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bio website emakalic.org/blog
location Melbourne, Australia
age
visits member for 2 years, 10 months
seen May 24 '12 at 1:32
stats profile views 59

Mar
2
awarded  Taxonomist
Jul
28
awarded  Yearling
Nov
21
comment Estimating kappa of von Mises distribution
May also want to check out Bayesian Estimation Of The von Mises Concentration Parameter
Jul
29
awarded  Yearling
Apr
13
awarded  Commentator
Apr
13
comment Regularized fit from summarized data: choosing the parameter
You may find the following paper useful: Golub, G. H.; Heath, M. & Wahba, G. Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter. Technometrics, 1979, 21, 215-223. The criterion introduced by Golub et al. does not require any re-sampling.
Apr
4
comment AIC or p-value: which one to choose for model selection?
If your goal is prediction accuracy, you want to use AIC (as it minimises the expected KL divergence between the fitted model and the truth). If you want a consistent model selection procedure (fixed p, growing n), you may use, say, BIC instead. Using p-values in stepwise regression to select hypotheses is definitelly not recommended.
Apr
3
comment Fisher information in a hierarchical model
A lower bound for the Fisher information in this case is $1/(1+2c^2)$. Is it possible to get a tighter uppper bound on the Fisher information than the general $1 + 1/c^2$?
Mar
28
awarded  Student
Mar
28
asked Fisher information in a hierarchical model
Mar
19
awarded  Nice Answer
Mar
8
comment How to generate uniformly distributed points on the surface of the 3-d unit sphere?
I dont have the paper on me, but this page seems to describe the algorithm (and several others) mlahanas.de/Math/nsphere.htm
Mar
8
answered How to generate uniformly distributed points on the surface of the 3-d unit sphere?
Feb
22
comment Can the standard deviation be calculated for harmonic mean?
The paper "Inverted Distributions" by E. L. Lehmann and Juliet Popper Shaffer is an interesting read regarding distributions of inverted random variables.
Feb
22
awarded  Editor
Feb
22
revised Can the standard deviation be calculated for harmonic mean?
fixed latex math display
Feb
21
answered Can the standard deviation be calculated for harmonic mean?
Dec
16
comment Testing if a coin is fair
I suggest you have a look at "L. D. Brown, T. T. Cai and A. DasGupta, Interval Estimation for a Binomial Proportion, Statistical Science, Vol. 16, pp. 101-117, 2001". It includes a very nice discussion of interval estimation for the Binomial distribution.
Nov
29
comment Lasso fitting by coordinate descent: open-source implementations?
I only have an implementation of the Bayesian LASSO for linear regression and the LASSO for logistic regression currently uploaded. Appologies.
Nov
29
answered Lasso fitting by coordinate descent: open-source implementations?