Carlos Parada

> Nice suggestion! I'll need to do more reading on the Bayesian bootstrap - it could be a good addition to the existing sampling methods. > > If I understand...

What would be the use case for complex weights or weights with units? I've never seen weights that aren't dimensionless, positive reals.

> I think Julia community doesn't believe in "doing something, anything is always better than error", that sounds like javascript. So unless there's a conceptually sound / existing domain-specific application,...

> In MCMCChains/MCMCDiagnosticTools, we use a bit special setup, due to our application and for performance reasons, so I'm not completely sure how generally useful it is. > > The...

> As said, in the literature the use of `n` (and not `n - k`) is recommended for MCMC analysis. Surely not everyone agrees - but the nice thing is...

> Not sure what you want to say unfortunately. We implement exactly the version from BDA. I'm saying that the version from BDA uses `n-k` instead of `n`. Actually, this...

> Indeed we really need to clarify the definition of weights. Though I'm not sure whether we should deprecate AnalyticWeights altogether, or just define them more precisely, and possibly add...

> > The total number of observations equals `length(weights)`. > > Why does the result depend on the scale of weights if the number of observations is taken to be...

> OK. Do you have examples of either case? As an example of documenting this, Stata explains [here](https://www.stata.com/support/faqs/statistics/analytical-weights-with-linear-regression/) how the weights behave, noting that: > the variance is a function...

> Interesting link about Stata. So what I understand from there is that analytic weights in Stata are really used for the case where cases are averages of independent observations,...