Statisfaction - a collaborative blog about Bayesian computation and related topics – Statisfaction - I can’t get no

A simpler nested sampling identity

SMC

nested sampling

paper

\[ \newcommand{\ind}{\mathbb{1}} \]

Numpy broke my heart

python

joblib

multiprocessing

numpy

I swear, the title is kind of funny in French (try to figure out why). Anyway, in this post I wanted to dispel a misconception I had until recently on python, numpy and…

Quantum workers in Bernoulli factories

quantum computing

simulation

TL;DR: A quantum computer lets you provably build more general Bernoulli factories than your laptop.

Coulomb rhymes with variance reduction

Monte Carlo

point processes

… Well, it does rhyme if you read the title aloud with a French accent, hon hon hon.

particles version 0.4: single-run variance estimates, FFBS variants, nested sampling

news

particles

SMC

Version 0.4 of particles have just been released. Here are the main changes:

Welcome to the new, quarto-based version of Statisfaction

news

Hey! We have just moved this blog from Wordpress to github. The old version is still available here. The new version is based on quarto, which will make it much easier to…

Better than Monte Carlo (this post is not about QMC)

Monte Carlo

QMC

rates

(This is repost from this December 2022 post on the old website, but since math support is so poor on Wordpress, I’d rather have this post published here.)