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avibryant's profile
Avi Bryant
Avi Bryant
Avi Bryant
@avibryant

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Avi Bryant

@avibryant

Happiest when working on Random Forests from random beaches.

Galiano Island
avibryant.com
Joined November 2006

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    1. Jonathan Larkin‏ @jonathanrlarkin Oct 10

      Jonathan Larkin Retweeted Erik Bernhardsson

      “if you express the problem in a more structured way...you can make the sampling scale to large problems (thousands of unknown parameters). For Python there’s #PyMC3 and #PyStan”... #Bayesian twitter: any examples in the wild with >1000 params? Is that computationally possible?https://twitter.com/fulhack/status/1049823636226490368 …

      Jonathan Larkin added,

      Erik Bernhardsson @fulhack
      I wrote a blog post about a bunch of ways to generate/plot uncertainty estimates https://erikbern.com/2018/10/08/the-hackers-guide-to-uncertainty-estimates.html …
      4 replies 2 retweets 13 likes
    2. Thomas Wiecki‏ @twiecki Oct 10
      Replying to @jonathanrlarkin

      We've been fitting models with ten thousands of parameters in #PyMC3, nuts is incredible.

      3 replies 2 retweets 12 likes
    3. Colin Carroll‏ @colindcarroll Oct 10
      Replying to @twiecki @jonathanrlarkin

      The radon models in the docs have ~2k parameters, but many are deterministic.

      1 reply 0 retweets 0 likes
      Avi Bryant‏ @avibryant Oct 10
      Replying to @colindcarroll @twiecki @jonathanrlarkin

      Are there any publicly available models for benchmarking that include a very large number of latent variable params?

      10:20 AM - 10 Oct 2018
      • 2 Likes
      • Jonathan Larkin Colin Carroll
      1 reply 0 retweets 2 likes
        1. New conversation
        2. Colin Carroll‏ @colindcarroll Oct 10
          Replying to @avibryant @twiecki @jonathanrlarkin

          I've started looking around for this for the arviz project - we plan to implement the same models using multiple different (python) inference libraries, but can ping you once we start pushing code there.

          1 reply 0 retweets 1 like
        3. Adrian Seyboldt‏ @aseyboldt Oct 10
          Replying to @colindcarroll @avibryant and

          I've got a model with 60k parameters that seems to sample fine (most of the parameters could probably be marginalized out though). One item on my things-to-blog-about list. Would be fun to try arviz on that one :-)

          0 replies 0 retweets 3 likes
        4. End of conversation

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