Jun 18, 2019
5 mins
Tag:
__computation__
Like importance sampling, ABC is in principle immune to metastability that MCMC has to suffer, but ABC is also problematic as we have no idea what it will converge to when the model is misspecified.

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Jun 17, 2019
1 mins
Tag:
__zombies__
When I talked to someone about the old proof the invariance of odds ratio in a respropective sampling, I mentioned the estimation of $q(x)$ is achieved by its non-parametric MLE or its empirical distribution (see...

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Jun 14, 2019
9 mins
Tag:
__modeling__
__decision__
Some loss functions are invariant under domain adaption, which suggests we can indeed learn the optimal model of the population from a non-representative sample without sacrifice from the extrapolation.

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Jun 01, 2019
14 mins
Tag:
__modeling__
__causal__
The odds ratio from a case-control study is exactly the same as in a cohort study, therefore I could fit a retrospective logistic regression as if it is prospective and report its MLE or Bayesian posterior distribution. But considering the sampling distribution shift, should I reweight it regardless?

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May 30, 2019
4 mins
Tag:
__causal__
We can evaluate causal inference methods through simulations and based on predictive performance of ATE, but is it enough?

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May 22, 2019
4 mins
Tag:
__ad-hoc__
__computation__
Most statisticians-orientated introduction to optimal transport theory starts with the motivation: we can always obtain a one-D distribution $f(\theta)$ through its inverse cdf transformation

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May 20, 2019
10 mins
Tag:
__computation__
We wrote a new paper on approximate Bayesian inference in deep network, with a similiar computation cost as point estimation.

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Dec 01, 2018
11 mins
Tag:
__modeling__
__computation__
tl;nr.
No.

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Oct 10, 2018
4 mins
Tag:
__modeling__
I have recenetly been reading a textbook on decoupling. Decoupling literally means “from dependence to independence”. I initially though the book can help me understand some properties of self-normalized importance sampling, but it turns out...

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Jan 03, 2018
2 mins
Tag:
__zombies__
I am starting to write my blog. And it apparently took more time to become convinced than actually begining, just as many other things. As a technical issue, I am now using Github Page to...

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