Category Archives: Inference

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

A few short 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 … 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

Posted in Computing, Inference | Leave a comment

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

A JAGS-like 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

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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 Foreman-Mackey), followed by teaching an undergraduate course for which … Continue reading

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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

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