Nested $\hat R$: Assessing Convergence for Markov chain Monte Carlo when using many short chains

google-research/google-research 25 Oct 2021

Furthermore we use $\mathfrak n \hat R$ to construct a warmup scheme with an adaptive length, allowing users to avoid running their MCMC algorithms longer than necessary.


0.04 stars / hour

A flexible forecasting model for production systems

linkedin/greykite 3 May 2021

This paper discusses desirable properties of forecasting models in production systems.


0.03 stars / hour

ruptures: change point detection in Python

deepcharles/ruptures 2 Jan 2018

ruptures is a Python library for offline change point detection.

Computation Mathematical Software

0.03 stars / hour

A large-scale analysis of racial disparities in police stops across the United States

rfordatascience/tidytuesday 18 Jun 2017

We find that black drivers are stopped more often than white drivers relative to their share of the driving-age population, but that Hispanic drivers are stopped less often than whites.


0.03 stars / hour

Computing Extremely Accurate Quantiles Using t-Digests

tdunning/t-digest 11 Feb 2019

We present on-line algorithms for computing approximations of rank-based statistics that give high accuracy, particularly near the tails of a distribution, with very small sketches.

Sequential Quantile Estimation Computation Data Structures and Algorithms

0.02 stars / hour

Probabilistic Programming in Python using PyMC

pymc-devs/pymc3 29 Jul 2015

Probabilistic programming (PP) allows flexible specification of Bayesian statistical models in code.


0.02 stars / hour

Controlled Discovery and Localization of Signals via Bayesian Linear Programming

amspector100/pyblip 31 Mar 2022

Applying BLiP to existing state-of-the-art analyses of UK Biobank data (for genetic fine-mapping) and the Sloan Digital Sky Survey (for astronomical point source detection) increased resolution-adjusted power by 30-120% in just a few minutes of computation.

Methodology 62F15 (Primary), 60G35, 62F25, 62F15, 62J12, 85A35, 92D10 (Secondary)

0.02 stars / hour

The Augmented Synthetic Control Method

ebenmichael/augsynth 23 Jul 2020

Analogous to bias correction for inexact matching, Augmented SCM uses an outcome model to estimate the bias due to imperfect pre-treatment fit and then de-biases the original SCM estimate.

Methodology Econometrics

0.02 stars / hour

Multilevel Delayed Acceptance MCMC

pymc-devs/pymc 8 Feb 2022

We develop a novel Markov chain Monte Carlo (MCMC) method that exploits a hierarchy of models of increasing complexity to efficiently generate samples from an unnormalized target distribution.

Methodology Computation 62F15, 62M05, 65C05, 65C40

0.02 stars / hour

Orbit: Probabilistic Forecast with Exponential Smoothing

uber/orbit 18 Apr 2020

Time series forecasting is an active research topic in academia as well as industry.

Computation Methodology

0.02 stars / hour