For whatever reason I've developed the habit of reading two books at a time: one at home and one on my way to work. I just finished both "The Black Swan" (in paperback) and "The Future of Everything." Both are about forecasting and why it's so hard. Will put up a summary of both.
I have to say that about half way thru The Black Swan Taleb's arrogant personality does seem to fade into the background, so if you can get there it's worth the effort.
And while "The Future of Everything" is a bit of a tome, the going is very easy and he does draw some good conclusions between weather, finance, and health-related forecasting.
Static sensitivity analysis: Computing robustness of Bayesian inferences to the choice of hyperparameters - Ryan Giordano wrote: Last year at StanCon we talked about how you can differentiate under the integral to automatically calculate quantitative hyperparam...
2 hours ago