Linear algebraEigenvalues and EigenvectorsNov 18, 2020 | 20 min read Time seriesVariability of Nonstationary Time SeriesOct 9, 2020 | 13 min read Linear modelEstimationSep 30, 2019 | 16 min read Mathematical statisticsBasic ConceptsSep 25, 2019 | 12 min read Nonparametric methodsFundamentals of Nonparametric MethodsJan 26, 2019 | 10 min read Bayesian statisticsFeb 22, 2021 | 10 min readBayesian Inference for the Normal ModelThe normal distribution has two parameters, but we focus on the one-parameter setting in this lecture. We also introduce the posterior predictive check as a way to assess model fit, and briefly discuss the issue with improper prior distributions.#Statistics #Bayesian Statistics #Visualization #EstimationBayesian statisticsFeb 15, 2021 | 8 min readMonte Carlo SamplingThis lecture discusses Monte Carlo approximations of the posterior distribution and summaries from it. While this might not seem entirely useful now, this underlies some of the key computational methods used for Bayesian inference that we will discuss further.#Statistics #Bayesian Statistics #Visualization #EstimationData miningFeb 12, 2021 | 4 min readLogistic RegressionIn linear regression, the function learned is used to estimate the value of the target $y$ using values of input $x$. While it could be used for …#Data Mining #RegressionData miningFeb 11, 2021 | 6 min readGradient Descent and Linear RegressionWe implement linear regression using gradient descent, a general optimization technique which in this case can find the global minimum.#Data Mining #RegressionData miningFeb 9, 2021 | 12 min readText Classification with Naive Bayes and NLTKIn the last post we talked about the theoretical side of naive Bayes in text classification. Here we will implement the model in Python, both from …#Data Mining #ClassificationBayesian statisticsFeb 8, 2021 | 8 min readBayesian Inference for the Poisson ModelThis lecture discusses Bayesian inference for the Poisson model, including conjugate prior specification, a different way to specify a "non-informative" prior, and relevant posterior summaries.#Statistics #Bayesian Statistics #Visualization #EstimationData miningFeb 3, 2021 | 7 min readNaive BayesWe talk about one of the simplest classification methods, naive Bayes classifiers, and its applications in text classification. It's not really machine learning as we only need a single pass through the data to compute necessary values.#Data Mining #ClassificationBayesian statisticsJan 25, 2021 | 18 min readBayesian Inference for the Binomial ModelThe general procedure for Bayesian analysis. We use two different prior models and compare the resulting posteriors (visually and mathematically).#Statistics #Bayesian Statistics #Visualization #EstimationBayesian statisticsJan 18, 2021 | 11 min readFrequentist InferenceA simple problem in the binomial setting solved under the frequentist view of statistics.#Statistics #Bayesian StatisticsBayesian statisticsJan 13, 2021 | 6 min readIntroduction to Bayesian StatisticsFirst lecture of the course, and a brief history of Bayesian statistics.#Statistics #Bayesian Statistics«««123 … 7»»»