Bayesian Statistics

Bayesian Considering for People Who Hated Statistics

hall, Tuesday morning. The professor uncaps a marker and writes across the whiteboard: . Your hand copies the formula. Your brain checks out somewhere across the vertical bar. If that memory just surfaced, you’re in...

An Intuitive Guide to MCMC (Part I): The Metropolis-Hastings Algorithm

Bayesian statistics you’ve likely encountered MCMC. While the remaining of the world is fixated on the newest LLM hype, Markov Chain Monte Carlo stays the quiet workhorse of high-end quantitative finance and risk...

Stop Blaming the Data: A Higher Method to Handle Covariance Shift

Despite tabular data being the bread and butter of industry data science, data shifts are sometimes missed when analyzing model performance. We’ve all been there: You develop a machine learning model, achieve great results in...

Prescriptive Modeling Unpacked: A Complete Guide to Intervention With Bayesian Modeling.

In this text, I'll reveal tips on how to move from simply forecasting outcomes to actively intervening in systems to steer toward desired goals. With hands-on examples in predictive maintenance, I'll show how data-driven...

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