{Math, Data, Software}
In the past, I have both written and spoken about the significant role multi-armed bandits have played in my career . One significant takeaway from my experience so far is the non- stationarity inherent in the realy world. Human behavior, especially online, is constantly shifting and changing in ways that many naive statistical models are not built to handle. There are, of course, many approaches…
I am in the process of drafting another post about what I call "decaying Bayes Theorem," which is a method for weighting recent data more heavily than older data during sequential updates of Bayesian statistical models. The implementation of decayed Bayesian updates uses a computational trick that has been useful many times, so I decided break it out into its own short post to avoid it getting…
One of my favorite sources of post inspiration is reading about interesting probability/prior distributions and implementing them in PyMC for my own edification ( 1 2 3 4 ). I had just such an experience this week reading The Box-Cox power exponential distribution written by Danielle Navarro . This post introduces two distributions motivated by the classic Box-Cox transform , the Box-Cox normal…
A little over eight years ago, I published a post entitled MRPyMC3 - Multilevel Regression and Poststratification with PyMC3 , showing how to perform multilevel regression with poststratification (MRP) in Python with PyMC. I periodically enjoy revisiting old posts after both technology and my understanding of the problem advances. This post revisits MRP with a few notable changes: PyMC is now on…