Refresher on Importance SamplingImportance sampling
Gaussian Noise and Mean Squared ErrorParameter estimation in linear regression from 2 perspectives.
Hierarchical Models in NumpyroExploring pooling and hierarchical models with Numpyro by estimating the free throw percentage of NBA players
Gaussian Processes and RegressionA explanation of Gaussian processes and Gaussian process regression, starting with simple intuition and building up to inference. I sample from a GP in native Python and test GPyTorch on a simple simulated example.
Dealing with Overconfidence in Neural Networks: Bayesian ApproachI trained a classifier on images of animals and gave it an image of myself, it's 98% confident I'm a dog. This is an exploration of a possible Bayesian fix. Code available too
Notes on the Beta and Dirichlet DistributionsThe Beta and Dirichlet distributions are related to each other in a similar way to the Binomial and Multinomial distributions. This post explains the relationship between these 4 distributions using a simple example and some code.
Bayesian Changepoint Detection of COVID-19 Cases in PyroUsed Pyro and a Bayesian changepoint model to detect the date that COVID-19 cases started to flattern in different countries.
Ordinary VS Bayesian Linear RegressionWalkthrough of the intuition behind Bayesian regression and a comparison with ordinary linear regression using a practical example in Pyro.