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You are here		dfm.io Autocorrelation time estimation \| Dan Foreman-Mackey
\|	\|	austinrochford.com R² Priors for High-Dimensional Linear Regression and Autoregressive Timeseries in PyMC \| Austin Rochford	14.2 parsecs away Travel
\|	\|	I recently read the interesting paper The ARR2 prior: flexible predictive prior definition for Bayesian auto-regressions on the arXiv and followed its references to the also fascinating Bayesian Regre	14.2 parsecs away Travel
\|	\|	tiao.io Density Ratio Estimation for KL Divergence Minimization between Implicit Distributions \| Louis Tiao	10.0 parsecs away Travel
\|	\|	This post demonstrates how to approximate the KL divergence (in fact, any f-divergence) between implicit distributions, using density ratio estimation by probabilistic classification.	10.0 parsecs away Travel
\|	\|	darrenjw.wordpress.com Unbiased MCMC with couplings - Darren Wilkinson's blog	10.4 parsecs away Travel
\|	\|	Yesterday there was an RSS Read Paper meeting for the paper Unbiased Markov chain Monte Carlo with couplings by Pierre Jacob, John O'Leary and Yves F. Atchadé. The paper addresses the bias in MCMC estimates due to lack of convergence to equilibrium (the "burn-in" problem), and shows how it is possible to modify MCMC algorithms...	10.4 parsecs away Travel
\|	\|	reasonabledeviations.com Hypothesis testing in quant finance · Reasonable Deviations	89.3 parsecs away Travel
\|		Academic blog about quantitative finance, programming, maths.	89.3 parsecs away Travel