My take on programming and other cool stuff.
Understanding The MCMC Algorithm - Part 1
In this next series of posts I will try to explain the ideas behind the Markov Chain Monte Carlo (MCMC) algorithms used in computer softwares and packages in order to compute the posterior distribution when using bayesian methods.
Solving The Multi-Armed Bandit Problem with Thompson Sampling
Imagine that you are a data scientist working for a company that offers some sort of service by subscription.