Pinkney’s Sufficient Stats

The Hyper-Tanh Peel: A Novel Parameterization for Unit Vectors

stan

parameterizations

Parameterizing unit vectors (points on a hypersphere \(S^{K-1}\)) in Bayesian models presents unique challenges.

Quantile Regressions in Stan: Part III

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quantile

This is part III of the quantile regression series. Part I and part II show the Bayesian quantile regression using the asymmetric Laplace distribution, augmented scheme, and…

Quantile Regressions in Stan: Part II

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quantile

Part I showed the basic Bayesian quantile regression using the asymmetric Laplace distribution and augmented scheme. In this post I’m going to show an approximate…

Quantile Regressions in Stan: Part I

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quantile

Quantile regressions are relatively new in the Bayesian literature first appearing in Yu and Moyeed (2001) who described an asymmetric Laplace distribution to estimate the…

Vasicek Quantile Regression in Stan

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quantile

In this post I’ll show a way to do quantile regression on a bounded unit interval. The Vasicek distribution is an alternative distribution for beta regressions and is…