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...