/explore
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www.nowozin.net | ||
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www.yulingyao.com
The myth A few years ago I saw a StackOverflow question (but I cannot find it now): allegedly Andrew Gelman blogged that Bayesian models would not overfit and would only underfit (I also cannot find Andrew's blog post now but I think what he meant by "Bayesian models only underfits" is that you can never fully model the true data process in the population). |
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darrenjw.wordpress.com
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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leimao.github.io
Dealing with the Intractable Marginal Likelihood in Bayesian Inference |
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erikbern.com
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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