Stats tutorials that I've written and taught at talks, conferences, or workshops.

stats-tutorials.md

Stats tutorials

Gists

• Sample posteriors with SVI in numpyro
  • In this example, we have an observed stellar spectrum that we would like to fit as a mixture of models for one cool and one hot stellar spectrum. We have two PHOENIX model stellar spectra which bracket the solar effective temperature, and a publicly available "observed" solar spectrum.
• How to compute leave-one-out cross validation stats for a numpyro (jax) model with a Gaussian process from celerite2
  • Based on the Leave-One-Out article in the stan docs
• Pareto smoothed importance sampling leave-one-out cross validation
  • In this tutorial, we will construct a linear model with numpyro and carry out Pareto-Smoothed importance sampling Leave-One-Out Cross Validation on the results.
  • These slides were part of the presentation of this notebook

Interactive repos

• Introduction to JAX for physical scientists
• Interactive MCMC demo
• Interactive Gaussian process demo
• Interactive Approximate Bayesian Computation demo

Tutorials

• Python for Astronomy Tutorial at Exeter (2019)
• Intro to Astropy Affiliated Packages at .Astronomy 9
• Linear model selection with PyMC3