Those are my blogs

and also my life

What does the prior actually do in a Bayesian analysis?

2020-12-06 bayesian prior posterior likelihood

Read More

The importance of context

2018-02-01 inference bayesian frequentist regression maximum likelihood

Motivation When we do modeling it’s of utmost importance that we pay attention to context. Without context there is little that can be inferred. ... Read More

On the apparent success of the maximum likelihood principle

2017-07-28 inference bayesian frequentist regression maximum likelihood

Motivation Today we will run through an important concept in statistical learning theory and modeling in general. It may come as no surprise that my ... Read More

About identifiability and granularity

2017-05-06 prior regression marketing mix modeling modeling bayesian variable selection

Motivation for this post In time series modeling you typically run into issues concerning complexity versus utility. What I mean by that is that there ... Read More

A few thoughts on apparent bimodality for regression problems!

2017-04-09 prior regression modeling bayesian

Motivation Did you ever run into a scenario when your data is showing two distinctive relationships but you’re trying to solve for it with one ... Read More

On the equivalence of Bayesian priors and Ridge regression

2017-01-18 prior regression modeling bayesian

Today I’m going to take you through the comparison of a Bayesian formalism for regression and compare it to Ridge regression which is a penalized ... Read More

The truth about priors and overfitting

2016-08-31 prior regression modeling bayesian hypothesis testing

Have you ever thought about how strong a prior is compared to observed data? It’s not an entirely easy thing to conceptualize. In order to alleviate ... Read More

The insignificance of significance

2016-06-15 significance statistics p-value bayesian hypothesis testing

Statistical significance has always held a slightly magical status in the research community as well as in every other community. This position is ... Read More

About confidence intervals

2016-05-05 confidence intervals bayesian credible interval regression

Introduction Confidence intervals are as beautiful as they are deceiving. They’re part of an elegant theory of mathematical statistics which has been ... Read More