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Brash Equilibrium
  • Member for 10 years, 7 months
  • Last seen this week
  • Seattle, Washington
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About

Ben Hanowell (aka Brash Equilibrium) is an anthropologist and Fulbrighter. He lives in Seattle and is the virgin birth of an android ninja.

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Score Newest
answer
49
Random Forest - How to handle overfitting
Aug 15, 2014
question
43
Does the beta distribution have a conjugate prior?
Aug 15, 2013
answer
31
When can correlation be useful without causation?
Jul 24, 2015
answer
17
How should strongly correlated covariates for logistic regression be treated?
Jun 25, 2015
answer
16
Properly interpret the alpha / beta parameters in the Beta Distribution
Jul 7, 2014
answer
11
What is the meaning of the density of a distribution at a point?
Feb 13, 2014
question
9
Guidance on when to use cumulative vs. stopping ratio vs. continuation ratio vs. adjacent category ordinal regression models
Oct 10, 2017
question
9
Where do I declare prior parameters in Stan?
Apr 7, 2014
answer
9
Why is leave-one-out cross-validation (LOOCV) variance about the mean estimate for error high?
Aug 4, 2014
question
8
Why not use Beta(1,1) as boundary avoiding prior on a transformed correlation parameter?
Feb 13, 2014
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What happens to reputation score if checked answer to on-hold question?
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23
character(0) warnings when running devtools::load_all(".") in RStudio
14
Are all fallacies created equal?
12
Use dplyr::percent_rank() to compute percentile ranks within group
11
How do I select the first row in an R data frame that meets certain criteria?
10
Inflation adjusted prices package?

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