Nelson Tang
@nelsontang.com
Data Scientist (Forecasting) @NVIDIA. Interested in Bayesian stats, causal inference, and decisions. Also dad, OEF vet, and ski/mountain enjoyer.
I blog (throw bricks into the wind) @ www.nelsontang.com
I blog (throw bricks into the wind) @ www.nelsontang.com
Reposted by Nelson Tang
A new 246-pages book on MCMC.
"Finite Markov chains and Monte-Carlo Methods: An Undergraduate Introduction"
This is a free textbook suitable for a one-semester course on Markov chains, covering basics of finite-state chains, many classical models, asymptotic behavior and mixing times,
"Finite Markov chains and Monte-Carlo Methods: An Undergraduate Introduction"
This is a free textbook suitable for a one-semester course on Markov chains, covering basics of finite-state chains, many classical models, asymptotic behavior and mixing times,
October 19, 2025 at 6:45 PM
A new 246-pages book on MCMC.
"Finite Markov chains and Monte-Carlo Methods: An Undergraduate Introduction"
This is a free textbook suitable for a one-semester course on Markov chains, covering basics of finite-state chains, many classical models, asymptotic behavior and mixing times,
"Finite Markov chains and Monte-Carlo Methods: An Undergraduate Introduction"
This is a free textbook suitable for a one-semester course on Markov chains, covering basics of finite-state chains, many classical models, asymptotic behavior and mixing times,
Reposted by Nelson Tang
I’m especially proud of this article I wrote about Gaussian Processes for the Recast blog! 🥳
GPs are super interesting, but it’s not easy to wrap your head around them at first 🤔
This is a medium level (more intuition than math) introduction to GPs for time series.
getrecast.com/gaussian-pro...
GPs are super interesting, but it’s not easy to wrap your head around them at first 🤔
This is a medium level (more intuition than math) introduction to GPs for time series.
getrecast.com/gaussian-pro...
August 29, 2025 at 5:11 PM
I’m especially proud of this article I wrote about Gaussian Processes for the Recast blog! 🥳
GPs are super interesting, but it’s not easy to wrap your head around them at first 🤔
This is a medium level (more intuition than math) introduction to GPs for time series.
getrecast.com/gaussian-pro...
GPs are super interesting, but it’s not easy to wrap your head around them at first 🤔
This is a medium level (more intuition than math) introduction to GPs for time series.
getrecast.com/gaussian-pro...
Reposted by Nelson Tang
A new Python edition of "Forecasting: Principles and Practice" is now available online at otexts.com/fpppy/. Thanks to @azulgarza.bsky.social, Cristian Challu, Max Mergenthaler, Kin Olivares & Nixtla for making this happen. #forecasting #python
Forecasting: Principles and Practice, the Pythonic Way
otexts.com
April 11, 2025 at 12:25 AM
A new Python edition of "Forecasting: Principles and Practice" is now available online at otexts.com/fpppy/. Thanks to @azulgarza.bsky.social, Cristian Challu, Max Mergenthaler, Kin Olivares & Nixtla for making this happen. #forecasting #python
Reposted by Nelson Tang
Need to explain (or understand) linear mixed effects regressions, random intercepts, and random slopes? Look no further than "A Visual Introduction to Hierarchical Models" by Michael Freeman, 2017. It's a banger!
A Visual Introduction to Hierarchical Models
A visual explanation of multi-level modeling
mfviz.com
March 27, 2025 at 9:56 PM
Need to explain (or understand) linear mixed effects regressions, random intercepts, and random slopes? Look no further than "A Visual Introduction to Hierarchical Models" by Michael Freeman, 2017. It's a banger!
Reposted by Nelson Tang
With all the bad shit going on, I'm trying to spend more time reading science and math and less doom-scrolling.
Today's diversion was an exploration of the James-Stein estimator, wherein we can get a better joint estimate of the means of three variables than by taking the mean of each variable.
Today's diversion was an exploration of the James-Stein estimator, wherein we can get a better joint estimate of the means of three variables than by taking the mean of each variable.
(PDF) Stein's Paradox in Statistics
PDF | On May 1, 1977, Bradley Efron and others published Stein's Paradox in Statistics | Find, read and cite all the research you need on ResearchGate
www.researchgate.net
March 25, 2025 at 9:30 PM
With all the bad shit going on, I'm trying to spend more time reading science and math and less doom-scrolling.
Today's diversion was an exploration of the James-Stein estimator, wherein we can get a better joint estimate of the means of three variables than by taking the mean of each variable.
Today's diversion was an exploration of the James-Stein estimator, wherein we can get a better joint estimate of the means of three variables than by taking the mean of each variable.
Reposted by Nelson Tang
March 25, 2025 at 5:49 PM
Time to reinstall R
Another video in my series on applied time series and forecasting with the {mvgam} #rstats 📦. This one introduces State Space hierarchical GAMs and GPs for tackling multivariate series youtu.be/2POK_FVwCHk?...
