Publications by Corey Chivers
General Bayesian estimation using MHadaptive
If you can write the likelihood function for your model, MHadaptive will take care of the rest (ie. all that MCMC business). I wrote this R package to simplify the estimation of posterior distributions of arbitrary models. Here’s how it works: 1) Define your model (ie the likelihood * prior). In this example, lets build a simple linear regressi...
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Gauging Interest in a Montreal R User Group
Some of us over at McGill’s Biology Graduate Student Association have been developing and delivering R/Statistics workshops over the last few years. Through invited graduate students and faculty, we have tackled everything from multi-part introductory workshops to get your feet wet, to special topics such as GLMs, GAMs, Multi-model inference,...
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Visualising the Metropolis-Hastings algorithm
In a previous post, I demonstrated how to use my R package MHadapive to do general MCMC to estimate Bayesian models. The functions in this package are an implementation of the Metropolis-Hastings algorithm. In this post, I want to provide an intuitive way to picture what is going on ‘under the hood’in this algorithm. The main idea is to dra...
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Montreal R workshop on Causal Inference
Monday, March 05, 2012 14h-16h N4/17 Stewart Biology Building, McGill University Prof. Bill Shipley from Université de Sherbrooke Topics Structural equation modelling Graphical models for understanding causal analysis Testing for goodness of fit of causal models This workshop is organized by the BGSA and is free to attend. Arrive early to ...
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Montreal R workshop: Plyr, reshape and other data manipulation goodies
March 12, 2012 14h-16h N4/17 Stewart Biology Building, McGill University Étienne Low-Decarie, McGill University This workshop is organized by the BGSA and is free of charge (!), but space is limited. Register early to ensure your spot! From Étienne: Ever want to split your data according to factors, apply a function on each part and combine ...
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π Day Special! Estimating π using Monte Carlo
In honour of π day (03.14 – can’t wait until 2015~) , I thought I’d share this little script I wrote a while back for an introductory lesson I gave on using Monte Carlo methods for integration. The concept is simple – we can estimate the area of an object which is inside another object of known area by drawing many points at random in th...
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Montreal R Workshop: Likelihood Methods and Model Selection
Monday, March 19, 2012 14h-16h, Stewart Biology N4/17 Corey Chivers, McGill University Department of Biology This workshop will introduce participants to the likelihood principal and its utility in statistical inference. By learning how to formalize models through their likelihood function, participants will learn how to confront these model...
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Montreal R Workshop: Introduction to Bayesian Methods
Monday, March 26, 2012 14h-16h, Stewart Biology N4/17 Corey Chivers, Department of Biology McGill University This is a meetup of the Montreal R User Group. Be sure to join the group and RSVP. More information about the workshop here. Topics Why would we want to be Bayesian in the first place? In this workshop we will examine the types of qu...
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Montreal R Workshop: Quantile Regression
Stewart Biology Building, McGill University (Rm N4/17) Monday, April 24, 2012 14h-16h Dr. Arthur Charpentier (UQàM) In this workshop we will examine difference concepts related to quantiles, and practical issues based on R codes. This workshop will present quantile regression, and the idea of iterative least square estimation. It will present...
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Insights into Quantile Regression from Arthur Charpentier
At this Monday’s Montreal R User Group meeting, Arthur Charpentier gave an interesting talk on the subject of quantile regression. One of the main messages I took away from the workshop was that quantile regression can be used to determine if extreme events are becoming more extreme. The example given was hurricane intensity since 1978. It may ...
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