Posts in Post

On Problem Landscape and Conformal Prediction vs. Bayes Dilemma

There are a lot of ongoing debates between the Bayesian approach and doing conformal prediction. And I think this debate should not exist at all. Conformal prediction is a great approach, and it is more or less orthogonal to the Bayesian analysis. I’ll try to explain my vision about how conformal prediction relates to Bayesian analysis, what they share in common and why they are still very different.

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The R2D2M2 Prior, the Awwwesome Linear Regression

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Bayesian inference at scale: Running A/B tests with millions of observations

Industry data scientists are increasingly making the shift over to using Bayesian methods. However, one often cited reason for avoiding this is because “Bayesian methods are slow.” There can be some truth to this, although this is often a non-issue unless working at serious scale.

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Interpreting LOO-PIT

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loo-pit

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