# How to generate unbiased estimate of 1/E[x] using one random draw?

Apr 19, 2022       2 mins     Tag: computing
Quiz: you are given ONE random draw $x$ that was drawn from a density $p(x)$. Could you produce an unbiased estimate of $1/E_p[X]$?

# Statistics intuitions for intergals

Mar 29, 2022       3 mins     Tag: computing
I have not done any math for a long while. Today I happen to need to compute an integral

# 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...

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...

# How do we compare two numbers

Sep 15, 2021       2 mins     Tag: visualization
Why do we automatically read that 6'3 >> 5'8, while 52% ≈ 47%?

# MEBA—Make Empirical-Bayes Bayes again

Aug 19, 2021       3 mins     Tag: modeling
Assuming there are some hyperparameters $\beta$ in the model involving data $y$. We have four ways to get some inference of $\beta$.

# 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...

# Who is more Bayesian, Rubin or Pearl?

May 23, 2021       6 mins     Tag: causal

# 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...

# 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:

# 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...

# 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...

# Two approaches for online updates in the election forecast

Mar 03, 2021       3 mins     Tag: modeling
The term online update here is referred to updating a statistical model after certain modeled outcome is observed. A concrete example is in election forecast: the state election result comes in sequence, and that is...