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Nelson Tang

@nelsontang.com
3.2K followers 1K following 116 posts

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

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Reposted by Nelson Tang
juanitorduz @juanitorduz.bsky.social · 23/11/2025
Here is the recording of my talk PyData Berlin 2025: Introduction to Stochastic Variational Inference with NumPyro Notebook: juanitorduz.github.io/intro_svi/ youtu.be/wG0no-mUMf0?... #pydata #berlin #bayes
youtu.be
Scaling Probabilistic Models with Variational Inference
YouTube video by PyData
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Reposted by Nelson Tang
Sung Kim @sungkim.bsky.social · 19/10/2025
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,
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Chelsea Parlett @chelseaparlett.bsky.social · 29/08/2025
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...
A Gaussian process showing that the allowed time series are forced to be compatible with data
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Reposted by Nelson Tang
Rob Hyndman @robjhyndman.com · 11/04/2025
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
otexts.com
Forecasting: Principles and Practice, the Pythonic Way
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Reposted by Nelson Tang
Heather Urry @heatherurry.io · 27/03/2025
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!
mfviz.com
A Visual Introduction to Hierarchical Models
A visual explanation of multi-level modeling
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Reposted by Nelson Tang
Carl T. Bergstrom @carlbergstrom.com · 25/03/2025
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.
researchgate.net
(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
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Reposted by Nelson Tang
Sung Kim @sungkim.bsky.social · 25/03/2025
This has been updated to v2. arxiv.org/abs/2412.052...
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Nelson Tang @nelsontang.com · 20/03/2025
Curious about this too, I don’t see much here but might be because of chronological feed or I’m just not following the right people
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Nelson Tang @nelsontang.com · 17/03/2025
That entry level job market is going to be sobering
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Nelson Tang @nelsontang.com · 19/02/2025
Couldn’t agree more - only poor options to be found here unfortunately. Hoping improvements are coming, but until then it’s a lot of long breaks away from the phone
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Nelson Tang @nelsontang.com · 19/02/2025
Have you considered the OnlyPosts feed?
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Nelson Tang @nelsontang.com · 09/02/2025
Yeah I think pyenv did that for me when I used it, it lets you pick a python version and set a global default (or manually activate a different one). If you haven’t nuked your computer yet, you can at least use ‘uv python list’ to see what’s installed and do some cleanups
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Nelson Tang @nelsontang.com · 09/02/2025
What are you trying to do? uv kind of assumes you want to use venv for stuff and know how to activate those or use an IDE that can detect it. If you want some global python install then you have stuff like conda and pyenv
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Nelson Tang @nelsontang.com · 06/02/2025
This whole time I’ve been learning Bayesian inference to detect biased coins and it turns out you can just look at it instead
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Nelson Tang @nelsontang.com · 06/02/2025
You can run R in quarto and source() what you need I think
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Nelson Tang @nelsontang.com · 06/02/2025
What book is this? The only other time I've seen the 'talent/skill tree' view is in Mathematics for Machine Learning (mml-book.github.io) and I wish we saw more of that view!
mml-book.github.io
Mathematics for Machine Learning
Companion webpage to the book “Mathematics for Machine Learning”. Copyright 2020 by Marc Peter Deisenroth, A. Aldo Faisal, and Cheng Soon Ong. Published by Cambridge University Press.
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Nelson Tang @nelsontang.com · 05/02/2025
I guess I don't have a specific text I can share - you probably already have this, but the chapter in probml2 (Probabilistic ML - Advanced Topics) by Kevin Murphy that covers them as an intro to SSM is my other go-to probml.github.io/pml-book/boo...
probml.github.io
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Nelson Tang @nelsontang.com · 05/02/2025
And I like this paper, discusses HMM and state space models and Bayesian networks - mlg.eng.cam.ac.uk/zoubin/paper...
mlg.eng.cam.ac.uk
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Nelson Tang @nelsontang.com · 05/02/2025
Here’s an interactive intro: nipunbatra.github.io/hmm/
nipunbatra.github.io
Exploring Hidden Markov Models
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Nelson Tang @nelsontang.com · 04/02/2025
Time to reinstall R
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Nelson Tang @nelsontang.com · 04/02/2025
It’s important to budget time for yak shaving
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Nelson Tang @nelsontang.com · 04/02/2025
Now you too can refine macrodata! lumon-industries.com
lumon-industries.com
Lumon Industries
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Nelson Tang @nelsontang.com · 04/02/2025
The quiet posters feed seems to be the best bet, otherwise everything just gets drowned out with people reacting to news
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Reposted by Nelson Tang
Tyler Hillery @tylerhillery.com · 01/02/2025
Friendly reminder, don't forget to prune your uv cache
