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.

Filter by
Sorted by
Tagged with
0 votes
0 answers
26 views

How is highest posterior density interval estimated in this code snippet?

I found the following (Julia) implementation for estimating the highest posterior density interval from a posterior sample (link). Below, I turn it into pseudocode for simplicity. ...
user avatar
1 vote
0 answers
19 views

Agent based modeling: binding 2 agents together to form a H2 molecule in NetLogo (or Agents.jl)? [closed]

Note: I got the message: This question appears to be off-topic because it is not about probability, statistics, machine learning, data analysis, data mining, or data visualization. Agent based ...
user avatar
  • 111
0 votes
0 answers
59 views

How to formulate probability P(X) into a logistic regression?

This might be quite basic but I'm struggling. I'm trying to take a published ecological model and implement it in the Turing.jl package using Julia. Say I have a ...
user avatar
0 votes
0 answers
29 views

Cox process (doubly stochastic NHHP) simulation

I want to simulate a Cox process to model demand for booking requests at an airline, where the arrival intensity at time $t$ has gamma distribution (see Weatherford, L. R., Bodily, S. E., & ...
user avatar
1 vote
1 answer
67 views

Find first Principal Component (and loading) using a fast iterative algorithm without covariance matrix

I have a matrix $X$ and I would like to find its first principal component and the corresponding loadings. I would like to do this without computing the covariance matrix of $X$. How can I do so? This ...
user avatar
2 votes
0 answers
34 views

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 ...
user avatar
  • 526
1 vote
0 answers
14 views

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 ...
user avatar
2 votes
0 answers
58 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 ...
user avatar
1 vote
1 answer
912 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 ...
user avatar
  • 71
4 votes
0 answers
560 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 ...
user avatar
4 votes
1 answer
314 views

Explaining the numbers in a decision tree

Using the famous Iris data set with Julia decision tree classifier I get the following tree. ...
user avatar
  • 165
1 vote
1 answer
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 ...
user avatar
  • 93
3 votes
0 answers
286 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 ...
user avatar
  • 253
2 votes
0 answers
80 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 ...
user avatar
  • 253
3 votes
1 answer
518 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 ...
user avatar
  • 253
20 votes
3 answers
947 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'...
167 votes
21 answers
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 ...