Questions tagged [julia]

Julia is a high-level, high-performance dynamic programming language for technical computing, with syntax that is familiar to users of other technical computing environments.

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Bias in unbiased pseudo-marginal estimation

In the Pseudo-marginal Metropolis-Hastings algorithm exact sampling of a posterior distribution is performed when using an unbiased estimate of the marginal likelihood. However, I am having problems ...
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32 views

Multilevel linear modeling, multilevel SEM, and output for documentation using julia

How can hierarchical models such as hierarchical linear models (HLM), hierarchical generalized linear models (HGLM), structural equation modeling (SEM) and multilevel SEM be conducted in julia? I.e. ...
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proposal value between the generated data and the accepted previous proposal

I have a question here that has been confusing me these two days. So in mcmc hasting metropolis if a proposal value was accepted which means tha it's going to be the current value after that ...
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51 views

mathematical difference between two functions used in scaling data and viewing distribution

I am trying to understand the difference between f(x) and g(x) below. I am not a mathematician or statistician, so please bear ...
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1answer
781 views

Coordinate Descent in Ordinary Least Squares not converging

As a warm-up to writing my own elastic net solver, I'm trying to get a fast enough version of ordinary least squares implemented using coordinate descent. So if $b = Ax$, I want to find $x$ that ...
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467 views

QQ-Plots in Julia via Plots.jl? [closed]

I am trying to make QQ-Plots in Julia, but the only solution I could find is this old example using Gadfly. Given that it's being deprecated, I wanted to know if anyone knew of a solution for making ...
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1answer
283 views

Explaining the numbers in a decision tree

Using the famous Iris data set with Julia decision tree classifier I get the following tree. ...
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1answer
2k views

Unexpectedly slow convergence when classifying MNIST digits with a Neural Network

I recently finished my implementation of a multilayer artificial neural network in Julia; I train it with SGD (no momentum, no decay, no regularization, just basic SGD), computing the gradient by ...
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0answers
258 views

JuliaOpt Empirical Likelihood Estimation

I am trying to perform an empirical likelihood estimation in a regression setting using JuliaOpt (Convex or JuMP) and ran into difficulties using either API. The problem: Empirical likelihood for ...
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67 views

Large Sample Properties Least Square Estimator

I am trying to understand the properties of the least squares estimator. In particular the Gauss-Markov theorem states that the estimator is independent from the distribution of the error term. Thus ...
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1answer
463 views

Non-Linear Least Squares Sine Frequency Estimation in julia

I am trying to estimate an artificial non-linear maximum likelihood problem which works fine as long as there is no frequency in a sine function to estimate. I am using julia Optim and Distributions ...
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3answers
916 views

Julia: Taking stock of how it has been doing

I came across a 2012 question that had a very good discussion about Julia as an alternative to R / Python for various types of Statistical Work. Here lies the original Question from 2012 about Julia'...
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21answers
68k views

Does Julia have any hope of sticking in the statistical community?

I recently read a post from R-Bloggers, that linked to this blog post from John Myles White about a new language called Julia. Julia takes advantage of a just-in-time compiler that gives it wicked ...