What is wrong with this marginalize-out trick

Aug 23, 2022       2 mins     Tag: stan
Consider a normal-normal model with vector data $y$ and scalar parameter $\mu$ and $\sigma$ written in the following stan code1: Bob Carpenter wrote the code. Bob, Charles and I wasted one hour discussing this toy...
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Alternaitves to two stage modeling

Aug 22, 2022       3 mins     Tag: modeling
Sometimes a model can be decomposed into modules and we may run inference separately. This task comes a lot in cut-feedback, SMC, causal inference (two stage regression), multiple imputation, and PK-PD modeling.
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Marginal liklihood and the Lindley paradox

Nov 22, 2021       3 mins     Tag: modeling
I read an arxiv preprint “History and Nature of the Jeffreys-Lindley Paradox” by Eric-Jan Wagenmakers and Alexander Ly. It is a comprehensive journey that reviews the development of the “Jeffreys-Lindley Paradox”, or what is typically...
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Terrace and gradient

Oct 05, 2021       2 mins     Tag: computation
I come across a paper “The Adaptive Biasing Force Method: Everything You Always Wanted To Know but Were Afraid To Ask” by Jeffrey Comer et al. When comparing the adaptive biasing force method (gradient based...
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Decision theory is hard

Jun 04, 2021       4 mins     Tag: decision theory
One mental challenge is decision-making with more than two options. To simplify the dilemma that your humble author is encountering, assume that it is on a long haul flight and you are asked by a...
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I passed my defense today

May 07, 2021       5 mins     Tag: zombie
I passed my thesis defense today. The capability of passing the defense per se appeared less exciting than I had imagined, in part because everyone passes the dissertation defense anyway. It is like the p-value...
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Bipartisan vaccination?

Apr 17, 2021       4 mins     Tag: modeling causal
I read a NYT graph article entitled Least Vaccinated U.S. Counties Have Something in Common: Trump Voters. Apart from beautiful visualizations, their graph comparison seems persuading to draw two conclusions:
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Note on "model diversity"

Apr 12, 2021       2 mins     Tag: modeling
In my previous blog post on hierarchical stacking, reader “Chaos” pointed to me Gavin Brown’s Ph.D. thesis on Negative Correlation (NC) Learning which had a good characterization of the importance of diversity to stacking or...
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I failed an interview for being Bayesian

Apr 07, 2021       3 mins     Tag: zombie teaching
I get an interview feedback from a company. I initially thought my interviews went well but it turned out that the company had a different opinion. Generally, it would be silly for me to post...
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