Handlers for Arviz
Better integration between Arviz and Numpyro
Recent Posts
Simple Numpyro GLMs
Building a DSL for R-style generalized linear modeling in Numpyro.
Finite Particle Approximations
Say you have a discrete distribution $\pi$ that you want to approximate with a small number of weighted particles. Intuitively, it seems like the the best ch...
Testing With Julia
The standard way of writing tests Julia is to write a test/runtests.jl file. Running Pkg.test() will when start a new Julia process that loads your package a...
Finite Basis Gaussian Processes
If your GP kernel corresponds to an inner product in a low enough dimensional space, you can speed up inference by taking a weight space view.
Nearest Neighbor Gaussian Processes
In a k-Nearest Neighbor Gaussian Process, we assume that the input points $x$ are ordered in such a way that $f(x_i)$ is independent of $f(x_j)$ whenever…
Krylov Methods
The $i$th Krylov subspace $\mathcal{K}_i$ for a symmetric matrix $A$ is the subspace spanned by repeatedly multiplying $A$ by an initial vector $b$. This mos...
Adversarial Extensions To Information Directed Sampling
The Bayesian perspective offers a simple and elegant framework for tracking uncertainty in online optimization problems. In structured bandit settings, it na...