Category: independence

haunting of tramcar 105 [book review]

A mix of steampunk and urban magic in a enlightened 1912 Cairo sounded like a good prolegomena and I bought P. Djèli Clark’s The haunting of tram car 015 on this basis. As it happens, this is actually a novella of 123 pages building on the same universe as a previous work of the author, […]

revisiting the Gelman-Rubin diagnostic

Just before Xmas, Dootika Vats (Warwick) and Christina Knudson arXived a paper on a re-evaluation of the ultra-popular 1992 Gelman and Rubin MCMC convergence diagnostic. Which compares within-variance and between-variance on parallel chains started from hopefully dispersed initial values. Or equivalently an under-estimating and an over-estimating estimate of the MCMC average. In this paper, the […]