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Calibration is sometimes sufficient for trusting predictions. What does this tell us when human experts use model predictions?

This is Jessica. I got through a long string of deadlines and invited talks and now I’m back to thinking about calibration and decision-making. In a previous post I was wondering about the relationship between calibration and Bayesian use of information – Bayesian theory implies calibration, but when does calibration imply Bayesian use of information?...

Fri Nov 1, 2024 20:28
“Trivia question for you. I kept temperature records for 100 days one year in Boston, starting August 15th (day “0”). What would you guess is the correlation between day# and temp? r=???”

Shane Frederick writes: Trivia question for you. I kept temperature records for 100 days one year in Boston, starting August 15th (day “0”). What would you guess is the correlation between day# and temp? r=??? Shane sends me this kind of thing from time to time, for example: Boris and Natasha in America: How often is the wife taller than the husband?...

Fri Nov 1, 2024 17:48
Stan Playground: Run Stan on the web, play with your program and data at will, and no need to download anything on your computer

Just in time for Halloween, we have a scarily effective implementation of Stan on the web, full of a veritable haunted house of delicious treats. Brian Ward, Jeff Soules, and Jeremy Magland write: Stan Playground is a new open-source, browser-based editor and runtime environment for Stan models. Users can edit, compile, and run models, as well as...

Thu Oct 31, 2024 17:12
StanCon 2024 Oxford: recorded talks are now released!

(This post is by Charles) The title says it all: recordings of StanCon 2024 are now available on Stan’s youtube channel. We’re happy to make the content of StanCon 2024 accessible, even to those who couldn’t make it in person. And for those who were there, you might be tempted to revisit the excellent presentations. This is a wonderful snapshot of...

Thu Oct 31, 2024 02:33
Leave-one-out cross validation (LOO) for an astronomy problem

Harrison Siegel pointed us to this project with Maximiliano Isi and Will Farr on gravitational-wave analysis. The compare models using predictive evaluation, in particular leave-one-out cross-validation (LOO), as discussed here and here. Siegel writes: We discuss our implementation of the LOO in Sec. IIIC. Really hoping that we can motivate more...

Wed Oct 30, 2024 17:34
What makes an MCMC sampler GPU-friendly?

(This post is by Charles) Art Owen (Stanford) read our paper on nesting Rhat to assess convergence in the many-short-chains regime of MCMC. He made a lot of great comments and asked some clarification questions. Notably: It wasn’t clear to me what makes an MCMC GPU-friendly.  Is there a canonical reference?  E.g., maybe the Lao paper. I’m not sure...

Tue Oct 29, 2024 20:17

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