In this post, I discuss the physics behind Hamiltonian Monte Carlo (HMC), Hamiltonian Mechanics. Hamiltonian Monte Carlo (HMC) There are several great references for learning about HMC. My favorit...

In this post I want to describe two methods that both use the word “Least” to describe them. Both of these concepts are foundational in their respective field (physics and statistics), and I find i...

What is model uncertainty? Although linear regression isn’t always used to simulate data, it gives a good theoretical starting point to build intuition of why model uncertainty matters at all. We o...

I started becoming interested in iOS development in 2021 as a way to learn a compiled language. My background at the time was mostly in Python & R, with undergraduate courses in Java and C++. I...

You have a statistical detector capable of raising alerts on time series data (i.e. number of crashes in an hour or average bandwidth for a fleet of servers) and received a question from the engine...

If you have ever played a game where each player draws pieces randomly from a bag each turn, you may relate to this post. For me, this game is Carcassonne. The game progresses by players drawing ti...