Category Archives: Inference

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

Posted in Computing, Inference, Information, Personal | Leave a comment

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

Posted in Inference, Personal | 2 Comments

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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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