Kiran Gauthier writes: After attending your talk at the University of Minnesota, I wanted to ask a follow up regarding the structure of hierarchical / multilevel models but we ran out of time. Do you have any insight on the thought that probabilistic programming languages are so flexible, and the Bayesian inference algorithms so fast, that there is...

Someone who is working on a statistical problem in political science writes: I came across an algorithm . . . [follows with description of some classical and Bayesian approaches that use this algorithm] . . . Now the results I have gotten from these models seem very accurate. Is there a theoretical basis for why this model should or shouldn’t work?...

Nawaf Bou-Rabee was telling me and Chirag Modi that a high-dimensional normal initialized at the mode would be a disaster. I was skeptical as I’d never seen this behavior. So I dashed back to the computer and ran some simulations. Summary: Nawaf’s right! Simulation results I defined a 10,000-dimensional standard normal in Stan and used CmdStanPy...

I was thinking the other day about tenured faculty who don’t do their job or who do the absolute minimum: I’m talking about professors who never show up to work, do no research, and whose teaching is at the absolute minimum level of quality. Such people can actually be a negative in that they give students a substandard level of education and can...

Werner Krauth is visiting NYU’s Simons Center for Physics from ENS in Paris. He’s a physicist and the author of the 2006 book Statistical Mechanics: Algorithms and Computations. And he’s stopping by our reading group Fridays, where I learned about his most peculiar approach to plotting. He coded it in Postscript and ran simulations on the printer....

The Philadelphia Phillies reached out to let us know they are looking to hire a “Lead or Senior Quantitative Analyst, Player Evaluation” for their Baseball Operations Department. And they’re particularly interested in people who have experience with probabilistic programming languages like Stan and PyMC! For more details check out the job posting.