Something to show for it

Going dark for a week was intentional. It's the only way I could make any progress in light of current work demands. The good news is that I think I have made progress. Not on the Metropolis-Hastings stuff; I think that line of inquiry is dead for the moment. But, I found a better way to use the bootstrap that does almost as well (but not quite as well) as the full kernel.

That's a big win on several fronts in my eyes. First, it provides a nice segue from the bootstrap to the kernel. Second, the kernel, which is the most Mathy solution is still the winner. Finally, the full bootstrap, which is the more Data Sciency solution is the winner once you consider performance (it's about 50% faster than the full kernel). That sets up the next phase of research really well since D-BESt isn't very Mathy at all, but will be a great add to the bootstrap algorithm.

FWIW, here's the rejection graph (as always, 50 is the target).