Statistics Blog

Introduction Rainier is an interesting new probabilistic programming library for Scala recently open-sourced by Stripe. Probabilistic programming languages provide a computational framework for building and fitting Bayesian models to data. There are many interesting probabilistic programming languages, and there is currently a lot of interesting innovation happening with probabilistic programming languages embedded in strongly typed functional programming languages such as Scala and Haskell. However, most such languages tend to be developed by people lacking expertise in statistics and numerics, leading to elegant, composable languages which work well for toy problems, but don’t scale well to the kinds of practical problems that [...]
Fri, Jun 01, 2018
Source: Darren JW
EvilPlot EvilPlot is a new functional data visualisation library for Scala. Although there are several data viz libraries for Scala, this new library has a nice functional API for producing attractive, flexible, compositional plots which can be rendered in JVM applications and in web applications (via Scala.js). For a quick introduction, see this blog post from one of the library’s creators. For further information, see the official documentation and the github repo. For a quick overview of the kinds of plots that the library is capable of generating, see the plot catalog. The library is designed to produce plots which can be [...]
Fri, May 11, 2018
Source: Darren JW
Introduction In the previous post I discussed how comonads can be useful for structuring certain kinds of scientific and statistical computations. Two of the examples I gave were concerned with the time-evolution of 2-d images. In that post I used Breeze to animate the sequence of computed images. In this post I want to describe an alternative that is better suited to animating an image sequence. Scala-view is a small Scala library for animating a Stream of Images on-screen in a separate window managed by your window manager. It works with both ScalaFX Images (recommended) and Scala Swing/AWT BufferedImages (legacy). The stream [...]
Thu, Mar 01, 2018
Source: Darren JW
Introduction In a previous post I’ve given a brief introduction to monads in Scala, aimed at people interested in scientific and statistical computing. Monads are a concept from category theory which turn out to be exceptionally useful for solving many problems in functional programming. But most categorical concepts have a dual, usually prefixed with “co”, so the dual of a monad is the comonad. Comonads turn out to be especially useful for formulating algorithms from scientific and statistical computing in an elegant way. In this post I’ll illustrate their use in signal processing, image processing, numerical integration of PDEs, and Gibbs [...]
Mon, Jan 22, 2018
Source: Darren JW
Introduction As discussed in the previous post, I’ve recently constructed and delivered a short course on statistical computing with Scala. Much of the course is concerned with writing statistical algorithms in Scala, typically making use of the scientific and numerical computing library, Breeze. Breeze has all of the essential tools necessary for building statistical algorithms, but doesn’t contain any higher level modelling functionality. As part of the course, I walked through how to build a small library for regression modelling on top of Breeze, including all of the usual regression diagnostics (such as standard errors, t-statistics, p-values, F-statistics, etc.). While preparing [...]
Wed, Jun 21, 2017
Source: Darren JW

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