Reputation
3,625
Top tag
Next privilege 5,000 Rep.
Approve tag wiki edits
Badges
12 30
Impact
~69k people reached

May
22
revised Help setting up pymc to solve this problem relating to distribution of colors in M&M's
added 29 characters in body
May
5
comment Bayesian AB testing with time lag
What do you mean when you say cohort? Just to be clear.
May
3
answered Bayesian AB testing with time lag
Apr
23
comment Python Astronomy Censored Data in Lifelines
gist.github.com/CamDavidsonPilon/73578eabd5b34b3f086d
Apr
23
comment Python Astronomy Censored Data in Lifelines
Well ok actually you can use lifelines, but it's a hack on the definition of correlation. There is a measure called the concordance index which is used to measure survival prediction. Instead of comparing values, it compares ranks: if x_i < x_j in one dataset, is y_i < y_j in the other dataset? It deals gracefully with right-censored data as well. It's a value between 0 and 1 (1 being perfect, 0.5 is random, 0 is opposite); if you normalize the concordance index to be between -1 and 1, you get a sorta correlation (but please don't call it that). Here's a script to do it in lifelines:
Apr
22
answered Python Astronomy Censored Data in Lifelines
Apr
21
comment Python Astronomy Censored Data in Lifelines
Hey Matt, can you describe your dataset better and what terms like "turnover frequency" are?
Apr
19
comment Example Bayesian resolution of the Two Envelopes Problem
@Xi'an, maybe nothing, but why does an answer need to have something new?
Apr
17
comment Survival estimation when death/censoring is probabilistic
@PiotrMigdal have you looked at using customer CLV to measure this? See a good intro in "“Counting Your Customers” the Easy Way: An Alternative to the Pareto/NBD Model" by Fader et al. An implementation is available at github.com/CamDavidsonPilon/lifetimes
Apr
17
comment Help setting up pymc to solve this problem relating to distribution of colors in M&M's
corrected! Thanks for spotting that.
Apr
16
revised Help setting up pymc to solve this problem relating to distribution of colors in M&M's
added 10 characters in body
Apr
16
answered Help setting up pymc to solve this problem relating to distribution of colors in M&M's
Apr
10
awarded  Popular Question
Mar
24
awarded  Caucus
Mar
24
awarded  Constituent
Mar
10
accepted Inference with only left-censored data
Mar
10
comment Inference with only left-censored data
Neat answer, thanks @whuber. I have a few followup questions if you don't mind. 1. Is there a name for this censorship inference method? 2. What would incorporating observed values look like? You could treat them the same way your treat censorships, but this loses information.
Mar
10
awarded  Nice Answer
Mar
6
accepted Distributed Datasets and MLE
Mar
1
asked Distributed Datasets and MLE