Bayesian estimation

The Effect of Links and Excerpts on Internet News Consumption

Internet news and search sites often excerpt content from and link to competing news outlets. On the one hand, providing outbound links can make the linking site more attractive, even to the point of stealing traffic from the linked sites. Regulatory …

The Effects of Prominent Brand Orientation and Digitization of Community Activities on Participation Intentions: Evidence from

Brand communities are an increasingly popular tool to connect directly with customers and achieve a variety marketing goals. However, without the active participation of their members, brand communities are bound to fail and disappear. This research …

Testing MCMC Samplers

Provides a rationale for testing MCMC sampling code, theoretical details related to how to test MCMC samplers, and a detailed example of how to test a model implemented in Stan using the sbcrs R package.

sbcrs R package

This package provides tools to simplify the implementation of simulation based calibration using rank statistics (Talts, Betancourt, Simpson, Vehtari, and Gelman, arXiv:1804.06788). It implements a very similar validation procedure to that in rstan::sbc but using a different workflow. In rstan::sbc, the Stan model must be modified by the user to generate rank statistics during sampling. In this package, the Stan model is left unmodified, and the code needed to calculate the rank statistics is written in R.

Advertiser Learning in an Internet Ad Network

Do advertisers learn about the efficacy of their Internet display advertising over time? If so, does mitigating their initial uncertainty improve welfare for advertisers, publishers, and the ad network? We use data from a display ad network to …

A Gentle Introduction to Estimation Bayesian Models Using Stan

The Special Interest Group “Quantitative Marketing” seeks to improve the exchange and connections among quantitative marketing researchers in Europe, and to raise the profile of EMAC as a forum for sharing their research. The group is meant to serve the interests of quantitative researchers in the broadest and most inclusive sense of that term. The inaugural meeting was an introduction to Hamiltonian MCMC in Stan. Slides (for my part of the presentation) and code (for all three parts) are available on github (see links).

When Kerry Met Sally: Politics and Perceptions in the Demand for Movies

Movie producers and exhibitors make various decisions requiring an understanding of moviegoer’s preferences at the local level. Two examples of such decisions are exhibitors’ allocation of screens to movies and producers’ allocation of advertising …