Time series in R and Stan using the mvgam package: hierarchical GAMs
YouTube video by Nicholas Clark
youtu.be
February 4, 2025 at 3:39 PM
Time to reinstall R
Now you too can refine macrodata! lumon-industries.com
Lumon Industries
lumon-industries.com
February 4, 2025 at 2:52 AM
Now you too can refine macrodata! lumon-industries.com
Reposted by Nelson Tang
Friendly reminder, don't forget to prune your uv cache
February 1, 2025 at 3:45 PM
Friendly reminder, don't forget to prune your uv cache
Dev logs are new to me but they sound like a great idea. Here a Reddit user shares their format for keeping a dev log and also using it for some self care: www.reddit.com/r/Experience...
From the ExperiencedDevs community on Reddit: The way you treat yourself is important.
Explore this post and more from the ExperiencedDevs community
www.reddit.com
January 16, 2025 at 4:05 PM
Dev logs are new to me but they sound like a great idea. Here a Reddit user shares their format for keeping a dev log and also using it for some self care: www.reddit.com/r/Experience...
As a DS who works remote, this feels an elegant way of quickly spinning up a DAG and collaborating, brainstorming, or teaching without a whiteboard. It's pretty enough to drop into a stakeholder deck and it's got a generous free 'explorer' tier. Definitely belongs in the quiver
A collaborative platform for causal DAGs is here! We released the beta version of cStructure today; try it out at cstructure.dev. A low code canvas to identify adjustment sets, bind and annotate data, analyze with in-browser Jupyter notebooks, and LLM kickstarters #causalinference #stats #episky
December 27, 2024 at 9:20 PM
As a DS who works remote, this feels an elegant way of quickly spinning up a DAG and collaborating, brainstorming, or teaching without a whiteboard. It's pretty enough to drop into a stakeholder deck and it's got a generous free 'explorer' tier. Definitely belongs in the quiver
Reposted by Nelson Tang
In case any of you #rstats / #quarto folks are updating sites as a holiday task, TIL a slick way to get the Bluesky logo in: the iconify extension does it with:
{{< iconify fa6-brands bluesky >}}
github.com/mcanouil/qua...
Also has academicons, etc 🎉
{{< iconify fa6-brands bluesky >}}
github.com/mcanouil/qua...
Also has academicons, etc 🎉
December 26, 2024 at 8:28 PM
In case any of you #rstats / #quarto folks are updating sites as a holiday task, TIL a slick way to get the Bluesky logo in: the iconify extension does it with:
{{< iconify fa6-brands bluesky >}}
github.com/mcanouil/qua...
Also has academicons, etc 🎉
{{< iconify fa6-brands bluesky >}}
github.com/mcanouil/qua...
Also has academicons, etc 🎉
A little late to the party here, but just read a fascinating (totally real) paper on applied gaussian processes. Titled "On the tardiness of coworkers and how to exploit it": jabde.com/2023/02/12/c...
On The Tardiness Of Coworkers And How To Exploit It - Journal of Astrological Big Data Ecology
In this groundbreaking research, we determine the optimum amount of time to show up late to a meeting by arbitrarily assigning numbers to things
jabde.com
December 21, 2024 at 6:23 PM
A little late to the party here, but just read a fascinating (totally real) paper on applied gaussian processes. Titled "On the tardiness of coworkers and how to exploit it": jabde.com/2023/02/12/c...
Don’t think I’ve ever seen a better intro to state space models. Bonus points for interactivity!
Wrote a basic tutorial about state-space models and Kalman filtering, sprinkled with interactivity, for an intermediate stats course.
statisticssu.github.io/STM/tutorial...
statisticssu.github.io/STM/tutorial...
December 7, 2024 at 2:06 AM
Don’t think I’ve ever seen a better intro to state space models. Bonus points for interactivity!
Handy helper function for generating a dataset with causal relationships and visualize the DAG. This was one of my last bookmarks I had from the other place, glad to have found that @robdonnelly47.bsky.social reposted here.
In case anyone finds it useful, this is a python helper function I wrote that let's you write out the data generating process and get back a dataframe and a DAG representing the causal pathways.
December 2, 2024 at 12:31 AM
Handy helper function for generating a dataset with causal relationships and visualize the DAG. This was one of my last bookmarks I had from the other place, glad to have found that @robdonnelly47.bsky.social reposted here.
Jane Street is hosting a market data forecasting competition on Kaggle: www.kaggle.com/competitions...
Jane Street Real-Time Market Data Forecasting
Predict financial market responders using real-world data.
www.kaggle.com
November 30, 2024 at 4:20 PM
Jane Street is hosting a market data forecasting competition on Kaggle: www.kaggle.com/competitions...
Reposted by Nelson Tang
Economists love using linear regression to estimate treatment effects — it turns out that there are perils to this method, but also amazing perks
Come with me in this 🧵 if you want to learn about our now-published paper "Contamination Bias in Linear Regressions!"
1/ (Twitter rerun!)
Come with me in this 🧵 if you want to learn about our now-published paper "Contamination Bias in Linear Regressions!"
