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Category Archives: Inference
More efficient than Nested Sampling!
This paper nicely illustrates a genre I’ve seen a few times before. Pick a problem where there’s some symmetry or feature you can exploit to speed up the calculation, do so, and then compare it to Nested Sampling which doesn’t assume … Continue reading
Posted in Computing, Inference
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Videos: Intro to Probability and Bayes for (Astro)physicists
In late 2017 I went to ESAC in Madrid to do a winter school teaching basic statistics things to astronomers. I’ve presented similar material twice before, but I think it was better this time since I’ve learned more and there … Continue reading
Rbased model specification for DNest4
Last night, I decided to bite the bullet and add yet another method to implement models in DNest4, this time using R. Statisticians know R, so it’s probably a good idea to support their language in some form. This brings … Continue reading
Posted in Computing, Inference
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Types and Jaynes’s ‘Mind Projection Fallacy’
Ed Jaynes frequently criticised what he called the mind projection fallacy. This is the implicit assumption that our concepts of, say, gaussianity, randomness, and so on, reflect properties of to be found “out there in nature”, whereas they often reside … Continue reading
Posted in Computing, Inference, Mathematics
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That’s not what I meant…
A lot of my research over the years has involved fitting images. Usually, I use the traditional assumption that the conditional prior for the data pixels given the model pixels is iid normal with mean zero. But in some cases … Continue reading
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Some software I’ve been working on
Hi everyone. I’ve recently been expanding my computational horizons and it has helped me to put some of my transdimensional Bayesian inference codes for astronomy into a more usable state for others, with configuration files in YAML, nonzero documentation (though … Continue reading
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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
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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 goingson 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
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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
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