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gappy

Interested primarily in econometric analysis of large data sets and in dimensionality reduction methods. Making a living with equity factor models and portfolio optimization. B.S./M.S. in Physics (University of Rome), M.S. Statistics, M.S./Ph.D. Management Science (Stanford).

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209 The Two Cultures: statistics vs. machine learning? Jul 25 '10
144 Python as a statistics workbench Oct 13 '11
56 What are the breakthroughs in Statistics of the past 15 years? Jan 21 '11
32 Visualizing a million, PCA edition Mar 3 '11
25 Introduction to statistics for mathematicians Jul 21 '10
23 What is the difference between PCA and asymptotic PCA? Sep 17 '10
19 What is the 'fundamental' idea of machine learning for estimating parameters? Aug 2 '10
19 Variable selection procedure for binary classification Jul 25 '10
18 Essential papers on matrix decompositions Nov 6 '10
17 Comparing the variance of paired observations Jul 27 '10
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