https://minimizeregret.com/short-time-series-prior-knowledge Modeling Short Time Series with Prior KnowledgeWhat ‘Including Prior Information’ really looks like.Tim Radtke2019-04-16 “It is generally difficult to model time series when there is insuffient data to model
What I Read: Anomaly Detection Metrics
https://medium.com/@katser/a-review-of-anomaly-detection-metrics-with-a-lot-of-related-information-736d88774712 A Review of Anomaly Detection MetricsIurii KatserJul 12 “Anomaly detection… is a problem… to identify unusual patterns that do not conform to expected behavior…. we will talk about anomaly
What I Read: cross-validation
https://robjhyndman.com/hyndsight/crossvalidation/ Why every statistician should know about cross-validationHyndsightRob J Hyndman4 October 2010 “Why every statistician should know about cross-validation”
What I Read: forecasting, quantile functions
https://www.amazon.science/blog/improving-forecasting-by-learning-quantile-functions Improving forecasting by learning quantile functionsBy Youngsuk Park, François-Xavier AubetMarch 31, 2022 “Learning the complete quantile function, which maps probabilities to variable values, rather than building separate models for
What I Read: Statistical Critiques That Don’t Quite Work
https://nickch-k.github.io/SomeThoughts/posts/2022-01-23-overdebunked/ Overdebunked! Six Statistical Critiques That Don’t Quite WorkWhen healthy skepticism of statistics turns into worse statistics (and an excuse).Nick Huntington-KleinJan. 23, 2022 “Skepticism about statistics is good. However, just
What I Read: Experiment without the wait
https://medium.com/pinterest-engineering/experiment-without-the-wait-speeding-up-the-iteration-cycle-with-offline-replay-experimentation-7a4a95fa674b Pinterest EngineeringJan 18Experiment without the wait: Speeding up the iteration cycle with Offline Replay ExperimentationMaxine Qian | Data Scientist, Experimentation and Metric Sciences“Online experimentation is often used to evaluate