Statistics, Machine Learning & Applied Mathematics

Research, technical articles and open-source software on statistical modelling, machine learning, time series, data systems and applied mathematics.

I write for practitioners who need more than a generic tutorial: assumptions, diagnostics, equations, code, failure modes, and the judgment required to use methods responsibly.

About and editorial standards Explore the archive Papers and research Projects and packages

Selected work

These are better entry points than the chronological archive.

Explore by topic

Statistics & Probability

Inference, modelling, probability, diagnostics, survival analysis, robust methods and uncertainty.

Machine Learning

Model evaluation, monitoring, calibration, drift, tabular learning, data quality and MLOps.

Time Series & Forecasting

Forecasting, baselines, seasonality, anomaly detection, feature engineering and state-space models.

Mathematics

Applied mathematics, stochastic processes, optimization, graph theory and the foundations behind data science.

Open-source projects

The software pages are technical assets, not just documentation links. The Python portfolio is published on PyPI and spans scientific machine learning, survival simulation, QCA, time-series representations and WiFi activity recognition.

  • PyPI package portfolio — six Python packages with install commands, documentation and source links.
  • genSurvPy / gen-surv — survival-data simulation and visualization for statistical research and benchmarking.
  • unconfoundedr — R tools for comparing randomized and observational estimands under confounding and transportability concerns.

Recent writing

State Space Models and the Kalman Filter

State Space Models and the Kalman Filter

The Kalman filter is usually introduced as a tracking algorithm for spacecraft. It is more useful understood as the general engine for estimating hidden state from noisy observation.