Rarely Updated Blog

Better discrete choice modeling through the rank ordered logit

Or- a mathematically correct model of a psychologically coherent concept

discrete choice

Bayes

Jim Savage calls the MaxDiff model of discrete choice a “mathematically incorrect model of a psychologically incoherent concept”¹.

Who Forms Voting Habits?

Evidence from Florida

Causal Inference

This is a draft of a paper I wrote in grad school on whether formation of voting habits exhibits any heterogeneity by race, party, or gender, using data from the Florida…

My talk on Regularized Raking at NYOSPM

surveys

weighting

I recently gave a talk on Regularized Raking at the New York Open Statistical Programming Meetup.

Variational Inference for MRP with Reliable Posterior Distributions

Part 7- Putting it all together

MRP

Variational Inference

Note: Since writing this post, Pathfinder (described below as well in Section 5) has become available in CmdStan, which poses a problem for this concluding post to the series.

Variational Inference for MRP with Reliable Posterior Distributions

Part 6- Diagnostics

MRP

Variational Inference

Diagnostics

This is section 6 in my series on using Variational Inference to speed up relatively complex Bayesian models like Multilevel Regression and Poststratification without the…

Variational Inference for MRP with Reliable Posterior Distributions

Part 5- Normalizing Flows

MRP

Variational Inference

Normalizing Flows

This is section 5 in my series on using Variational Inference to speed up relatively complex Bayesian models like Multilevel Regression and Poststratification without the…

Variational Inference for MRP with Reliable Posterior Distributions

Part 4- Importance Sampling

MRP

Variational Inference

This is section 4 in my series on using Variational Inference to speed up relatively complex Bayesian models like Multilevel Regression and Poststratification without the…

Variational Inference for MRP with Reliable Posterior Distributions

Part 3- Alternatives to KL Divergence

MRP

Variational Inference

Note: I’ve gotten a lot more pessimistic about how generally useful the alternatives to simple KL-Divergence are on their own since writing this post. I still think these…

Variational Inference for MRP with Reliable Posterior Distributions

Part 2- The errors of our ways

MRP

Variational Inference

This is the second post in my series on using Variational Inference to speed up relatively complex Bayesian models like Multilevel Regression and Poststratification without…

Variational Inference for MRP with Reliable Posterior Distributions

Introductions- things to do, places to be

MRP

BART

Variational Inference

This post introduces a series I intend to write, exploring using Variational Inference to massively speed up running complex survey estimation models like variants of Multile…

Predicting race part 1- Bayes’ rule method and extensions

From Old Website

Race is a defining part of political identity in the United States, and so it should be no surprise that accurately modeling race can be beneficial for many political…