rahuldave
Posts
TIL
Collections
Learning Paths
About
Categories
All
(84)
bayesian
(41)
classification
(3)
decision-theory
(1)
elections
(2)
gaussian-processes
(5)
hierarchical
(5)
information-theory
(5)
integration
(2)
interactive
(1)
mcmc
(22)
models
(33)
montecarlo
(6)
neural-networks
(5)
optimization
(11)
probability
(19)
regression
(15)
sampling
(29)
statistics
(33)
variational-inference
(7)
visualization
(3)
Posts
Why Do We Have Seasons?
Earth’s 23.5° tilt is the secret — not distance from the Sun.
visualization
interactive
Jan 29, 2026
Correlation Modeling with LKJ Priors
Modeling correlations using LKJ priors and Cholesky decomposition.
bayesian
regression
models
Jul 2, 2025
Gaussian Mixture Models with ADVI
2D Gaussian mixtures with custom logp, Metropolis sampling, and mini-batch ADVI.
bayesian
variational-inference
sampling
models
Jun 25, 2025
Marginalizing Over Discrete Variables
The log-sum-exp trick for marginalizing out cluster assignments in mixture models.
bayesian
mcmc
sampling
variational-inference
models
Jun 25, 2025
Mixture Models and MCMC
Gaussian mixtures, label-switching, and identifiability in MCMC sampling.
bayesian
mcmc
sampling
models
Jun 25, 2025
Two-Component Gaussian Mixture
Identifiability and label-switching in two-component Gaussian mixtures.
bayesian
variational-inference
sampling
models
Jun 25, 2025
Variational Inference
Approximating posteriors through optimization instead of sampling.
bayesian
optimization
variational-inference
Jun 18, 2025
Variational Autoencoder
Generative modeling with VAEs on MNIST using PyTorch.
neural-networks
optimization
variational-inference
Jun 18, 2025
Variational Inference with Neural Networks
Bayesian neural network classification using ADVI in PyMC.
bayesian
neural-networks
classification
variational-inference
Jun 18, 2025
Automatic Differentiation Variational Inference
From CAVI to scalable black-box VI with automatic differentiation.
bayesian
optimization
variational-inference
Jun 18, 2025
Bayesian Workflow: Zero-Inflated Poisson
Prior selection, simulation-based calibration, and posterior predictive checks for GLMs.
bayesian
regression
models
Jun 11, 2025
Model Comparison Continued
WAIC, cross-validation, LOOCV, and practical tips for choosing between models.
bayesian
models
information-theory
statistics
Jun 4, 2025
Model Comparison
From KL-divergence to deviance — AIC, DIC, and WAIC for comparing models.
bayesian
models
information-theory
statistics
Jun 4, 2025
GP Recap and Salmon Example
A condensed recap of GP theory applied to sockeye salmon recruitment.
gaussian-processes
regression
bayesian
May 28, 2025
Levels of Bayesian Analysis
From MLE to Full Bayes — each level trades optimization for integration.
bayesian
statistics
May 28, 2025
The Idea Behind the Gaussian Process
From multivariate normals to kernel-based function priors and predictive distributions.
gaussian-processes
regression
bayesian
probability
May 28, 2025
Poisson Regression — Model Comparison and Hierarchical Overdispersion
WAIC model comparison, ensemble averaging, and varying-intercepts for overdispersed counts.
bayesian
regression
hierarchical
models
May 28, 2025
Inference for Gaussian Processes
Hyperparameter learning via empirical Bayes and MCMC with PyMC.
gaussian-processes
regression
bayesian
statistics
May 28, 2025
Gaussian Processes and Non-parametric Bayes
From kernel trick to infinite basis functions — the theory behind GP regression.
gaussian-processes
regression
bayesian
May 28, 2025
Geographic Correlation and Oceanic Tools
Gaussian process covariance captures spatial correlation between island societies.
bayesian
regression
gaussian-processes
models
May 28, 2025
Choosing Priors: From Flat to Weakly Informative
Uninformative, Jeffreys, and regularizing priors for Bayesian inference.
bayesian
statistics
probability
sampling
May 21, 2025
Bayesian Regression with Normal Models
From heights to height-weight relationships using conjugate priors and posterior predictives.
bayesian
mcmc
regression
models
statistics
May 21, 2025
Poisson Regression: Modeling Tool Diversity Across Islands
Centering, correlations, and counterfactual posteriors in Oceanic tool kit evolution.
