Speeding up Bayesian sampling with map_rect Posted on 9 August, 2019 by Brian Tags: stan, map_rect, within-chain parallelisation, threading, ordinal regression Category: map_rect Fitting a full Bayesian model can be slow, especially with...

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Hierarchical Customer Lifetime Value Posted on 5 May, 2019 by Brian Tags: customer lifetime value, recency frequency, hierarchical model, centred parameterisation, non-centred parameterisation, prior-predictive distribution, stan, e-bfmi, energy Category: customer_lifetime_value In a previous post,...

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BDA3 Chapter 1 Exercise 9 Posted on 13 April, 2019 by Brian Tags: bda chapter 1, solutions, simulation, poisson process Category: bda3 Here’s my solution to exercise 9, chapter 1, of Gelman’s Bayesian...

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Pareto-NBD Customer Lifetime Value Posted on 6 April, 2019 by Brian Tags: customer lifetime value, pareto-nbd, smc Category: customer_lifetime_value Suppose you have a bunch of customers who make repeat purchases - some...

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BDA3 Chapter 1 Exercise 3 Posted on 31 March, 2019 by Brian Tags: bda chapter 1, solutions, hardy-weinberg principle Category: bda3 Here’s my solution to exercise 3, chapter 1, of Gelman’s Bayesian Data...

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CIS Primer Question 3.4.1 Posted on 15 February, 2019 by Brian Tags: CISP chapter 3, solutions, front door criteria, front door adjustment Category: causal_inference_in_statistics_primer Here are my solutions to question 3.4.1 of Causal...

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CIS Primer Question 3.3.1 Posted on 14 February, 2019 by Brian Tags: CISP chapter 3, solutions, backdoor criteria Category: causal_inference_in_statistics_primer Here are my solutions to question 3.3.1 of Causal Inference in Statistics: a...

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CIS Primer Question 3.3.2 Posted on 14 February, 2019 by Brian Tags: CISP chapter 3, solutions, lord's paradox, simpson's paradox Category: causal_inference_in_statistics_primer Here are my solutions to question 3.3.2 of Causal Inference in...

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CIS Primer Question 3.3.3 Posted on 14 February, 2019 by Brian Tags: CISP chapter 3, solutions, backdoor criteria Category: causal_inference_in_statistics_primer Here are my solutions to question 3.3.3 of Causal Inference in Statistics: a...

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CIS Primer Question 3.2.1 Posted on 10 February, 2019 by Brian Tags: CISP chapter 3, solutions, ace, risk difference, simpson's reversal Category: causal_inference_in_statistics_primer Here are my solutions to question 3.2.1 of Causal Inference...

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