StanCon 2023

Jun 22, 2023       7 mins     Tag: conference
Last month I was at WashU campus for the Bayesian-for-nuclear-physics workshop. Today I am in WashU again: This time it is for StanCon 2023. Here is some of the random takeaway I obtain from the...
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How much saving do you need in the end? zero?

Dec 30, 2022       4 mins     Tag: zombie
I came across this book called “Die with zero”. Along with many other yolo ideas, the book prompts the attitude that one must maximize net fulfillment over net worth to the extent of “DIE WITH...
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control variate other than the score

Dec 08, 2022       1 min     Tag: computing
In Bayesian computation, we use control variate to reduces Monte Carlo (MC) variance. The idea if we want to compute $E_{p} h(x)$ from MC draws $x_{1, \dots, S}$, instead of computing the sample mean of...
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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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