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bio website dataorigami.net
location Ottawa
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visits member for 2 years, 8 months
seen 4 hours ago

ex-quant doing data @shopify. We're hiring data analysts, scientists and statisticians! Screencaster at www.dataorigami.net


1d
asked Confidence intervals of fitted Weibull survival function?
Jan
22
answered Simple Multivariate Bayesian Method in Python
Jan
9
comment AB test - Is it okay to use a result with a low confidence level
@whuber any recommended resources on sequential testing?
Dec
27
awarded  Enlightened
Dec
27
awarded  Nice Answer
Dec
27
revised What happens to the constant in Least Squares
deleted 117 characters in body
Dec
26
reviewed Approve How useful is the CLT in applications?
Dec
26
comment Bayesian Equivalent of two sample t-test?
the original BEST paper might be what you are looking for: indiana.edu/~kruschke/BEST/BEST.pdf
Dec
8
comment Simulation of a process consist of Brownian motion and Poisson process
Why do you think P1 - P2 will behave like that? Your sample looks deterministic, but P1 - P2 will be random.
Nov
23
awarded  Good Question
Sep
27
revised Survival Analysis tools in Python
added 113 characters in body
Sep
24
awarded  Autobiographer
Sep
19
comment Is my Bayesian analysis correct?
+1 to that paper, I highly recommend it
Sep
19
comment Is my Bayesian analysis correct?
This line: sample_mean = sum(sample1+sample2). Did you want to divide by sample size?
Sep
10
comment What is the relationship between $Y$ and $X$ in this plot?
@chl you rock for donating to a bounty to whuber =)
Sep
8
comment PYMC Confusion: are observed nodes fixed or stochastic?
Ah, that's right! That's little-known PyMC thing. Thanks for bringing that back to my attention. Personally, I've moved away from Bayesian survival analysis for three reasons: i) computational difficulties - this post goes into them, and it can get worse. ii) I rarely need a point-estimate distribution when I perform survival analysis - I'm mostly interested in kaplan-meier curves. iii) I like the non-parametric nature of kaplan-meier estimates, and the semi-parametric form of Aalens. Bayesian SA requires a few too many strong assumptions.
Sep
7
answered PYMC Confusion: are observed nodes fixed or stochastic?
Sep
7
reviewed Approve What is the equation for an ARIMA (2,1,0)?
Sep
7
reviewed Approve p-values of Mann-Whitney U test identical for raw and log-transformed data
Sep
4
comment Inferring prior distribution
Good points @guy, for brevity and simplicity I chose the Beta distribution, though I also believe the Beta is flexible enough to capture most interesting distributions. I'm curious about what you mean by "because the prior will swamp the data eventually", have time to elaborate?