Binary problems, where the outcome can be either True or False are very common in data analysis, from an inference or classification point of view. A previous post on binomial modelling deals with a similar problem, but this time we frame the problem from a regression or generalized linear model (GLM) view point. Previously we... Continue Reading →

# Pattern Recognition using PCA: Variables and their Geometric Relationships

Principal component analysis is a commonly used technique in multi-variate statistics and pattern recognition literature. In this post I try to merge ideas of Geometric and Algebraic interpretation of data as vectors in a vector space and its relationship with PCA. The 3 major sources used in this blog are: [1] Thomas D. Wickens (1995). The... Continue Reading →

# Regression & Finite Mixture Models

I wrote a post a while back about Mixture Distributions and Model Comparisons. This post continues on that theme and tries to model multiple data generating processes into a single model. The code for this post is available at the github repository. There were many useful resources that helped me understand this model, and some... Continue Reading →

# Parameter Estimation

In statistical or mathematical models our aim is to look at the data and estimate the parameters and uncertainty of those estimations. Generally speaking, looking at a data set, we wish to choose a likelihood/noise/sampling distribution, that fits the data. A distribution requires some parameters, Θ, e.g. a normal distribution (which is a very common error/noise... Continue Reading →