Articles, newest first
Central Limit Theorem for m-dependent Random Variables Under Sub-linear Expectations
This article rigorously explores the Central Limit Theorem for m-dependent random variables under sub-linear expectations, presenting new inequalities, proof...
Read article
Stockouts Hide the Demand You Needed to Forecast
Sales stop when inventory stops. Demand does not necessarily stop with them. A forecasting model trained on censored sales can therefore learn the inventory ...
Read article
Detecting Outliers Using Principal Component Analysis (PCA)
Principal Component Analysis (PCA) is best known as a dimensionality reduction technique, but the same machinery detects outliers. The idea is direct: PCA le...
Read article
Interpretable Outlier Detection with Counts Outlier Detector (COD)
Overview of the Counts Outliers Detector (COD)
Read article
Applying Einstein's Principle of Simplicity Across Disciplines
Albert Einstein's quote, "Everything should be made as simple as possible, but not simpler," encapsulates a fundamental principle in science and analytics. I...
Read article
Testing and Evaluating Outlier Detectors Using Doping
Outlier detection presents significant challenges, particularly in evaluating the effectiveness of outlier detection algorithms. Traditional methods of evalu...
Read article
Understanding Uncertainty in Statistical Estimates: Confidence and Prediction Intervals
Statistical estimates always have some uncertainty. Consider a simple example of modeling house prices based solely on their area using linear regression. A ...
Read article
Copula, GARCH, and Other Financial Models
An in-depth look at financial models such as Copula and GARCH, their importance in quantitative analysis, and practical applications with Python.
Read article
Disaggregating Energy Consumption: The NILM Algorithms
Non-intrusive load monitoring (NILM) is an advanced technique that disaggregates a building's total energy consumption into the usage patterns of individual ...
Read article
Central Limit Theorems: A Comprehensive Overview
The Central Limit Theorem (CLT) is one of the cornerstone results in probability theory and statistics. It provides a foundational understanding of how the d...
Read article