[zenburnmyface]

Hi, Author here. I don't have any plans to write that blog post, but I'll can provide some resources:

1. http://timsalimans.com/observing-dark-worlds/ 2. http://timsalimans.com/winning-the-dont-overfit-competition/

You mention: "trained in mathematical Bayesian Inference in an Econometrics class but I never did anything practical with it" . This book tries to bridge that, from theory to practice. The examples I provide tend to be very practical.

[gtani]

Here's another (same comp, MCMC models took top 2) http://blog.kaggle.com/2012/12/19/a-bayesian-approach-to-obs...

[rogerchucker]

Many thanks for those links.