Tagged "factor analysis"

Hey! I’ve just released a package on Github called SBGLM, which stands for Sparse Bayes Generalized Linear Models. The purpose of this package is mainly a way to store a lot of code that I have rotting in my laptop, which I think is relevant and useful. The models will follow the Bayesian tradition of the “spike-and-slab” prior for sparsity (Mitchell and Beauchamp 1988), so do not expect to see the so called “Bayesian Lasso” here because it doesn’t work. The idea is that, as time permits, I will be adding more models to the package.

It’s crazy how fast this first term went by! But I loved it. The Department of Statistics at UBC is insanely awesome. The people are the best, from students to faculty and staff. The academic environment is very stimulating, especially in my area of interest, with lots of active reading groups and frequent seminars related to Bayesian Statistics, Probabilistic Models and Statistical Learning. We even had the privilege of attending a talk by the expert in Hamiltonian Monte Carlo Michael Betancourt. We also have lots of interaction with people from Frank Wood’s group at the CS department. And finally, the UBC Vancouver campus is so beautiful! Definitely worth a visit if you happen to be in the city (which also deserves to be visited in itself!).