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Nelson Tang

@nelsontang.com

Data Scientist (Forecasting) @NVIDIA. Interested in Bayesian stats, causal inference, and decisions. Also dad, OEF vet, and ski/mountain enjoyer. I blog (throw bricks into the wind) @ www.nelsontang.com

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26.10.2024
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Latest posts by Nelson Tang @nelsontang.com

Scaling Probabilistic Models with Variational Inference
Scaling Probabilistic Models with Variational Inference YouTube video by PyData

Here is the recording of my talk

PyData Berlin 2025: Introduction to Stochastic Variational Inference with NumPyro

Notebook: juanitorduz.github.io/intro_svi/

youtu.be/wG0no-mUMf0?...

#pydata #berlin #bayes

23.11.2025 18:18 πŸ‘ 13 πŸ” 4 πŸ’¬ 0 πŸ“Œ 0
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A new 246-pages book on MCMC.

"Finite Markov chains and Monte-Carlo Methods: An Undergraduate Introduction"

This is a free textbook suitable for a one-semester course on Markov chains, covering basics of finite-state chains, many classical models, asymptotic behavior and mixing times,

19.10.2025 18:45 πŸ‘ 35 πŸ” 3 πŸ’¬ 1 πŸ“Œ 0
A Gaussian process showing that the allowed time series are forced to be compatible with data

A Gaussian process showing that the allowed time series are forced to be compatible with data

I’m especially proud of this article I wrote about Gaussian Processes for the Recast blog! πŸ₯³

GPs are super interesting, but it’s not easy to wrap your head around them at first πŸ€”

This is a medium level (more intuition than math) introduction to GPs for time series.

getrecast.com/gaussian-pro...

29.08.2025 17:11 πŸ‘ 80 πŸ” 23 πŸ’¬ 2 πŸ“Œ 1
Forecasting: Principles and Practice, the Pythonic Way

A new Python edition of "Forecasting: Principles and Practice" is now available online at otexts.com/fpppy/. Thanks to @azulgarza.bsky.social, Cristian Challu, Max Mergenthaler, Kin Olivares & Nixtla for making this happen. #forecasting #python

11.04.2025 00:25 πŸ‘ 81 πŸ” 24 πŸ’¬ 3 πŸ“Œ 3
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A Visual Introduction to Hierarchical Models A visual explanation of multi-level modeling

Need to explain (or understand) linear mixed effects regressions, random intercepts, and random slopes? Look no further than "A Visual Introduction to Hierarchical Models" by Michael Freeman, 2017. It's a banger!

27.03.2025 21:56 πŸ‘ 95 πŸ” 30 πŸ’¬ 9 πŸ“Œ 2
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(PDF) Stein's Paradox in Statistics PDF | On May 1, 1977, Bradley Efron and others published Stein's Paradox in Statistics | Find, read and cite all the research you need on ResearchGate

With all the bad shit going on, I'm trying to spend more time reading science and math and less doom-scrolling.

Today's diversion was an exploration of the James-Stein estimator, wherein we can get a better joint estimate of the means of three variables than by taking the mean of each variable.

25.03.2025 21:30 πŸ‘ 182 πŸ” 18 πŸ’¬ 9 πŸ“Œ 3

This has been updated to v2.

arxiv.org/abs/2412.052...

25.03.2025 17:49 πŸ‘ 36 πŸ” 5 πŸ’¬ 0 πŸ“Œ 0

Curious about this too, I don’t see much here but might be because of chronological feed or I’m just not following the right people

20.03.2025 02:16 πŸ‘ 3 πŸ” 0 πŸ’¬ 0 πŸ“Œ 0

That entry level job market is going to be sobering

17.03.2025 03:15 πŸ‘ 9 πŸ” 0 πŸ’¬ 1 πŸ“Œ 0

Couldn’t agree more - only poor options to be found here unfortunately. Hoping improvements are coming, but until then it’s a lot of long breaks away from the phone

19.02.2025 06:07 πŸ‘ 0 πŸ” 0 πŸ’¬ 0 πŸ“Œ 0

Have you considered the OnlyPosts feed?

