I loved that example as well, I have heard it elsewhere described as “The law of small numbers”, where small subsets have higher variance and therefore more frequent extreme outcomes. I think it’s particularly good as the most important part of the Bayesian paragdime is the focus on uncertainty.
The appendix on HMC is also a very good supplement to gain a deeper understanding of the algorithm after having read the description in another book first.
I loved that example as well, I have heard it elsewhere described as “The law of small numbers”, where small subsets have higher variance and therefore more frequent extreme outcomes. I think it’s particularly good as the most important part of the Bayesian paragdime is the focus on uncertainty.
The appendix on HMC is also a very good supplement to gain a deeper understanding of the algorithm after having read the description in another book first.