Bayesian Mixer on Meetup

We had our first successful Bayesian Mixer Meetup last Friday night at the Artillery Arms! We expected about 15 - 20 people to turn up, whe...

First Bayesian Mixer Meeting in London

There is a nice pub between Bunhill Fields and the Royal Statistical Society in London: The Artillery Arms. Clearly, the perfect place to br...

Loss Developments via Growth Curves and Stan

Last week I posted a biological example of fitting a non-linear growth curve with Stan / RStan . Today, I want to apply a similar approach ...

Bayesian regression models using Stan in R

It seems the summer is coming to end in London, so I shall take a final look at my ice cream data that I have been playing around with to pr...

Posterior predictive output with Stan

I continue my Stan experiments with another insurance example. Here I am particular interested in the posterior predictive distribution fro...

Hello Stan!

In my previous post I discussed how Longley-Cook, an actuary at an insurance company in the 1950's, used Bayesian reasoning to estimate...

Predicting events, when they haven't happened yet

Suppose you have to predict the probabilities of events which haven't happened yet. How do you do this? Here is an example from the 1950...

Extended Kalman filter example in R

Last week's post about the Kalman filter focused on the derivation of the algorithm. Today I will continue with the extended Kalman fil...

Kalman filter example visualised with R

At the last Cologne R user meeting Holger Zien gave a great introduction to dynamic linear models (dlm). One special case of a dlm is the ...

Notes from the Kölner R meeting, 12 December 2014

Last week's Cologne R user group meeting was the best attended so far, and it was a remarkable event - I believe not a single line of R ...

Measuring temperature with my Arduino

It is really getting colder in London - it is now about 5°C outside. The heating is on and I have got better at measuring the temperature at...

How cold is it? A Bayesian attempt to measure temperature

It is getting colder in London, yet it is still quite mild considering that it is late November. Well, indoors it still feels like 20°C (68°...

Hit and run. Think Bayes!

At the R in Insurance conference Arthur Charpentier gave a great keynote talk on Bayesian modelling in R . Bayes' theorem on condition...

Binomial testing with buttered toast

Rasmus' post of last week on binomial testing made me think about p-values and testing again. In my head I was tossing coins, thinking ...

Not only verbs but also believes can be conjugated

Following on from last week, where I presented a simple example of a Bayesian network with discrete probabilities to predict the number of ...

Predicting claims with a Bayesian network

Here is a little Bayesian Network to predict the claims for two different types of drivers over the next year, see also example 16.15 in [1]...