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Probability and Statistics in 90 minutes

December 01, 2019 by Will Kurt

Video and lecture notes from a tutorial on Probability and Statistics given at PyData NYC 2019. This tutorial provides a crash course in probability in statistics that will cover the essentials including probability theory, parameter estimation, hypothesis testing and using the generalized linear model all in just 90 minutes!

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December 01, 2019 /Will Kurt
3 Comments

Prior Probability in Logistic Regression

August 20, 2019 by Will Kurt

When you train a logistic model it learns the prior probability of the target class from the ratio of positive to negative examples in the training data. If the real world prior is not the same as your training data, this can lead to unexpected predictions from your model. Read this post to learn how to correct this even after the model has been trained!

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August 20, 2019 /Will Kurt
9 Comments

Logistic Regression from Bayes' Theorem

June 13, 2019 by Will Kurt

In this post we’ll explore how we can derive logistic regression from Bayes’ Theorem. Starting with Bayes’ Theorem we’ll work our way to computing the log odds of our problem and the arrive at the inverse logit function. After reading this post you’ll have a much stronger intuition for how logistic regression works!

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June 13, 2019 /Will Kurt
18 Comments

A Deeper look at Mean Squared Error

January 31, 2019 by Will Kurt

In this post we're going to take a deeper look at Mean Squared Error. Despite the relatively simple nature of this metric, it contains a surprising amount of insight into modeling.

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January 31, 2019 /Will Kurt
5 Comments

Kullback-Leibler Divergence Explained

May 10, 2017 by Will Kurt

Kullback–Leibler divergence is a very useful way to measure the difference between two probability distributions. In this post we'll go over a simple example to help you better grasp this interesting tool from information theory.

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May 10, 2017 /Will Kurt
69 Comments

A Guide to Bayesian Statistics

May 02, 2016 by Will Kurt

A guide for getting started with Bayesian Statistics! Start your way with Bayes' Theorem and end up building your own Bayesian Hypothesis test!

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May 02, 2016 /Will Kurt
12 Comments

Bayesian Reasoning in The Twilight Zone!

March 16, 2016 by Will Kurt

Bayesian Reasoning with the Mystic Seer: Bayes' Factor, Prior Probabilities and Psychic Powers!

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March 16, 2016 /Will Kurt
March 2016, bayesian
7 Comments

Use Bayes' Theorem to Investigate Food Allergies

January 22, 2016 by Will Kurt

Your friends probably don't have a food allergy, but how sure are you?

How likely is it that your friends really have food allergies? More important should you believe them? In this post we look at using Bayes' theorem to model this everyday question.

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January 22, 2016 /Will Kurt
January 2016
14 Comments
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