19.02.2025 04:53 πŸ‘ 0 πŸ” 0 πŸ’¬ 1 πŸ“Œ 0

Yeah I think pyenv did that for me when I used it, it lets you pick a python version and set a global default (or manually activate a different one). If you haven’t nuked your computer yet, you can at least use β€˜uv python list’ to see what’s installed and do some cleanups

09.02.2025 23:20 πŸ‘ 1 πŸ” 0 πŸ’¬ 0 πŸ“Œ 0

What are you trying to do? uv kind of assumes you want to use venv for stuff and know how to activate those or use an IDE that can detect it. If you want some global python install then you have stuff like conda and pyenv

09.02.2025 22:31 πŸ‘ 0 πŸ” 0 πŸ’¬ 1 πŸ“Œ 0

This whole time I’ve been learning Bayesian inference to detect biased coins and it turns out you can just look at it instead

06.02.2025 13:37 πŸ‘ 0 πŸ” 0 πŸ’¬ 0 πŸ“Œ 0

You can run R in quarto and source() what you need I think

06.02.2025 02:22 πŸ‘ 2 πŸ” 0 πŸ’¬ 1 πŸ“Œ 0
Mathematics for Machine Learning Companion webpage to the book β€œMathematics for Machine Learning”. Copyright 2020 by Marc Peter Deisenroth, A. Aldo Faisal, and Cheng Soon Ong. Published by Cambridge University Press.

What book is this? The only other time I've seen the 'talent/skill tree' view is in Mathematics for Machine Learning (mml-book.github.io) and I wish we saw more of that view!

06.02.2025 00:01 πŸ‘ 1 πŸ” 0 πŸ’¬ 1 πŸ“Œ 0

I guess I don't have a specific text I can share - you probably already have this, but the chapter in probml2 (Probabilistic ML - Advanced Topics) by Kevin Murphy that covers them as an intro to SSM is my other go-to probml.github.io/pml-book/boo...

05.02.2025 23:38 πŸ‘ 1 πŸ” 0 πŸ’¬ 1 πŸ“Œ 0

And I like this paper, discusses HMM and state space models and Bayesian networks - mlg.eng.cam.ac.uk/zoubin/paper...

05.02.2025 23:26 πŸ‘ 1 πŸ” 0 πŸ’¬ 1 πŸ“Œ 0
Exploring Hidden Markov Models

Here’s an interactive intro: nipunbatra.github.io/hmm/

05.02.2025 23:23 πŸ‘ 1 πŸ” 0 πŸ’¬ 1 πŸ“Œ 0

Time to reinstall R

04.02.2025 15:39 πŸ‘ 6 πŸ” 0 πŸ’¬ 0 πŸ“Œ 0

It’s important to budget time for yak shaving

04.02.2025 15:35 πŸ‘ 1 πŸ” 0 πŸ’¬ 0 πŸ“Œ 0
Lumon Industries

Now you too can refine macrodata! lumon-industries.com

04.02.2025 02:52 πŸ‘ 2 πŸ” 0 πŸ’¬ 0 πŸ“Œ 0

The quiet posters feed seems to be the best bet, otherwise everything just gets drowned out with people reacting to news

04.02.2025 01:44 πŸ‘ 1 πŸ” 0 πŸ’¬ 0 πŸ“Œ 0
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Friendly reminder, don't forget to prune your uv cache

01.02.2025 15:45 πŸ‘ 12 πŸ” 3 πŸ’¬ 2 πŸ“Œ 0

Maybe an initial assignment could be around critiquing the LLM output based on something the student knows well or is an expert in. Like how you listen to certain podcast hosts and once you hear them talking about your field of expertise you realize they have no idea what they’re talking about

31.01.2025 15:31 πŸ‘ 3 πŸ” 1 πŸ’¬ 0 πŸ“Œ 0

I wonder if, in addition to learning about a specific domain and their problems, you could teach students to critique a LLM’s output?

31.01.2025 03:03 πŸ‘ 0 πŸ” 0 πŸ’¬ 1 πŸ“Œ 0

The analysts are motivated because they have immediate problems and these tools provide solutions and they learn skills at the same time. I don’t think it absolves them entirely of having to learn a little coding but LLM as coding mentor saves a ton of time for instructors

31.01.2025 03:00 πŸ‘ 0 πŸ” 0 πŸ’¬ 2 πŸ“Œ 0

I don’t know what it would look like prior to entering the workforce, but arming working traditional excel-based analysts with the ability to solve their everyday problems with these new tools (in this case, writing Python with LLM help) works well.

31.01.2025 03:00 πŸ‘ 0 πŸ” 0 πŸ’¬ 1 πŸ“Œ 0

time for a hierarchical model?

28.01.2025 17:28 πŸ‘ 5 πŸ” 0 πŸ’¬ 0 πŸ“Œ 0