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Moritz Schauer Profile
Moritz Schauer

@MoritzSchauer

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Statistician, Docent U of Gothenburg and Chalmers, PhD

Joined January 2018
Don't wanna be here? Send us removal request.
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@MoritzSchauer
Moritz Schauer
8 months
Apparently this is my claim to fame
@depthsofwiki
depths of wikipedia!
2 years
obsessed with whoever saw gum on a sidewalk and was like "let me add this to the poisson distribution wikipedia article"
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@MoritzSchauer
Moritz Schauer
1 year
Ahaha nice: Malliavin calculus, so far mystery to me, is combining the score method aka REINFORCE with the likelihood from Girsanov's theorem to estimate gradients of expectations!
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@MoritzSchauer
Moritz Schauer
2 years
How to do differentiable programming if programs are using discrete random variables (e.g. for optimising a random choice the program takes)? @ChrisRackauckas with a thread about our new paper
@ChrisRackauckas
Dr. Chris Rackauckas
2 years
Differentiable programming (dP) is great: train neural networks to match anything w/ gradients! ODEs? Neural ODEs. Physics? Yes. Agent-Based models? Nope, not differentiable... or are they? Check out our new paper at NeurIPS on Stochastic dP!🧵
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@MoritzSchauer
Moritz Schauer
3 years
@ss2520_2nd Overflow?
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@MoritzSchauer
Moritz Schauer
8 months
@adad8m Should be exactly these basis functions I think one could compare
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@MoritzSchauer
Moritz Schauer
1 year
@rlmcelreath 10 great ideas how to get more stats out of your MS Paint: 1. Regression and Nonparametric regression 1/10
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@MoritzSchauer
Moritz Schauer
8 months
Let's see how to answer this with CausalInference.jl
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@ryan_ttest
Ryan Travis
8 months
Need some causal inference help. If I have the following graph, how do I estimate the effect of T on O while removing the effect of T -> P -> O? Appreciate any help!
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@MoritzSchauer
Moritz Schauer
3 years
I made a @PlutoJL notebook: Interactive tour on non-parametric Bayesian regression using #julialang . If you ever wanted to play visually with posterior contraction rates...
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@MoritzSchauer
Moritz Schauer
2 years
@MaartenvSmeden On 99 you see the “Polish Matura exam rounding effect” (Distribution of results of the Matura exam in Poland in 2013. The minimum score to pass is 30%.)
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@MoritzSchauer
Moritz Schauer
5 months
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@MoritzSchauer
Moritz Schauer
8 months
Yeah, I use curl -LH "Accept: application/x-bibtex" -w "\n" $(< dois.txt) > doi.bib to generate my bib file from a list of doi's.
@rlmcelreath
Richard McElreath 🦔
8 months
Do you like bibtex? Do you doi? Do you want to get bibtex refs from doi on the command line? Yes you do, you wonderful monster. Try this line (adjust doi as needed): curl -LH "Accept: application/x-bibtex"
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@MoritzSchauer
Moritz Schauer
3 years
@thienan496 Yeah, that the Karhunen–Loève
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@MoritzSchauer
Moritz Schauer
2 years
@dittrich_lars Das macht mir schon Sorgen, vor allem wenn Jugendliche für den "Kick" absichtlich eine potentiell gefährliche Unterdosis durch verdünnen und schütteln herbeiführen.
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@MoritzSchauer
Moritz Schauer
3 years
@tjmahr @rlmcelreath @jvcasill I like the converse: if we don’t get the prior back we have learned something
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@MoritzSchauer
Moritz Schauer
6 months
When are Unbiased Monte Carlo Estimators More Preferable than Biased Ones? Guanyang Wang, Jose Blanchet, Peter W.Glynn
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@MoritzSchauer
Moritz Schauer
6 years
A blog post in which @GugushviliShota and I explain how to use our #julialang package "MicrostructureNoise" for Bayesian nonparametric volatility estimation
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@MoritzSchauer
Moritz Schauer
1 year
About continuity and measurability… Continuity starts with informal notion of drawing a line without lifting the pen. From the formal definition, continuity looks like a property of pre-images f⁻¹(B) , but the informal notion seems like a property of f. How that? (1/n)
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@MoritzSchauer
Moritz Schauer
4 years
Let's do a beautiful #science #randomwalk It starts at a lake and in a moment raindrops will fall making little ripples
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@MoritzSchauer
Moritz Schauer
1 year
@JDHamkins Fold into a cylinder using muffin cup folds and flatten the cylinder: half the circumference of the hole.
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@MoritzSchauer
Moritz Schauer
4 years
New on arXiv: "Automatic Backward Filtering Forward Guiding for Markov processes and graphical models" with Frank van der Meulen, : how to do continuous time Markov processes as building blocks in probabilistic graphical models... automatically
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@MoritzSchauer
Moritz Schauer
1 year
"Bernoulli experiment" for a coin flip is a high contender.
