Yuling Yao’s Blog

My website was hacked!

Bayesian prediction and the likelihood principle

StanCon 2023

Bayes is guaranteed to overfit, for any model, any prior, and every data point

How much saving do you need in the end? zero?

control variate other than the score

What is wrong with this marginalize-out trick

Alternaitves to two stage modeling

Score matching, Bayesian predictions, tempering, and invariance

How to generate unbiased estimate of 1/E[x] using one random draw?