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Nelson Tang @nelsontang.com · 31/01/2025
Maybe an initial assignment could be around critiquing the LLM output based on something the student knows well or is an expert in. Like how you listen to certain podcast hosts and once you hear them talking about your field of expertise you realize they have no idea what they’re talking about
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Nelson Tang @nelsontang.com · 31/01/2025
I wonder if, in addition to learning about a specific domain and their problems, you could teach students to critique a LLM’s output?
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Nelson Tang @nelsontang.com · 31/01/2025
The analysts are motivated because they have immediate problems and these tools provide solutions and they learn skills at the same time. I don’t think it absolves them entirely of having to learn a little coding but LLM as coding mentor saves a ton of time for instructors
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Nelson Tang @nelsontang.com · 31/01/2025
I don’t know what it would look like prior to entering the workforce, but arming working traditional excel-based analysts with the ability to solve their everyday problems with these new tools (in this case, writing Python with LLM help) works well.
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Nelson Tang @nelsontang.com · 28/01/2025
time for a hierarchical model?
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Nelson Tang @nelsontang.com · 17/01/2025
Wait there’s a payoff??
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Nelson Tang @nelsontang.com · 17/01/2025
so glad they decided to make juliaup part of the official install process
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Nelson Tang @nelsontang.com · 16/01/2025
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...
reddit.com
From the ExperiencedDevs community on Reddit: The way you treat yourself is important.
Explore this post and more from the ExperiencedDevs community
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Nelson Tang @nelsontang.com · 09/01/2025
No commercials on YouTube alone makes it worth it! Music is just a great bonus
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Nelson Tang @nelsontang.com · 09/01/2025
A few weeks back one of my primary stakeholders asked “why does it take so long to clean data? Shouldn’t it be instant?” And all the possible responses got jammed up in the doorway of my mind I think I blacked out
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Nelson Tang @nelsontang.com · 09/01/2025
Too much work to block so I use a lot of mute words/tags and that seems to help? I haven’t seen much of them except when they follow me out of the blue but I assume they’ll fall off eventually if I don’t follow back
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Nelson Tang @nelsontang.com · 27/12/2024
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
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Reposted by Nelson Tang
travis gerke @travisgerke.bsky.social · 26/12/2024
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 🎉
a screenshot of my updated homepage, with the bluesky vector logo circled
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Nelson Tang @nelsontang.com · 21/12/2024
On Gathering the Data: "This couldn’t be easier, as most of us are in many meetings on a daily basis. We recorded the arrival times of individuals for 10000 of our own meetings, which took us about three days."
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Nelson Tang @nelsontang.com · 21/12/2024
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...
jabde.com
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
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Nelson Tang @nelsontang.com · 14/12/2024
That article gave me anxiety
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Nelson Tang @nelsontang.com · 14/12/2024
From a supply/demand pov I don’t think it’s super common to have a sales org that’s willing + able to pay for their own data folks and to find data folks who excel at working with non technical stakeholders.
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Nelson Tang @nelsontang.com · 07/12/2024
Don’t think I’ve ever seen a better intro to state space models. Bonus points for interactivity!
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Nelson Tang @nelsontang.com · 04/12/2024
Likely external
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Nelson Tang @nelsontang.com · 02/12/2024
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.
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Nelson Tang @nelsontang.com · 01/12/2024
+1 to this exact example - saw this work well on a data science team in which stakeholders got to bid based on business value and the data scientists put in bids based on feasibility
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Nelson Tang @nelsontang.com · 30/11/2024
Jane Street is hosting a market data forecasting competition on Kaggle: www.kaggle.com/competitions...
kaggle.com
Jane Street Real-Time Market Data Forecasting
Predict financial market responders using real-world data.
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Reposted by Nelson Tang
Paul Goldsmith-Pinkham @paulgp.com · 30/11/2024
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!)
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Nelson Tang @nelsontang.com · 29/11/2024
In my house we call that a sad choice
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Nelson Tang @nelsontang.com · 28/11/2024
Aside from making learning a part of your 9-5, I don’t have a great solution. You probably have to trade off something else (sleep, hobbies, partner time, child time) and accept that learning is going to take a slow, steady progress spread out over a long time
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