Cross Validated
Brash Equilibrium
  • Seattle, Washington
  • Member for 9 years, 10 months
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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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49 Random Forest - How to handle overfitting Aug 15 '14
43 Does the beta distribution have a conjugate prior? Aug 15 '13
32 When can correlation be useful without causation? Jul 24 '15
17 How should strongly correlated covariates for logistic regression be treated? Jun 25 '15
15 Properly interpret the alpha / beta parameters in the Beta Distribution Jul 7 '14
10 What is the meaning of the density of a distribution at a point? Feb 13 '14
9 Guidance on when to use cumulative vs. stopping ratio vs. continuation ratio vs. adjacent category ordinal regression models Oct 10 '17
9 Where do I declare prior parameters in Stan? Apr 7 '14
8 Why not use Beta(1,1) as boundary avoiding prior on a transformed correlation parameter? Feb 13 '14
8 Why is leave-one-out cross-validation (LOOCV) variance about the mean estimate for error high? Aug 4 '14
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