Statistics
In this section I will collect all my posts about statistics.
Sometimes
dataviz is not sufficient to understand your data. In this case there’s only one way you can rigorously approach your
problem: statistics.
This is a huge field, and it’s quite easy to get lost within it. In the following you will find some material which helped me
to clarify my ideas and to face data-related problems.
Have fun!
Stippe
Post list
Introduction
- An overview to statistics: What well we talk about
- Introduction to Bayesian inference: A little bit more about Bayesian inference
- How does MCMC works: Getting an idea of what's happening behind the scenes
- Some notation about probability: Notation and conventions
Simple models
- Section introduction: Understanding the building blocks
- The Beta-Binomial model: Dealing with binary outcomes
- The Poisson model: How to describe count data
- The Negative Binomial model: An evolution of the Poisson model
- Bonus: counting animals in a park: The hypergeometric distribution and the capture-mark-recapture method
- The Gaussian model: Handling real-valued data
- Multidimensional distributions: Dealing with more than two categories
- Mixture models: When your population is made by subpopulations
Bayesian workflow
- Introduction to the Bayesian workflow: How to make bayesian inference in practice
- Trace inspection: Finding issues in MCMC convergence
- Predictive checks: Verifying the predictions of your model
- Re-parametrizing your model: Building equivalent models with less numerical issues
- Model comparison: How to choose between models
- Model comparison, cont.: Cross validation in Bayesian statistics
Regression
- Introduction to the linear regression: Including dependence on external variables
- Linear regression with binary input: Extending regression to discrete variables
- Multi-linear regression: Including many covariates
- Robust linear regression: Reducing sensitivity to large deviations
- Logistic regression: How to perform regression on binary data
- Poisson regression: Regression on count data
Hierarchical models
- Hierarchical models: How to implement hierarchies
- Hierarchical models and meta-analysis: How hierarchical models can be used to analyze scientific literature
- Random models and mixed models: Making inference on subgroups
- Leveraging mixed-effect models: When and how to use mixed-effect models
- Mixed effects models with more than two levels: When hierarchies become complex
Experiments
- The problem solving workflow: A broader view of the data science workflow
- Things that could go wrong: If something can go wrong, it probably will
- Data collection: Choosing how to collect data
- Random sampling: Methods for selecting units from a population
- Stratification: Grouping units in a useful way
- Design of experiments: An application to the DOE principles
- Completely randomized design: When only one factor is relevant
- Full factorial design: Handling multiple factors of interest together
- Latin square design: Blocking two factors
- Crossover design: How to quantify the treatment order effect
- Split plot design: Handling hard-to-change factors
- Repeated measures: When time is one of the factors
- Nested factor: Saving yourself from mis-labelling
Causal inference
- Causal inference: When association implies causation
- Causal inference and Bayesian networks: When does association imply causation?
- Validity: How to weight evidence from a study
- Randomized controlled trials: When association implies causation
- Instrumental variable regression: Making causal inference without randomization
- Difference in difference: Causal inference from 1850
- Regression discontinuity design: Introducing an arbitrary threshold to infer causality
Advanced models
- Introduction to survival analysis: Estimating waiting times
- Application of survival analysis 1: Survival analysis with continuous time
- Application of survival analysis with discrete times: Survival analysis with discrete time
- Accelerated Failure Time models: More advanced models from survival analysis
- Frailty models and cure rate models: Hierarchical and mixture models in survival analysis
- Introduction to Extreme Values theory: Describing rare events
- Quantile regression: Describing less common events
Time series
- Time series: Taking into account time dependence
- Structural time series: Adding other kinds of temporal dependencies
- Stochastic volatility models: How to quantify volatility
Non-parametric models
- Nonparametric models: When your focus in on flexibility
- Gaussian processes: How to make the normal distribution infinite dimensional
- Gaussian processes regression: Using GPs for flexible regression
- Splines: Wisely using piecewise functions
- Bayesian Additive Regression Trees: Flexible interpolation with regression trees
- Dirichlet Process Mixture Models: Mixture models with variable number of components
Other random thoughts
- Differential equations: When your mathematical model cannot be explicitly solved
- Application of the Lotka-Volterra model: Testing the predictive power of a scientific model
- MRP: The one who guessed US election results
- Prior sensitivity analysis: How to quantify the relevance of the priors
- Horseshoe priors: Dealing with multi-collinearity
- Directional statistics: Inference for angular variables
- Periodic splines: Using splines to account for periodic patterns
