How to run MCMC in parallel
I have to run Markov chain Monte Carlo (MCMC) simulations that each takes hours and requires parameter configuration. Here’s how I parallelize it.
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A compilation of basic(?) tests for statistical competence.
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Comparing RStudio and Spyder
Recently I have been searching for a Python’s IDE that is similar to R’s RStudio. While ipython notebook is better than text editor for data analysis, it suf...
Explain The Inverse Cdf Method
In this note, I’ll show a pictorial proof of the inverse-cdf method, used to generate samples of any random variable, as long as we know its cdf. I have rea...