bayesian
regression
mcmc
statistics
May 21, 2025
Formal Convergence Tests for MCMC Chains
Gewecke, Gelman-Rubin, and Effective Sample Size diagnostics.
mcmc
statistics
bayesian
May 14, 2025
Identifiability in Bayesian Models
How parameter redundancy breaks MCMC convergence — and how priors can help.
bayesian
mcmc
models
statistics
May 14, 2025
Hierarchical Bayesian Modeling: The 8 Schools Example
Learning to pool information across groups with non-centered parametrization.
bayesian
hierarchical
mcmc
sampling
May 7, 2025
HMC/NUTS Tuning and Diagnostics
Why centered models diverge and non-centered models don’t — a hands-on HMC exploration.
mcmc
bayesian
hierarchical
sampling
May 7, 2025
Gelman Schools and Hierarchical Pathology
Diagnosing and fixing funnel pathology in hierarchical models with reparameterization.
bayesian
hierarchical
mcmc
May 7, 2025
Exploring Hamiltonian Monte Carlo
From typical sets to leapfrog integration: a detailed exploration of HMC and NUTS.
mcmc
sampling
optimization
Apr 30, 2025
A Tetchy Gibbs Sampler
Gibbs sampling on a bimodal, highly-correlated posterior with lots of autocorrelation.
mcmc
sampling
Apr 30, 2025
Data Augmentation
Iterative sampling via hidden variables using the Tanner-Wong algorithm and Gibbs.
mcmc
sampling
bayesian
Apr 30, 2025
The Idea of Hamiltonian Monte Carlo
Using momentum and energy conservation to glide efficiently through the typical set.
mcmc
sampling
optimization
Apr 30, 2025
Imputation and Convergence
A coal-mine disaster switchpoint model for convergence testing and posterior predictive checks.
mcmc
bayesian
models
Apr 23, 2025
Metropolis and Support Mismatch
Why combining rejection with Metropolis sampling wastes efficiency.
mcmc
sampling
Apr 23, 2025
Gibbs Sampling with Conjugate Conditionals
Exploiting conjugate prior pairs for efficient Gibbs sampling.
mcmc
sampling
bayesian
Apr 23, 2025
Gibbs from Metropolis-Hastings
Proving that Gibbs sampling is a special case of MH with acceptance probability one.
mcmc
sampling
bayesian
Apr 23, 2025
The Metropolis-Hastings Algorithm
Sampling from complex distributions with asymmetric proposals and limited support.
mcmc
sampling
Apr 23, 2025
From Annealing to Metropolis
Understanding detailed balance and the Metropolis algorithm for sampling probability distributions.
mcmc
sampling
Apr 16, 2025
Markov Chains and MCMC
Stationarity, reversibility, and the mathematical foundation for Metropolis sampling.
mcmc
sampling
probability
Apr 16, 2025
Discrete MCMC
Metropolis sampling from discrete distributions using proposal matrices.
mcmc
sampling
Apr 16, 2025
Introduction to Gibbs Sampling
MCMC via alternating conditional sampling from a complex joint distribution.
mcmc
sampling
bayesian
Apr 16, 2025
Hierarchical Bayesian Models
From partial pooling to shrinkage estimation with the rat tumors example.
bayesian
hierarchical
sampling
Apr 9, 2025
The EM Algorithm
Inferring parameters from incomplete data through iterative expectation and maximization.
statistics
models
optimization
Apr 2, 2025
Mixture Models and Types of Learning
From generative classifiers to clustering: supervised, unsupervised, and semi-supervised approaches.
classification
models
statistics
Mar 26, 2025
Utility, Risk, and Decision Theory
From utility functions to Bayes actions: applying decision theory to regression and model comparison.
decision-theory
bayesian
models
Mar 26, 2025
Generative vs Discriminative Models
Understanding discriminative boundaries vs. generative class models through logistic regression and LDA.
classification
models
bayesian
Mar 26, 2025
How Sigmoids Combine
Visualizing neural network function approximation through hidden layer activations.
neural-networks
optimization
visualization
Mar 19, 2025
Multi-Layer Perceptron for Classification
Training neural networks to classify synthetic data with decision boundaries.
neural-networks
optimization
models
Mar 19, 2025
Regression in PyTorch
Building and training multi-layer perceptrons as universal function approximators.
