. INTRODUCTION It is common in sociological publications to find statistical inference applied to datasets that are not samples in the usual sense. For the substantive issues being addressed, the data on hand are all the data there are. -
Quantian: a Single-System Image Scientific Cluster Computing
Quantian: A single-system image scientific cluster computing environment Dirk Eddelbuettel, Ph.D. B of A, and Debian [email protected] Presentation at the Extreme Linux SIG at USENIX 2004 in Boston, July 2, 2004 Quantian: A single-system image scientific cluster computing environment – p. 1 Introduction Quantian is a directly bootable and self-configuring Linux sytem that runs from a compressed dvd image. Quantian offers zero-configuration cluster computing using openMosix. Quantian can boot ’thin clients’ directly via PXE in an ’openmosixterminalserver’ setting. Quantian contains around 1gb of additional ’quantitative’ software: scientific, numerical, statistical, engineering, ... Quantian also contains tools of general usefulness such as editors, programming languages, a very complete latex suite, two ’office’ suites, networking tools and multimedia apps. Quantian: A single-system image scientific cluster computing environment – p. 2 Family tree overview Quantian is based on clusterKnoppix, which extends Knoppix with an openMosix-enabled kernel and applications (chpox, gomd, tyd, ....), kernel modules and security patches. ClusterKnoppix extends Knoppix, an impressive ’linux on a cdrom’ system which puts 2.3gb of software onto a cdrom along with the very best auto-detection and configuration. Knoppix is based on Debian, a Linux distribution containing over 6000 source packages available for 10 architectures (such as i386, alpha, ia64, amd64, sparc or s390) produced by hundreds of individuals from across the globe. Quantian: A single-system image scientific cluster computing environment – p. 3 Family tree: Debian ’Linux the Linux way’: made by volunteers (some now with full-time backing) from across the globe. Focus on very high technical standards with rigorous policy and reference documents.