While I’m on a microblogging spree, I’ve been meaning to link to this informative comparison of pymc, emcee, and pystan: http://jakevdp.github.io/blog/2014/06/14/frequentism-and-bayesianism-4-bayesian-in-python/
Monthly Archives: June 2014
MCMC in Python: Another thing that turns out to be hard
Here is an interesting StackOverflow question, about a model for data distributed as the sum of two uniforms with unknown support. I was surprised how hard it was for me.
I think the future of probabilistic programming should be to make a model for this easy to code.
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Filed under statistics
MCMC in Python: Never… no… always check for convergence
I’ve had no teaching responsibilities over the last quarter, and I must miss it. I’ve found myself responding to PyMC questions on StackOverflow more than ever before. It is an interesting window into what is hard in Bayesian computation. Checking (and achieving) MCMC convergence is one thing that is hard. Here are some questions and answers that include it:
http://stackoverflow.com/questions/24294203/difference-between-bugs-model-and-pymc/24347102#24347102
http://stackoverflow.com/questions/24242660/pymc3-multiple-observed-values/24271760#24271760
http://stackoverflow.com/questions/24402834/fitting-power-law-function-with-pymc/24413323#24413323
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Filed under statistics
Graduation Congratulations 2014
This is the season of graduation activities at IHME and UW. Congrats to my colleagues completing their fellowships!
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Filed under Uncategorized
Healthy Algorithms 