The highlight of today was a long call with Dan Foreman-Mackey, in which we discussed various projects. One idea he had was to make the pigeons-in-holes project an April Fools' project. That's a good idea, and it would permit us to write in a snarkier tone. It also has the right characteristics for an April Fools' paper: It is technically difficult but off our main track (in a humorous direction). We both promised to try to make progress: Me on writing, and him on getting nested sampling to work (as a demo). On the minus side, April Fools' is pretty close at hand!
We also discussed the MCMC tutorial we have been writing (for many, many years). He actually made problem solutions for a bunch of the problems! So it is getting very close to being a post-able paper. We made some notes about what needs to be changed.
After that call I buckled down and wrote derivatives (I hate doing that) for the objective function that I am optimizing in my nucleosynthesis code. Actually, I am in a set of conversations with (on one side, the hipster) astronomers and (on the other side, the stodgy) mathematicians about whether auto-differentiation is a good idea or a bad idea. Guess who is on which side? But I am so old, every time I should learn how to auto-diff, I instead just write my derivatives (and test them, which hurts). As my loyal reader probably knows, auto-diff is having the machine write your derivatives code for you. Not do finite differencing, actually do the chain rule! Anyway, I got some derivatives written and then hit numerical issues with all the dot products of exponentials of things. Argh.
The MCMC document is looking really good, but boy does it contain a lot of heresy.
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