The uninformative prior

Prediction

Generalised Bayesian inference

Divergence

Or: parameter uncertainty isn’t as important as data and model uncertainty when it comes to forecasting.

Computation

Statistics

A short introductory post on pseudo-random number generators and how to actually sample from a probability distribution.

Divergence

Approximations

Empirical approximations of statistical distances and how they stack up.

Optimisation

Stan

Don’t trust your data? Tell me about it.

Stan

Generalised Bayesian inference

Stan can easily handle arbitrary loss functions.