Excuse the clickbait title, but I genuinely couldn’t think of a better way of organising this post.
A second post in 2 days on mixture modelling? No awards for guessing what type of analysis I’ve been preoccupied with recently!
Today’s post provides an ugly hack to fix a bug in the R flexmix package for likelihood-based mixture modelling and provides a cautionary tale about environments. In short, I’ve encountered problems when trying to predict the cluster membership for out-of-sample data using this package, and judging from a couple of posts I found online, I’m not the only one.
I’ve been spending a lot of time over the last week getting Theano working on Windows playing with Dirichlet Processes for clustering binary data using PyMC3. While there is a great tutorial for mixtures of univariate distributions, there isn’t a lot out there for multivariate mixtures, and Bernoulli mixtures in particular.
This notebook shows an example of fitting such a model using PyMC3 and highlights the importance of careful parameterisation as well as demonstrating that variational inference can prove advantageous over standard sampling methods like NUTS for such problems.
eXpected Goals (xG) is a popular method of answering that age old question of which team ‘deserved’ to win a match. It does this by assigning a probability of a goal being scored from every opportunity based upon various metrics, such as the distance from goal, number of defenders nearby, and so on. By comparing a team’s actual standings with those from the output of an xG model we get a retrospective measure of how well a team is doing given their chances.
A new version of multistateutils has been released onto CRAN containing a few new features. I’ll give a quick overview of them here, but have a look at the vignette for more examples.
msprep2 The first is a replacement for the mstate::msprep function that converts data into the long transition-specific format required for fitting multi-state models. msprep requires the input data to be a in a wide format, where each row corresponds to an individual and each possible state has a column for entry time and a status indicator.