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juanitorduz @juanitorduz.bsky.social · 1d

I got mail! I can’t not wait @vincentab.bsky.social I’ll try to do many of these examples by “hand” (learning by doing).

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juanitorduz @juanitorduz.bsky.social · 3d

💯

Reposted by juanitorduz

Andrew Gelman et al. @statmodeling.bsky.social · 4d

7 reasons to use Bayesian inference!
statmodeling.stat.columbia.edu/2025/10/11/7...

7 reasons to use Bayesian inference! | Statistical Modeling, Causal Inference, and Social Science

statmodeling.stat.columbia.edu

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juanitorduz @juanitorduz.bsky.social · 3d

IMO 80% data science problem in the industry can be solved with a (good!) linear regression (I also consider GLM as just regressions with a link function)

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juanitorduz @juanitorduz.bsky.social · 11d

Exited about notebooks in 2026 🚀

juanitorduz @juanitorduz.bsky.social · 11d

I have not tried this myself but this great blog (and the corresponding GitHub repository) might be helpful florianwilhelm.info/2020/10/baye...

Finally! Bayesian Hierarchical Modelling at Scale

For a long time, Bayesian Hierarchical Modelling has been a very powerful tool that sadly could not be applied often due to its high computations costs. With NumPyro and the latest advances in high-pe...

florianwilhelm.info

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juanitorduz @juanitorduz.bsky.social · 11d

Thank you @patrickdoupe.bsky.social

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juanitorduz @juanitorduz.bsky.social · 11d

It was fun (painful 😅) to implement VAR(p) models from scratch juanitorduz.github.io/var_numpyro/

Bayesian Vector Autoregressive Models in NumPyro - Dr. Juan Camilo Orduz

juanitorduz.github.io

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juanitorduz @juanitorduz.bsky.social · 17d

Festival der Riesendrachen
#Berlin

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juanitorduz @juanitorduz.bsky.social · 19d

I'm learning causal inference “on the street” 😄

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Reposted by juanitorduz

Gabriel Stechschulte @gstechschulte.bsky.social · 20d

Reproducing Uber's Alternating Direction Method of Multipliers (ADMM) based automated budget allocation system in JAX

gstechschulte.github.io/posts/2025-0...

Reproducing Uber's Marketplace Optimization

Uber allocates money across different regions and programs to incentivize riders and drivers to use Uber products. This incentive structure ultimately influences the market. This leads to the natural ...

gstechschulte.github.io

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juanitorduz @juanitorduz.bsky.social · 21d

Amazing! Thank you !!!

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juanitorduz @juanitorduz.bsky.social · 21d

Hehe classic.

juanitorduz @juanitorduz.bsky.social · 23d

💯

juanitorduz @juanitorduz.bsky.social · 26d

I went into the notebooks in detail and looks super interesting! I have never tried myself but now I’m very curious 🧐

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juanitorduz @juanitorduz.bsky.social · 27d

Yay!

Reposted by juanitorduz

Jan Boelts @janboelts.bsky.social · 27d

Kudos to @sethaxen.com for implementing the Pyro wrapper that makes this possible (shipped in sbi v0.25)!

And thanks to @juanitorduz.bsky.social sharing the cookie factory example—it's a great accessible example for hierarchical inference.

Everything runs in Colab 📊

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juanitorduz @juanitorduz.bsky.social · 27d

Cool! Any plans to add NumPyro support? 😄

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Reposted by juanitorduz

Chris Fonnesbeck @fonnesbeck.bsky.social · 29d

A nice primer on normalizing flows by PyMC/PyTensor devs Ricardo and Jesse. pytensor.readthedocs.io/en/latest/ga...

Normalizing Flows in PyTensor — PyTensor dev documentation

pytensor.readthedocs.io

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juanitorduz @juanitorduz.bsky.social · Sep 13

Here are the materials for the PyData Berlin 2025 talk on Stochastic Variational Inference with NumPyro:

- Slides: juanitorduz.github.io/html/intro_s...
- Notebook; juanitorduz.github.io/intro_svi/

Scaling Probabilistic Models with Variational Inference

juanitorduz.github.io

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juanitorduz @juanitorduz.bsky.social · Sep 13

I think you can try with CustomDist. Here is an example discourse.pymc.io/t/creating-a...

Creating a LogStudentT distribution

Hi everyone, What is the suggested way to use a LogStudentT variable, a la LogNormal? Is there a more straightforward way than implementing a new Distribution? The use-case is the following. I’d lik...

discourse.pymc.io

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juanitorduz @juanitorduz.bsky.social · Aug 31

If you need support from the (JAX) community I suggest having some “good first issues” on the repo :)

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juanitorduz @juanitorduz.bsky.social · Aug 31

Great! There is some “related” work with JAX

- github.com/py-econometr...
- github.com/py-econometr...

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juanitorduz @juanitorduz.bsky.social · Aug 23

Yes 100% (easy to iterate with LLMs)! I found many bugs in dat pre-processing steps.

juanitorduz @juanitorduz.bsky.social · Aug 20

Thanks for the resources! I had the same wish :)