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Bayesian Correlation with PyMC

Recently, I have been getting more and more interested in Bayesian techniques and specifically, I have been researching how to approach classical statistical inference problems within the Bayesian framework. As a start, I have looked into calculating Pearson correlation. To that

Posted in Coding, General, Statistics

Statistical test for randomness in categorical data sequences

Previously, I worked a lot with sequences consisting of categorical data. For example, sequences of categories where the set of categories is finite. As a prerequisity of my further modeling approaches of such data, I was interested in first applying a statistical

Posted in Coding, General, Research, Statistics

Not every long tail is power law!

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As a fellow researcher you most likely get in contact with long tail distributions frequently. Maybe the most prominent heavily tailed distribution is the frequency of words in a text corpus. But also in the fields of social media research

Posted in Coding, Research, Statistics

Order estimation for Markov Chain Models

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A century ago, Andrey A. Markov introduced a computational technique that is now famously known as Markov Chains. Markov's idea was to probabilistically model transitions from one state to another. The main concept is that the next state in a

Posted in Research, Statistics Tagged with: , ,