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 twiecki.io
whilemy_mcmc:gently(samples) - MCMC sampling for dummies
| | dfm.io
Autocorrelation time estimation | Dan Foreman-Mackey
3.9 parsecs away

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| | [AI summary] This document provides a comprehensive guide to estimating autocorrelation times in Markov Chain Monte Carlo (MCMC) simulations. It begins by explaining the importance of autocorrelation in MCMC and how it affects the effective sample size. The text then introduces several methods for estimating autocorrelation times, including the Goodman & Weare (2010) method and a newer algorithm developed by the author (DFM 2017). The document also discusses the limitations of these methods with short chains and introduces a maximum likelihood approach using the celerite library to fit an autocorrelation model. Finally, it concludes with recommendations for choosing appropriate chain lengths based on the estimated autocorrelation times.
| | astroautomata.com
A tutorial on simulation-based inference - Astro Automata
2.5 parsecs away

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| | Automating Scientific Discovery
| | erikbern.com
The hacker's guide to uncertainty estimates ยท Erik Bernhardsson
3.5 parsecs away

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| | I made a New Year's resolution: every plot I make during 2018 will contain uncertainty estimates. Nine months in and I have learned a lot, so I put together a summary of some of the most useful methods.
| | juliasilge.com
Bootstrap confidence intervals for #TidyTuesday Super Bowl commercials | Julia Silge
24.8 parsecs away

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| A data science blog