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US Economic Outlook 2025
With the 2024 election in the rear view mirror, we have a better picture of what policy for the next few years is going to look like. As such, we have a better idea on what to expect from the US economy over the next few years. That has largely colored my analysis this year.…
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5 Resources to Get you Started in Data Science
Data science is a huge and ever expanding field. It deals heavily with math, computers, statistics, and all sorts of other disciplines. Jumping into data science often feels overwhelming, because frankly, it is. I often hear questions similar to this one from my buddy from grad school, Nii Amon Neequaye, PhD: “… do u have…
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Monte Carlo Integration in Python
My last post was pretty intense, so I thought that I would drop back down to something a little bit simpler for this post, before I go off and start in on the March Madness stuff again. It turns out that writing that last post really kicked my butt, so I’m taking a bit of…
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Predicting March Madness Winners with Bayesian Statistics in PYMC3!
So in the last two blog posts, I talked about how to do some bayesian inference in the realm of some linear models. And that is all well and good, but we can have even more fun in a bayesian framework. That’s because we are just sampling things from probability distributions. In this post I…
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Bayesian Logistic Regression in Python using PYMC3
In my last post I talked about bayesian linear regression. A fairly straightforward extension of bayesian linear regression is bayesian logistic regression. Actually, it is incredibly simple to do bayesian logistic regression. If you were following the last post that I wrote, the only changes you need to make is changing your prior on y…
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Bayesian Poisson A/B Testing in PYMC3 on Python
This post is a direct response to the request made by @Zecca_Lehn on twitter (Yes I will write tutorials on your suggestions). What he wanted to know was how to do a Bayesian Poisson A/B tests. So for those of you that don’t know what that is let’s review the poisson distribution first. The poisson…
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Bayesian Regression with PYMC3 in Python
Okay, so normally I do frequentist statistics. Most of my training has been in that realm. However, I do recognize that bayesian is really the way to go. The idea of updating a prior is really appealing to me. The only problem that I have ever had with it, is that I really haven’t had…
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Linear Algebra and Data Science
I’m going to take a break from my last couple of posts which have been about time-series analysis in python. I’m switching gears this week to answer a question my brother asked me today at a party. I couldn’t really give him a satisfactory answer, because we were at a party. He asked me, “I’ve…
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GARCH Models in Python
Okay so I am continuing my series of posts on time-series analysis in python. So far I have covered ARIMA models, ARIMAX models, and we also looked at SARIMA models. These posts have all dealt with a similar subject. Namely, how to make a time-series be stationary in the sense that it doesn’t have a…
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Analyzing Multivariate Time-Series using ARIMAX in Python with StatsModels
Is This Post Too Long? I’ll Email A PDF Version To You Okay, so this is my third tutorial about time-series in python. The first one was on univariate ARIMA models, and the second one was on univariate SARIMA models. Today is different, in that we are going to introduce another variable to the model.…
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SARIMA models using Statsmodels in Python
Okay, so if you haven’t done so, read my last post before you start out with this one. It will introduce you to the basic idea behind running an ARIMA model. This post will go over how to get a perfect fit from the data, in that post. I know that it is a perfect…