So I think I’ve genuinely finished http://gwern.net/Mail%20delivery now. It should be an interesting read for LWers: it’s a fully Bayesian decision-theoretic analysis of when it is optimal to check my mail for deliveries. I learned a tremendous amount working my way through it, from how to much better use JAGS to how to do Bayesian model comparison & averaging to loss functions and EVSI and EVPI for decision theory purposes to even dabbling in reinforcement learning with Thompson sampling/probability-matching.
I thought it was done earlier, but then I realized I had messed up my Thompson sampling implementation and also vectorspace alien pointed out that my algorithm for deciding what datapoint to sample for maximizing information gain was incorrect & how to fix it, and I have made a lot of other small improvements like more images.
Right now it’s just me dumping in decision-theory related material like cost-benefit analyses, textbooks, relevant blog posts, etc, but hopefully other people will join in. We have flair and a sidebar now! If anyone wants to be a mod, just ask. (Workload should be negligibly small, this is more so the subreddit doesn’t get locked by absence.)
So I think I’ve genuinely finished http://gwern.net/Mail%20delivery now. It should be an interesting read for LWers: it’s a fully Bayesian decision-theoretic analysis of when it is optimal to check my mail for deliveries. I learned a tremendous amount working my way through it, from how to much better use JAGS to how to do Bayesian model comparison & averaging to loss functions and EVSI and EVPI for decision theory purposes to even dabbling in reinforcement learning with Thompson sampling/probability-matching.
I thought it was done earlier, but then I realized I had messed up my Thompson sampling implementation and also vectorspace alien pointed out that my algorithm for deciding what datapoint to sample for maximizing information gain was incorrect & how to fix it, and I have made a lot of other small improvements like more images.
Related to this, I am trying to get a subreddit going for statistical decision theory links and papers to discuss: https://www.reddit.com/r/DecisionTheory/
Right now it’s just me dumping in decision-theory related material like cost-benefit analyses, textbooks, relevant blog posts, etc, but hopefully other people will join in. We have flair and a sidebar now! If anyone wants to be a mod, just ask. (Workload should be negligibly small, this is more so the subreddit doesn’t get locked by absence.)
If anyone with graphics skills would like to help me make a header for the subreddit, I have some ideas and suggested images in https://plus.google.com/103530621949492999968/posts/ZfEtb54aN4Q for visualizing the steps in decision analysis.