Parameter Estimation

In statistical or mathematical models our aim is to look at the data and estimate the parameters and uncertainty of those estimations. Generally speaking, looking at a data set, we wish to choose a likelihood/noise/sampling distribution, that fits the data. A distribution requires some parameters, Θ, e.g. a normal distribution (which is a very common error/noise … Continue reading Parameter Estimation


Mixture Distributions and Model Comparison

The following text and code snippets show examples from two books on Bayesian Data Analysis: [1] Kruschke, J. K. (2014). Doing Bayesian data analysis: A tutorial with R, JAGS, and Stan, second edition. Doing Bayesian Data Analysis: A Tutorial with R, JAGS, and Stan, Second Edition. [2] Albert, J., Gentleman, R., Parmigiani, G., & Hornik, K. … Continue reading Mixture Distributions and Model Comparison