CVXR: An R Package for Disciplined Convex Optimization

CVXR is an R package that provides an object-oriented modeling language for convex optimization, similar to CVX, CVXPY, YALMIP, and Convex.jl. It allows the user to formulate convex optimization problems in a natural mathematical syntax rather than the restrictive form required by most solvers. The user specifies an objective and set of constraints by combining constants, variables, and parameters using a library of functions with known mathematical properties. CVXR then applies signed disciplined convex programming (DCP) to verify the problem's convexity. Once verified, the problem is converted into standard conic form using graph implementations and passed to a cone solver such as ECOS or SCS. We demonstrate CVXR's modeling framework with several applications.Comment: 34 pages, 9 figure

A practical guide to computer simulations

Here practical aspects of conducting research via computer simulations are discussed. The following issues are addressed: software engineering, object-oriented software development, programming style, macros, make files, scripts, libraries, random numbers, testing, debugging, data plotting, curve fitting, finite-size scaling, information retrieval, and preparing presentations. Because of the limited space, usually only short introductions to the specific areas are given and references to more extensive literature are cited. All examples of code are in C/C++.Comment: 69 pages, with permission of Wiley-VCH, see http://www.wiley-vch.de (some screenshots with poor quality due to arXiv size restrictions) A comprehensively extended version will appear in spring 2009 as book at Word-Scientific, see http://www.worldscibooks.com/physics/6988.htm

Evaluating probabilistic forecasts with scoringRules

Probabilistic forecasts in the form of probability distributions over future events have become popular in several fields including meteorology, hydrology, economics, and demography. In typical applications, many alternative statistical models and data sources can be used to produce probabilistic forecasts. Hence, evaluating and selecting among competing methods is an important task. The scoringRules package for R provides functionality for comparative evaluation of probabilistic models based on proper scoring rules, covering a wide range of situations in applied work. This paper discusses implementation and usage details, presents case studies from meteorology and economics, and points to the relevant background literature

Bayesian Item Response Modeling in R with brms and Stan

Item Response Theory (IRT) is widely applied in the human sciences to model persons' responses on a set of items measuring one or more latent constructs. While several R packages have been developed that implement IRT models, they tend to be restricted to respective prespecified classes of models. Further, most implementations are frequentist while the availability of Bayesian methods remains comparably limited. We demonstrate how to use the R package brms together with the probabilistic programming language Stan to specify and fit a wide range of Bayesian IRT models using flexible and intuitive multilevel formula syntax. Further, item and person parameters can be related in both a linear or non-linear manner. Various distributions for categorical, ordinal, and continuous responses are supported. Users may even define their own custom response distribution for use in the presented framework. Common IRT model classes that can be specified natively in the presented framework include 1PL and 2PL logistic models optionally also containing guessing parameters, graded response and partial credit ordinal models, as well as drift diffusion models of response times coupled with binary decisions. Posterior distributions of item and person parameters can be conveniently extracted and post-processed. Model fit can be evaluated and compared using Bayes factors and efficient cross-validation procedures.Comment: 54 pages, 16 figures, 3 table

Spartan Daily, December 13, 1951

Volume 40, Issue 54https://scholarworks.sjsu.edu/spartandaily/11641/thumbnail.jp

Spartan Daily, April 5, 1962

Volume 49, Issue 99https://scholarworks.sjsu.edu/spartandaily/4286/thumbnail.jp

Synthesizing Program Input Grammars

We present an algorithm for synthesizing a context-free grammar encoding the language of valid program inputs from a set of input examples and blackbox access to the program. Our algorithm addresses shortcomings of existing grammar inference algorithms, which both severely overgeneralize and are prohibitively slow. Our implementation, GLADE, leverages the grammar synthesized by our algorithm to fuzz test programs with structured inputs. We show that GLADE substantially increases the incremental coverage on valid inputs compared to two baseline fuzzers