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@MoritzSchauer
Moritz Schauer
5 years
Marcin Mider, Moritz Schauer, Frank van der Meulen: Continuous-discrete smoothing of diffusions. The theory for #julialang package #DataAssimilation
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@MoritzSchauer
Moritz Schauer
7 months
Ah, this is related to the efficient way of getting a Brownian bridge by subtracting tW₁ from a Brownian motion Wₜ (because Cov(Wₜ, W₁) = min(t, 1) = t for t ∈ [0, 1].)
@avt_im
Alexander Terenin
3 years
Our recently-accepted JMLR paper "Pathwise Conditioning of Gaussian Processes" is now live! Check it out! @mpd37
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@MoritzSchauer
Moritz Schauer
7 months
@Quasilocal Short shot:
@mathematicsprof
math prof
6 years
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@MoritzSchauer
Moritz Schauer
2 years
I'll be speaking next Tuesday 18:00-19:00 UTC+1 at the seminar on "Bidirectional compositionality in inference and stochastic optimisation"
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@MoritzSchauer
Moritz Schauer
2 years
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@MoritzSchauer
Moritz Schauer
2 years
🎉Dr. Sebastiano Grazzi! 🎉 @SebastianoGraz3
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@MoritzSchauer
Moritz Schauer
7 months
Famous last words: It’s a discrete space with finitely many elements, how hard can it be?
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@MoritzSchauer
Moritz Schauer
5 months
Uh, X ~ Poisson(λ) conditioned on X > k doesn't have a name and is not found on wikipedia. That's a first.
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@MoritzSchauer
Moritz Schauer
5 years
Open PhD position(s) in applied mathematics for neural networks and AI. See for my project at the intersection of statistics, machine learning and stochastic analysis. @ChalmersAI
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@MoritzSchauer
Moritz Schauer
7 months
@adad8m If you take rubber bands (which pull with approximately quadratic force by Hooke’s law) it does minimise the sum of squared residuals. I use this in my lecture
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@MoritzSchauer
Moritz Schauer
4 years
Such as: implement algorithms for counterfactual ("what if") reasoning and causal analysis to #Fairness .jl with @acidflask @ZennaTavares , Sebastian Vollmer and me
@JuliaLanguage
The Julia Language
4 years
We are excited to announce we have been selected as a mentoring organization for GSoC ‘21: Know any students who would be interested in spending a summer doing #JuliaLang work? Send them out way! #OpenSource #CodeNewbies #AnyoneCanCode
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@MoritzSchauer
Moritz Schauer
7 years
#julialang @MathieuBesancon I picked up your blog post and wrote a Julia notebook on parameter inference for the SIR model
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@MoritzSchauer
Moritz Schauer
2 years
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@MoritzSchauer
Moritz Schauer
5 years
New preprint: Alexis Arnaudon, Frank van der Meulen, Moritz Schauer, Stefan Sommer: Diffusion bridges for stochastic Hamiltonian systems with applications to shape analysis. #Julialang package: @arnaudon
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@MoritzSchauer
Moritz Schauer
2 years
Today "Applied Measure Theory for Composable Statistical Modeling" by @ChadScherrer at @ToposInstitute colloquium (see link for time)
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@MoritzSchauer
Moritz Schauer
4 years
New paper on arXiv "Sticky PDMP samplers for sparse and local inference problems" by @jbierkens @SebastianoGraz3 @MeulenFrank and me.
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@MoritzSchauer
Moritz Schauer
3 years
@sam_power_825 Any other upper bound
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@MoritzSchauer
Moritz Schauer
4 years
Great outcome of the @JuliaLanguage Google summer of code projects - looking at all these blog post really shows the scope
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@MoritzSchauer
Moritz Schauer
2 years
A quasi-Gaussian golden sunflower
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@MoritzSchauer
Moritz Schauer
8 months
The first (uniform) image shows a Brownian bridge by the ❤️. The others are essentially distorted Brownian bridges. One can even use the limiting distribution to derive confidence sets.
@sethaxen
Seth Axen 🪓
8 months
Working on adding some confidence bands to my ECDFs and wrote up some notes/experiments
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@MoritzSchauer
Moritz Schauer
1 year
@Hassaan_PHY Eiger is steigerungsform/comparative. Hence eigervalues are values that are more eigen than eigenvalues.
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@MoritzSchauer
Moritz Schauer
3 years
( @JohannesTextor ) is nice: DAGitty is a browser-based environment for creating, editing, and analyzing causal diagrams (directed acyclic graphs or causal Bayesian networks)
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@MoritzSchauer
Moritz Schauer
1 year
Which mathematicians have the most mundane concepts named after them?
