statistics

Learning Bayesian Hierarchical Modeling from 8 Schools

A walkthrough of a classical Bayesian problem.
2023-01-22
13 min read

Understanding Copulas

In statistics, copulas are functions that allow us to define a multivariate distribution by specifying their univariate marginals and interdependencies separately. In modelling returns of assets, for example, this enables greater flexibility and ability to model joint behaviour in extreme events.
2021-06-19
8 min read