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Category Archives: Inference
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
Posted in Computing, Inference
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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
Posted in Inference
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Gains from trade versus(?) subjective wellbeing
This year I’ve been learning basic economics. It’s a cool subject. One interesting concept is “gains from trade”. The idea is that a person probably only participates in a trade if they think they’d benefit from it. If two parties … Continue reading
Posted in Economics, Entropy, Inference
3 Comments
A JAGSlike interface to DNest4
As you probably know, I use Diffusive Nested Sampling (the latest implementation of which is DNest4) to do almost all of my data analysis. It works on pretty much all problems I throw at it, as long as the likelihood function … Continue reading
Posted in Inference, Personal
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Methinks it is like a weasel
This is my first proper blog post for a while. Apologies for the gap. I have been busy with visits from three of my favourite colleagues (Kevin Knuth, Daniela Huppenkothen, and Dan ForemanMackey), followed by teaching an undergraduate course for which … Continue reading
Posted in Inference, Personal
3 Comments
The probability of a Mormon second coming
In a recent episode of his podcast, author Sam Harris reiterated an observation about probability theory. The broader context was to criticize the popular notion that all religions are the same. They aren’t — some specific propositions associated with religions … Continue reading
Posted in Inference
2 Comments
Article in Quillette + Technical Details
Followers of my blog who haven’t already seen it might enjoy this opinion piece I wrote for Quillette magazine. I have wanted to write something like that for a while, but never thought I’d get around to it. I’m glad … Continue reading