Checking soccer models with PPC
As far as I can think right now (not very far), there are two things you
typically want to do once you have a model and done some inference:
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Multivariate normal covariance matrices and the cholesky decomposition
This post is mainly some notes about linear algebra, the cholesky decomposition,
and a way of parametrising the multivariate normal which might be more efficient
in some cases. In general it is best to use existing implementations of stuff
like this - this post is just a learning exercise.
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Exploration with arviz
In a previous post I had a look at using pyro but found myself writing a lot more code just to have a look at the inference than to actually perform it. Fortunately, one of the arviz developers commented on the post and let me know that arviz would have...
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Going NUTS with pyro and pystan
Table of Contents
1. pyro
2. pystan
3. Conclusions
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Blogging with Emacs, Org, and GitHub Pages
This post is for experimenting. Many thanks to Carl Lieberman and Dean Attali
for providing the main tools for this blog.
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