Featured image of post Interesting Papers I've read this week.
analysis data

Interesting Papers I've read this week.

Introduction

This week I had to study for a job interview at a pretty sweet place. So in preparation for it I’ve read up on statistics that I’ve listed on my resume. I’ve came across a few good papers and I’m just happy to have read it. Just wanted to post it here in case if I ever need a refresher on Bayesian.

Basic Master Level Statistic

Introductory Mathematical Statistics Methods of Estimation and Properties of Point Estimators: Fundamental Exercises with Solutions by Dr. Olga Korosteleva

This is written by my professor and it was in a neat package of overview of what I’ve learned in my master program. It is a good refresher. There were some notes I’ve written for clarifications:

  • MLE - This selects the parameter values that make the data most probable
  • Likelihood (frequentist point of view) - is a function of the parameters of a statistical model, given specific observed data.
  • Method of Moments Estimators (MOM) & MLE are two estimator methods to do point estimation for parameter. This is the frequentist point of view on estimating parameters which are fixed. Where as Bayesian model parameter as a random variable and not a fixed point.
  • Fisher information - is a way of measuring the amount of information that an observable random variable X carries about an unknown parameter theta of a distribution models X.
  • Cramer-Rao Lower Bound - expresses a lower-bound on the variance of unbiased estimators of a deterministic parameter. An unbiased estimator which achieves this lower bound is efficient.
  • Sufficient Statistic - a statistic that summarize all of the information in a sample about the desired parameter. (Penn State have more clarification on this).

Bayesian Review

On Bayesian Data Analysis by Christian P. Robert and Judith Rousseau (August 27, 2018)

Point estimation parameter vs parameter with distribution. Credible Interval vs Confidence Interval. Critiques of Bayesian and solutions.

An Introduction to Bayesian Statistics Without Using Equations by Tomoharu Eguchi (2008)

Great visualization take on how to explain Bayesian Statistic.

A tutorial on Bayesian nonparametric models by Samuel J. Gershman and David M. Blei (2012)

A review what I used during my time at the FDA.

Credits

First picture: https://pixabay.com/en/book-magnifying-glass-glass-2304078/

comments powered by Disqus
© 2009 - 2024 Anthony Quoc Anh Doan - Ramblings of a Happy Scientist

Desiderata by Max Ehrmann

Go placidly amid the noise and the haste, and remember what peace there may be in silence. As far as possible without surrender be on good terms with all persons. Speak your truth quietly and clearly; and listen to others, even to the dull and the ignorant, they too have their story. Avoid loud and aggressive persons, they are vexations to the spirit.

If you compare yourself with others, you may become vain or bitter; for always there will be greater and lesser persons than yourself. Enjoy your achievements as well as your plans. Keep interested in your own career, however humble; it is a real possession in the changing fortunes of time.

Exercise caution in your business affairs, for the world is full of trickery. But let not this blind you to what virtue there is; many persons strive for high ideals, and everywhere life is full of heroism. Be yourself. Especially do not feign affection. Neither be cynical about love; for in the face of all aridity and disenchantment it is as perennial as the grass. Take kindly the counsel of the years, gracefully surrendering the things of youth.

Nurture strength of spirit to shield you in sudden misfortune. But do not distress yourself with dark imaginings. Many fears are born of fatigue and loneliness. Beyond a wholesome discipline, be gentle with yourself. You are a child of the universe, no less than the trees and the stars; you have a right to be here. And whether or not it is clear to you, no doubt the universe is unfolding as it should.

Therefore, be at peace with God, whatever you conceive Him to be. And whatever your labors and aspirations in the noisy confusion of life, keep peace in your soul. With all its sham, drudgery and broken dreams; it is still a beautiful world. Be cheerful.

Strive to be happy.

Built with Hugo
Theme Stack designed by Jimmy