1/ (Twitter rerun!)
The December 2024 issue of the American Economic Review (114, 12) is now available online at aeaweb.org/issues/785.
American Economic Review
Vol. 114 No. 12 December 2024
aeaweb.org
November 30, 2024 at 12:29 PM
Economists love using linear regression to estimate treatment effects — it turns out that there are perils to this method, but also amazing perks
Come with me in this 🧵 if you want to learn about our now-published paper "Contamination Bias in Linear Regressions!"
1/ (Twitter rerun!)
Come with me in this 🧵 if you want to learn about our now-published paper "Contamination Bias in Linear Regressions!"
1/ (Twitter rerun!)
Reposted by Nelson Tang
Nice words from Nelson were the tipping point for me. I am here on bluesky now. Please enjoy my free text below😀. Thx!
Persuasive Python (www.persuasivepython.com) by Adam Fleischhacker (maybe: @adam-fleischhacker.bsky.social) is a great introduction to bayesian inference, numpyro, JAX, and more! Appreciate having the context of applied examples in this book and makes numpyro more approachable
Persuasive Python
Written by award-winning professor, software designer, researcher, and industry-active analytics consultant Dr. Adam Fleischhacker.
www.persuasivepython.com
November 20, 2024 at 2:13 PM
Nice words from Nelson were the tipping point for me. I am here on bluesky now. Please enjoy my free text below😀. Thx!
Happy Monday!
I made a starter pack for Bayesian ML and stats (mostly to see how this starter pack business works).
Let me know whom I missed!
go.bsky.app/2Bqtn6T
Let me know whom I missed!
go.bsky.app/2Bqtn6T
November 18, 2024 at 7:29 PM
Happy Monday!
Somebody used powerbi to make a data-driven game: www.reddit.com/r/PowerBI/co...
Top comment: “Can you export it to Excel?”
Top comment: “Can you export it to Excel?”
Reddit - Dive into anything
Everything you need to know about Power BI: news, resources, and a community of super users ready to answer questions!
www.reddit.com
November 16, 2024 at 5:50 PM
Somebody used powerbi to make a data-driven game: www.reddit.com/r/PowerBI/co...
Top comment: “Can you export it to Excel?”
Top comment: “Can you export it to Excel?”
Reposted by Nelson Tang
How do everyday narratives reveal hidden cause-and-effect patterns that shape our beliefs and behaviors?
In our paper, we propose Causal Micro-Narratives to uncover narratives from real-world data. As a case study, we characterize the narratives about inflation in news.
In our paper, we propose Causal Micro-Narratives to uncover narratives from real-world data. As a case study, we characterize the narratives about inflation in news.
November 15, 2024 at 6:56 PM
How do everyday narratives reveal hidden cause-and-effect patterns that shape our beliefs and behaviors?
In our paper, we propose Causal Micro-Narratives to uncover narratives from real-world data. As a case study, we characterize the narratives about inflation in news.
In our paper, we propose Causal Micro-Narratives to uncover narratives from real-world data. As a case study, we characterize the narratives about inflation in news.
No official migration guide from `poetry` projects to `uv` but I found this mini-guide hiding in github.com/astral-sh/uv... useful.
in short: install `pdm` and then
```
uvx pdm import pyproject.toml
```
and then you can remove all the poetry stuff from the pyproject.toml file
in short: install `pdm` and then
```
uvx pdm import pyproject.toml
```
and then you can remove all the poetry stuff from the pyproject.toml file
Write migration guides · Issue #5200 · astral-sh/uv
e.g from Poetry and pip-tools to uv
github.com
November 14, 2024 at 10:53 PM
No official migration guide from `poetry` projects to `uv` but I found this mini-guide hiding in github.com/astral-sh/uv... useful.
in short: install `pdm` and then
```
uvx pdm import pyproject.toml
```
and then you can remove all the poetry stuff from the pyproject.toml file
in short: install `pdm` and then
```
uvx pdm import pyproject.toml
```
and then you can remove all the poetry stuff from the pyproject.toml file
First time hearing about pym.dev/strptime, like those regex testers but for strftime so it's a real lifesaver
November 13, 2024 at 6:15 PM
First time hearing about pym.dev/strptime, like those regex testers but for strftime so it's a real lifesaver
Persuasive Python (www.persuasivepython.com) by Adam Fleischhacker (maybe: @adam-fleischhacker.bsky.social) is a great introduction to bayesian inference, numpyro, JAX, and more! Appreciate having the context of applied examples in this book and makes numpyro more approachable
Persuasive Python
Written by award-winning professor, software designer, researcher, and industry-active analytics consultant Dr. Adam Fleischhacker.
www.persuasivepython.com
November 13, 2024 at 2:15 AM
Persuasive Python (www.persuasivepython.com) by Adam Fleischhacker (maybe: @adam-fleischhacker.bsky.social) is a great introduction to bayesian inference, numpyro, JAX, and more! Appreciate having the context of applied examples in this book and makes numpyro more approachable