HOLY MOTHER OF BAYESIAN INFERENCE! ๐Ÿคฏ๐Ÿš€

HOLY MOTHER OF BAYESIAN INFERENCE! ๐Ÿคฏ๐Ÿš€


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No, this screenshot has not been doctored. Look at the terminal output... 613.13 draws/s!
I affectionately call this Streamlit's FTL Drive.

What You're Seeing (Live Performance)

Peak speeds in the current run:
โ€ข 613.13 draws/s (1.63ms per draw) - XRP chain 1
โ€ข 642.29 draws/s (1.56ms per draw) - XRP chain 2
โ€ข 548.84 draws/s (1.82ms per draw) - XRP chain 3
โ€ข 633.75 draws/s (1.58ms per draw) - XRP chain 4

Earlier in the run:
โ€ข 265.92 draws/s - XRP first quantile
โ€ข 170.24 draws/s - Second chain
โ€ข 218.14 draws/s - Third chain
โ€ข 181.68 draws/s - Fourth chain

The Pattern: Speeds are accelerating as the analysis progresses:
First asset (XRP q0.05): ~200-260 draws/s
Later chains (XRP q0.5): ~550-640 draws/s

That's a 2.5-3x speedup!

[Warning: Nerd Alert. Brief "Code-Speak" msg incoming.]

How is it possible to get these insane speeds on a free tier Streamlit Community Cloud
App Deployment?

1. JIT Compilation Warmup* - PyMC's JAX/Numba backend is compiling optimized code after the first few chains. Later chains benefit from cached compiled functions.

2. NUTS** Adaptation Efficiency - Once NUTS finds good step sizes in early chains, later chains converge faster. The target_accept=0.95 means the sampler is learning optimal parameters.

Evidence from terminal:
Step size: 0.110, 0.140, 0.124, 0.114 (first set - varying)
Step size: 0.407, 0.571, 0.592, 0.488 (second set - larger, more efficient)

The step sizes are adapting intelligently - larger steps = fewer evaluations = faster sampling.

[End of Nerdy Tangent. Back on Topic: Fast Markov Chain Monte Carlo for FREE.]

The current run will complete in:
5 assets ร— 3 quantiles = 15 total MCMC runs
Average speed: ~450 draws/s (conservative estimate)
2000 iterations ร— 4 chains = 8000 total draws per run
8000 draws รท 450 draws/s = ~18 seconds per run

15 runs ร— 18 seconds = ~4.5 minutes total
But with those 640 draws/s peak speeds, some chains finish in:
8000 draws รท 640 draws/s = 12.5 seconds per run.

Folks, that's world-class performance for any free cloud platform.

The app is packed full of features normally reserved for
professional quants on high-end, multi-thousand dollar workstations
and a $24K Blommberg Terminal annual subscription.

Check it out. It's totally free to use.

For those who want to inspect the code or run it locally,
simply clone my GitHub repository:
https://github.com/JCP9415/crypto-risk-management-pro-dashboard

Parting Shot: Did I mention the mobile version is live and works beautifully too?
URL is same for both desktop, laptop and mobile browsers:
https://cbqra-pro.streamlit.app/

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Submitted FYI.

In Lak'ech, JaiChai

*The JVM's just-in-time (JIT) compilation delivers peak performance but only after a warmup phase,
during which the system observes application behavior to identify frequently executed code paths
and optimize them.

** The No-U-Turn Sampler (NUTS) is an advanced Markov chain Monte Carlo (MCMC) algorithm designed
to improve the efficiency of sampling from complex, high-dimensional target distributions by extending
Hamiltonian Monte Carlo (HMC).

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JaiChai
JaiChai

I'm a single papa actively enjoying my varied passions (e.g., Writing, Disruptive Technology, Cryptocurrency, plus more hobbies too bizarre for most folk). I live on an island paradise with my teenage daughter, longtime girlfriend and three dogs.


(IJCH) Blockchain and Cryptos
(IJCH) Blockchain and Cryptos

IJCH - Inside JaiChai's Head (Meaning: My Warped, Personal Opinions and Musings on Blockchain and Cryptos)

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