Must it be Santa? A case study in Bayesian updating

Ah, Christmas eve. A magical day when we reflect on the deep questions. Is there anything more valuable than family togetherness? What is the true meaning of the season? Who is that strange man breaking into my house at 2:00 in the morning?

In an effort to answer at least one of these, I have prepared a short white paper on the problem of identifying Santa, from a Bayesian perspective. In particular, I take as my inspiration the song Must be Santa, performed in its perhaps definitive form by Bob Dylan on his album Christmas in the Heart (2009).

For those interested, I have made the paper and the code used to perform the analysis available in a GitHub repository. The paper, in PDF form, may be downloaded here.

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