neural-networks
optimization
regression
Mar 19, 2025
Logistic Regression and Backpropagation
From MLE classification to computing gradients through layers.
optimization
models
statistics
Mar 12, 2025
Gradient Descent and SGD
Optimization by following the slope downhill.
optimization
regression
models
Mar 12, 2025
From the Normal Model to Regression
Building a Bayesian regression from Kung San census data.
bayesian
regression
models
sampling
Mar 5, 2025
Bayesian Regression
Putting priors on regression coefficients and updating with data.
bayesian
regression
models
Mar 5, 2025
The Normal Model
Conjugate priors for the workhorse of statistics.
bayesian
probability
statistics
Feb 26, 2025
The Inverse Transform
Turning uniform random numbers into any distribution you want.
sampling
probability
Feb 26, 2025
Importance Sampling
Sample where it matters most to compute integrals efficiently.
sampling
montecarlo
integration
Feb 26, 2025
Lab: The Beta-Binomial Globe Model
Grid approximation, quadratic approximation, and MCMC in practice.
bayesian
sampling
models
Feb 26, 2025
Rejection Sampling
Accept or reject: a simple algorithm for hard distributions.
sampling
montecarlo
Feb 26, 2025
The Beta-Binomial Globe Model
Conjugate priors, Bayesian updating, and decision theory on a globe toss.
bayesian
probability
models
Feb 19, 2025
Sufficient Statistics and Exchangeability
When less data tells you everything, and order doesn’t matter.
bayesian
probability
statistics
Feb 19, 2025
Bayesian Statistics
Treating parameters as random variables changes everything.
bayesian
probability
statistics
sampling
Feb 19, 2025
Entropy and Maximum Entropy
Quantifying uncertainty and the distributions it favors.
information-theory
probability
statistics
Feb 12, 2025
Convexity and Jensen’s Inequality
Why the average of a function isn’t the function of the average.
probability
statistics
Feb 5, 2025
Divergence and Deviance
Measuring how far your model is from the truth.
information-theory
statistics
models
Feb 5, 2025
Understanding AIC
An information-theoretic shortcut for model selection.
information-theory
statistics
models
Feb 5, 2025
The Significance and Size of Effects
When a drug works, how much does it matter?
statistics
regression
Feb 5, 2025
Learning With Noise
Bias, variance, and the tradeoff that haunts every model.
statistics
models
Jan 29, 2025
Regularization
Taming complexity by penalizing parameters.
statistics
models
Jan 29, 2025
Learning Bounds and the Test Set
How to honestly evaluate what your model has learned.
statistics
models
Jan 29, 2025
Learning Without Noise
What happens when you fit a model to perfect data.
statistics
models
Jan 29, 2025
Validation and Cross-Validation
Why one split is never enough.
statistics
models
Jan 29, 2025
Frequentist Statistics
Fixed parameters, random data — the frequentist creed.
statistics
probability
Jan 22, 2025
Maximum Likelihood Estimation
Find the parameters that make your data most probable.
statistics
models
Jan 22, 2025
Monte Carlo Integration
When calculus is hard, sample instead.
sampling
montecarlo
integration
probability
Jan 15, 2025
Basic Monte Carlo
Let randomness do the heavy lifting.
montecarlo
probability
sampling
Jan 15, 2025
Expectations and the Law of Large Numbers
What you expect is what you get — eventually.
probability
statistics
Jan 15, 2025
Sampling and the Central Limit Theorem
Why everything looks normal in the limit.
probability
statistics
montecarlo
sampling
Jan 15, 2025
Distributions Example: Elections
Simulating a presidential election with coin flips.
probability
statistics
elections
Jan 8, 2025
Distributions
The shapes that randomness takes.
probability
statistics
Jan 8, 2025
Probability
From coin flips to Bayes’ theorem.
probability
statistics
Jan 8, 2025
Box’s Loop
Build, compute, critique, repeat.
models
probability
Sep 23, 2024
Some Data Analysis about Congress
Does the president’s party always lose seats in congress?
elections
Jun 6, 2023
The LLN
Flip enough coins and the truth emerges.
statistics
montecarlo
Dec 3, 2022
Visualization As Story
Don’t make your audience think.
visualization
Dec 3, 2022
No matching items
Discuss this post
X / Twitter
Bluesky
LinkedIn