Category Archives: Inference

DNest4 version 0.2.0

G’day everyone. This post is to update you on some work I’ve been doing (along with some collaborators, notably João Faria) on DNest4. So, you’ll likely only care if you’re a user of that package. There have been enough additions … Continue reading

Posted in Computing, Inference | 2 Comments

New video about overfitting

Recently I popped across the road to AUT to give a talk for their statisticians and applied mathematicians. In the Q&A session, I got asked about overfitting, and had the same experience I described in this old post. This motivated … Continue reading

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News and updates

Just a quick post to let you all know about some recent goings-on in my research over the last couple of months. Former MSc student and current PhD student Oliver (Ollie) Stevenson was profiled on our department’s homepage. Ollie is … Continue reading

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Measure theory and sports team selection

For several years now I have been reading this paper by Kevin Knuth and John Skilling, about the foundations of measure theory, probability, and MaxEnt. I still only 70% understand it, but the idea is interesting and appeals to my … Continue reading

Posted in Cricket, Inference, Mathematics | Leave a comment

Introducing ‘Brews’, and two cool things from the internet

A few brief items… I’ve made a little web page for sharing results of analyses I do (mostly these will be posterior samples and marginal likelihood values). I’ll aim to put things up when they’re sufficiently mature and ‘finished’, in the hope … Continue reading

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A Rosenbrock challenge for MCMC folks…

Note: After I posted this the first time, I started to distrust my own results. I am confident the properties of the problem are probably something like what my figures show, but perhaps different in a couple of details. I … Continue reading

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A frequentist does his maths homework

Question 1: Solve the quadratic equation . Answer: The two solutions are given by the quadratic formula where , , and . Therefore, after some simplification, the two solutions are and . I don’t like much how there is an ambiguity … Continue reading

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