Look. I had to do it so I wrote it out in detail. This is some of the convergence theory for truncated and winzorised importance sampling estimators
Open up the kennels, Kenneth. Mamma’s coming home tonight.
A new JAX primitive? In this economy?
Just some harmeless notes. Like the ones Judy Dench took in that movie.
_Takes a long drag on cigarette._ JAX? Where was he when I had my cancer?
Come for the details, stay for the shitty Python, leave with disappointment. Not unlike the experience of dating me.
Hubris. Just hubris. But before the fall comes the statement of purpose. This is that statement.
A repost from Andrew's blog about comparing computational methods for performing a task. (Lightly edited.) Original posted 20 October, 2017.
A repost from Andrew's blog about how design information infects multivariate priors. (Lightly edited. Well, a bit more than lightly because the last version didn't fully make sense. But whatever. Blogs, eh.) Original posted 5 November, 2017.
A repost (with edits, revisions, and footnotes) from Andrew's blog about how much I hate the Bayesian Lasso. Originally published 2nd November, 2017.
Fuck man, I don't know about this one. A lot of stuff happens. At some point there's a lot of PDEs. There are proofs. Back away.
Gaussian processes. As narrated by an increasingly deranged man during a day of torrential rain.
Objective priors? In finite dimensions? A confidence trick? Yes.
Conjugate Priors? The crystal deoderant of Bayesian statistics
Priors? Defined. Questions? Outlined. Purpose? Declared.
Windmills? Tilted. Topic? Boring. (n-1)? No.