Posts by Colin Carroll
A Primer on Bayesian Methods for Multilevel Modeling
- 24 October 2022
Hierarchical or multilevel modeling is a generalization of regression modeling.
Stochastic Volatility model
- 17 June 2022
Asset prices have time-varying volatility (variance of day over day returns). In some periods, returns are highly variable, while in others very stable. Stochastic volatility models model this with a latent volatility variable, modeled as a stochastic process. The following model is similar to the one described in the No-U-Turn Sampler paper, [Hoffman and Gelman, 2014].
Probabilistic Matrix Factorization for Making Personalized Recommendations
- 03 June 2022
So you are browsing for something to watch on Netflix and just not liking the suggestions. You just know you can do better. All you need to do is collect some ratings data from yourself and friends and build a recommendation algorithm. This notebook will guide you in doing just that!
Model building and expansion for golf putting
- 02 April 2022
This uses and closely follows the case study from Andrew Gelman, written in Stan. There are some new visualizations and we steered away from using improper priors, but much credit to him and to the Stan group for the wonderful case study and software.