Posts by Collection
photodump
publications
Discussion of Model Uncertainty and Missing Data: An Objective Bayesian Perspective
Published in Bayesian Analysis, 2025
See page 56-59 for our contributed discussion of the paper.
talks
Inverse Autoregressive Flows Permalink
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This presentation discusses the interplay between Variational Inference and Normalizing Flows, and explains a specific type of NF called inverse autoregressive flow (IAF) proposed in this paper.
Convex and Nonconvex Optimization for Low Rank Matrix Completion Permalink
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This presentation reviews the progress of convex and nonconvex approaches that deal with low-rank matrix completion and aims to unravel the inherent synergies between these two approaches.
Conformal Prediction as Bayesian Quardrature Permalink
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This presentation discusses the paper Conformal Prediction as Bayesian Quardrature. It demonstrates a clever reformulation to recover conformal methods by the posterior mean over quantiles.
Bayesian workflow in PyMC Permalink
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This tutorial walks through common steps of the Bayesian workflow in PyMC and provides some pointers I find useful for further reading.
teaching
Teaching & Mentoring
, , 1900
I enjoy teaching, and I value the power of articulation: expressing ideas concisely and helping others understand technical concepts jargon-free.
writing
Stochastic Gradient MCMC Permalink
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This report reviews stochastic gradient MCMC samplers based on this paper.
Local Average Treatment Effect (LATE) Permalink
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This report briefly explains the concept of LATE and reviews the paper Identification of Causal Effects using Instrumental Variables
the Statistical Limit of Arbitrage Permalink
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This report reviews the paper the Statistical Limit of Arbitrage and draw connections between optimal feasible portfolio and empirical Bayes based on Tweedie’s formula.