Probably Approximately Wrong

Recent posts

May 26, 2022
Combining independent and unbiased estimators I came across this 1.25 page paper by Don Rubin and Sanford Weisberg (Rubin & Weisberg) in Biometrika from 1975.…
Feb 6, 2022
Sequential Monte Carlo and Improved Auxiliary Particle Filters In this post, my aims are: Introduce Bayesian inference in state space models Introduce approximate inference using importance sampling, in state space models.…