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gregorygundersen.com | ||
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erikbern.com
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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. | |
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darrenjw.wordpress.com
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| | | | | 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... | |
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twiecki.io
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mc-stan.org
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