Reparameterization tricks in inference Normalizing flows, invertible density models, inference by measure transport, low-dimensional coupling… 2018-04-04 – 2020-06-22

Probabilistic neural nets Machinelearnese for “Bayesian” 2017-01-11 – 2020-06-14

Adaptive Markov Chain Monte Carlo samplers 2020-04-28 – 2020-04-30

Tuning an MCMC sampler 2020-04-30 – 2020-04-30

Markov Chain Monte Carlo methods 2017-08-28 – 2020-04-28

Variational autoencoders 2019-11-04 – 2020-04-24

The cross entropy method 2020-04-24

Mixture models for density estimation 2016-03-29 – 2020-04-24

Likelihood free inference 2020-04-22

Post stratification Making the optimal lemonade from the fruit life gave you 2020-04-22

Survey modelling Adjusting for the Lizardman constant 2019-08-29 – 2020-04-21

Particle filters incorporating Interacting Particle Systems, Sequential Monte Carlo and a profusion of other simultaneous-discovery names 2014-07-25 – 2020-04-08

Probabilistic programming a.k.a. Bayesian programming 2019-10-02 – 2020-04-03

Bayes for beginners 2016-05-30 – 2020-01-30

Applied psephology 2016-07-12 – 2020-01-20

Kalman filtering of Gaussian Processes 2019-09-18 – 2019-12-16

Probabilistic spectral analysis 2019-11-13 – 2019-12-03

Optimal control 2015-06-22 – 2019-11-01

Gaussian processes on lattices 2019-10-30

Frequentist consistency of Bayesian methods TFW two flawed methods for understanding the world agree with at least each other 2016-04-12 – 2019-10-19

M-open, M-complete, M-closed 2016-05-30 – 2019-10-18

Inference without KL divergence 2019-10-03

State filtering parameters Tracking things that don’t move 2017-09-15 – 2019-10-01

Nonparametric state filters via Gaussian Processes 2019-09-18

Bayesian model selection 2017-08-20 – 2019-07-22

Bayesian sparsity 2019-01-08

Variational state filtering 2018-03-19 – 2018-12-07

Online estimation 2018-09-30

Hamiltonian and Langevin Monte Carlo Physics might be on to something 2018-07-31 – 2018-07-12

Dynamic splitting simulation 2017-05-29 – 2017-11-10

Rare-event-conditional estimation 2017-05-29 – 2017-11-10

Gaussian Process simulation and circulant embeddings I might shoehorn Whittle likelihoods in here too 2017-11-10 – 2017-11-10

State filtering Kalman and friends 2015-06-22 – 2017-07-06

Marketing psychology 2017-04-27 – 2017-05-29

Monte Carlo methods 2014-11-16 – 2015-12-30

Expectation propagation 2015-10-26