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@MoritzSchauer
Moritz Schauer
7 months
@pastramimachine Let’s play “Halo Level or Campus?”
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@MoritzSchauer
Moritz Schauer
3 years
Oh, this does not look good: people deserve reliable wikipedia entries about such fundamental concepts.
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@MoritzSchauer
Moritz Schauer
2 years
@mattansb A number X is drawn from U([-2, 2]) and I observe that |X| > 1 (but not X), then I gain uncertainty: variance of the conditional distribution goes up from 4/3 to 7/3.
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@MoritzSchauer
Moritz Schauer
1 year
If you know the Rosenbrock function from optimisation, maybe you have not seen this nice interpretation. Draw X ~ N(a, ½), then Y ∼ N(X², (2b)⁻¹). The joint log-density of (X,Y) is f(x) = -(a - x)² - b(y - x²)² (Image: CC BY-SA 4.0 Wikipedia User Nschloe)
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@MoritzSchauer
Moritz Schauer
1 year
That allows us to create efficient gradient estimates of Metropolis Hastings samplers using StochasticAD
@ChrisRackauckas
Dr. Chris Rackauckas
2 years
Differentiable programming (dP) is great: train neural networks to match anything w/ gradients! ODEs? Neural ODEs. Physics? Yes. Agent-Based models? Nope, not differentiable... or are they? Check out our new paper at NeurIPS on Stochastic dP!🧵
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@MoritzSchauer
Moritz Schauer
6 months
Particle sampler without resampling
@wandedob
Anders Eklund
6 months
1 ball = 1 grant application
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@MoritzSchauer
Moritz Schauer
1 year
Let's resurrect the term "inversion"? Classically, having a prior on X and a forward model giving the conditional probability of observing Y given X, we ask for X given Y. I like the perspective of changing the direction of information flow (from X → Y to Y → X). I
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@MoritzSchauer
Moritz Schauer
3 years
Ref. Frank Schäfer's @gsoc project on Sensitivity Analysis of Hybrid Differential Equations () with implicit events for the SciML ecosystem #julialang
@betanalpha
\mathfrak{Michael "Shapes Dude" Betancourt}
3 years
New paper alert! In this paper Charles Margossian and I attempt a unified framework for incorporating implicit functions into automatic differentiation, .
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@MoritzSchauer
Moritz Schauer
1 year
Measurable maps are those that don’t separate sets that touch! Here sets A and B touch (are proximal) in 𝒜 if there is no S ∈ 𝒜 such that A ⊂ S and B ⊂ Sᶜ.
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@MoritzSchauer
Moritz Schauer
2 years
@ylecun @Jake_Browning00 I’d be already happy if people understood that mental verbalization is mostly the shadow, not the thing
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@MoritzSchauer
Moritz Schauer
1 year
Do you know any distribution on [0, ∞) where the mean equals the median?
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@MoritzSchauer
Moritz Schauer
1 year
@tunguz Taking the bait...
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@MoritzSchauer
Moritz Schauer
1 year
MH samplers are not traditionally differentiable due to the discrete accept/reject steps for proposed samples. A perturbation of the target can cause the original chain and the perturbed chain to diverge if they happen to accept/reject differently.
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@MoritzSchauer
Moritz Schauer
1 year
@adad8m Unbiasedness allows to average many noisy estimates. Think of the scenario where you measure sample in small groups with different mean but common variance and then want to accumulate results to estimate global variance.
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@MoritzSchauer
Moritz Schauer
7 months
@sp_monte_carlo With @betanalpha : statistically meaningful quantities like posterior means and posterior variance are integrals, so even if you have the posterior density you still need to integrate. Samples solve the integration problem.
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@MoritzSchauer
Moritz Schauer
5 years
Interested in a PhD working in #julialang on a simulator of the impact of climate change on all plant biodiversity on earth?
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@MoritzSchauer
Moritz Schauer
1 year
The key is to couple both chains, but common random numbers are not enough. With a good coupling, the perturbed chain deviates from the original chain only by short excursions.
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@MoritzSchauer
Moritz Schauer
9 months
Nice, all Banach-Tarski jokes in a single tweet.
@Almost_Sure
Almost Sure
9 months
did you know: starting from a single tweet about Banach-Tarski, it is possible to dissect it and create 100 new Banach-Tarski tweets
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@MoritzSchauer
Moritz Schauer
2 years
It is just a function with many parameters.
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@MoritzSchauer
Moritz Schauer
1 year
We illustrate this with maximizing the specific heat in an Ising model by differentiating through Metropolis Hastings. The image illustrates how a chain with a infinitesimally perturbed temperature in the Ising model deviates for some iterations before merging again.
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@MoritzSchauer
Moritz Schauer
3 years
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@MoritzSchauer
Moritz Schauer
1 year
Methodologically reassuring that a single math department (ours, the joint math department of Chalmers University and of the University of Gothenburg) ranks simultaneously second best and worst of Swedish math departments. (Thanks Axel!)
