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How Big is the Difference Between Being 90% and 99% Certain?

July 07, 2015 by Will Kurt

People often discuss the idea of being "90% certain" or "99% sure that this is true", but how big is the difference between these two values? It turns out that the difference between these values is similiar to the difference between having $10 and $100 in your wallet.

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July 07, 2015 /Will Kurt
July 2015
20 Comments

Rejection Sampling and Tricky Priors

June 23, 2015 by Will Kurt

We have looked at working with a variety of analytical priors, but how can you sample from a prior probability that is not so mathematically pleasant to work with? In this post we learn about Rejection Sampling as one method of solving this problem.

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June 23, 2015 /Will Kurt
June 2015, parameter estimation
10 Comments

Moments of a Random Variable Explained

June 09, 2015 by Will Kurt

Why is Variance related to X squared? To understand this we need to understand Moments of a Random Variable. Read on to learn about the relationship between Variance, Moments of a Random Variable and Jensen's inequality. 

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June 09, 2015 /Will Kurt
variance and expectation, June 2015
12 Comments

Writing Finnegans Wake with a Recurrent Neural Net

May 26, 2015 by Will Kurt

A short post playing with the idea of using a Recurrent Neural Network to automatically generate text from James Joyce's Finnegans Wake.

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May 26, 2015 /Will Kurt
May 2015, Machine Learning
10 Comments

Small List of Gigantic Books for Summer Reading!

May 20, 2015 by Will Kurt

Some people like "light" beach reading during the summer. I prefer sinking my teeth into a massive, challenging and summer long book. Here are a few of my favorites.

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May 20, 2015 /Will Kurt
May 2015
2 Comments

Bayesian A/B Testing: A Hypothesis Test that Makes Sense

May 12, 2015 by Will Kurt

Confused by Hypothesis tesing used in A/B Tests? In this post we take a look at building an A/B from scratch the Bayesian way!

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May 12, 2015 /Will Kurt
May 2015, parameter estimation, hypothesis testing, popular
29 Comments

Using Bayes' Factor to Build a Voight-Kampff Test!

May 05, 2015 by Will Kurt

Learn about Bayes Factor by recreated the famous Voight-Kampff test from the movie Blade Runner.

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May 05, 2015 /Will Kurt
bayesian, May 2015
16 Comments

Bayesian Priors for Parameter Estimation

April 21, 2015 by Will Kurt

We've already looked at Bayesian Parameter Estimation, now we'll learn how to use Prior Probabilities in our Parameter Estimation to get better results.

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April 21, 2015 /Will Kurt
April 2015, parameter estimation
18 Comments
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