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@MoritzSchauer
Moritz Schauer
2 years
To my mind digits face to the left 1 2 3 4 5… and most letters to the right A B C D E F G…
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@MoritzSchauer
Moritz Schauer
1 year
A PhD: find a very specific solution to a problem others overlooked by extending general theory
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@MoritzSchauer
Moritz Schauer
8 months
The grid lines on graph paper are prison bars for the mind
@Anthony_Bonato
Anthony Bonato
8 months
Math on blank paper, grid paper, or lined paper?
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@MoritzSchauer
Moritz Schauer
6 months
"to Polish"
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@MoritzSchauer
Moritz Schauer
1 year
Got asked on the way to Kindergarten if one can count not only forward or backward, but also sideways. Love the implication: 1, 1 + i, 1 + 2i, …
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@MoritzSchauer
Moritz Schauer
1 year
So it turns out that Greedy Causal Discovery which greedily adds (phase 1) and then removes (phase 2) edges from equivalence classes of causal graphs and yet finds an optimum is a form of simplex algorithm
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@MoritzSchauer
Moritz Schauer
8 months
As the statisticians say: you fail to miss 5% of the chances you should not have taken!
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@MoritzSchauer
Moritz Schauer
3 years
My @ISBA_events talk about "Sticky piecewise deterministic Markov samplers for inference problems with spike and slab priors"
@MoritzSchauer
Moritz Schauer
4 years
New paper on arXiv "Sticky PDMP samplers for sparse and local inference problems" by @jbierkens @SebastianoGraz3 @MeulenFrank and me.
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@MoritzSchauer
Moritz Schauer
1 year
Shout-out to first authors @NotGauravArya and Ruben Seyer (first paper!) soon starting as PhD
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@MoritzSchauer
Moritz Schauer
11 months
Take an undirected cycle graph, and orient the edges by coin flip. What is the distribution of sinks? Hint: zero is a special case of an even.
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@MoritzSchauer
Moritz Schauer
1 year
One more: The Kronecker-δ, a function that returns 1 if two indices are equal and 0 otherwise
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@MoritzSchauer
Moritz Schauer
5 years
New preprint: Joris Bierkens, Sebastiano Grazzi (first paper!), Frank van der Meulen, M.S.: A piecewise deterministic Monte Carlo method for diffusion bridges
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@MoritzSchauer
Moritz Schauer
3 years
There is a nice connection between Gamma process and spatial Poisson process: The little and larger jumps ΔXₜ of a Gamma process Xₜ plotted in the (t, log(Δx)) plane form a Poisson point process, increasingly homogeneous for small Δx @genkuroki
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@MoritzSchauer
Moritz Schauer
2 years
@ShengwuLi Lol, ChatGPT is probably trained on that sentence
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@MoritzSchauer
Moritz Schauer
6 years
@wuoulf @SimonDanisch @graalvm @JuliaLanguage @usenextjournal This is really @usenextjournal working as supposed: someone remixes an article, reproduces the results and adds a new angle to it. 🧡
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@MoritzSchauer
Moritz Schauer
2 years
@rlmcelreath 20 minutes on a TikZ diagram - is this a brag?
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@MoritzSchauer
Moritz Schauer
3 years
Ad: Laplace Demon Webinar: @MeulenFrank - Automatic Backward Filtering Forward Guiding for Markov processes and graphical models
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@MoritzSchauer
Moritz Schauer
2 years
Σ is a covariance and σ a scale - Λ is a Laplacian and λ a rate... that's actually quite nice
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@MoritzSchauer
Moritz Schauer
11 months
Terence Tao looking into automatic theorem proving is a nice signal. This playful environment by @XenaProject and Mohammad Pedramfar of learning the theorem prover Lean is great
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@MoritzSchauer
Moritz Schauer
1 year
@adad8m I feel seen in the continuous education cycle
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@MoritzSchauer
Moritz Schauer
3 years
@avehtari This interactive notebook is perhaps close to the case @avehtari has in mind: A Gaussian process prior using the Fourier basis (n observations, n basis functions) in a regression context
@MoritzSchauer
Moritz Schauer
3 years
I made a @PlutoJL notebook: Interactive tour on non-parametric Bayesian regression using #julialang . If you ever wanted to play visually with posterior contraction rates...
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@MoritzSchauer
Moritz Schauer
3 years
@ChadScherrer @sp_monte_carlo This one I just saw recently
@keenanisalive
Keenan Crane
3 years
Anyone know a good article on how complex numbers improve robustness of numerical & geometric computation? E.g., sqrt(-ε) is NaN in real arithmetic, but sqrt(ε)i in complex arithmetic. Also, two circles have a complex intersection—even if they don’t quite touch due to rounding.
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