David Salazar
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Series

Bayesian Statistics Series

The Bayesian Statistics Series are blogposts that walk you through the awesome homeworks in the Statistical Rethinking book, by Richard McElreath, and the classic Bayesian Data Analysis, by Gelman et. al. The code is all fully reproducible R Code.

Fat vs Thin tails and the different nature of risk

Following the work by Nassim Nicholas Taleb, this series of blogposts goes over his work showcasing his main results and intuition through code and visualizations.

Causal Inference Series

Following the work of Judea Pearl, I go over his main contributions to Causal Inference using code, a bit of math, and visualizations.

All blogposts in one place

Notes from Simon Wood’s Generalized Additive Models

Aug 12, 2023

Introduction to Survival Analysis

Nov 17, 2022

Forecasting elections? Taleb says no

Sep 3, 2020

Causality: Mediation Analysis

Aug 26, 2020

Causality: Probabilities of Causation

Aug 20, 2020

Causality: Regret? Look at Effect of Treatment on the Treated

Aug 16, 2020

Causality: Counterfactuals - Clash of Worlds

Aug 10, 2020

Causality: Testing Identifiability

Jul 31, 2020

Causality: The front-door criterion

Jul 30, 2020

Causality: To adjust or not to adjust

Jul 25, 2020

Causality: Invariance under Interventions

Jul 22, 2020

Causality: Bayesian Networks and Probability Distributions

Jul 18, 2020

BDA Week 9: Large Sample Theory for the Posterior

Jul 13, 2020

BDA Week 8: Bayesian Decision Analysis

Jul 10, 2020

BDA week 7: LOO and its diagnostics

Jul 8, 2020

Tail Risk of diseases in R

Jul 5, 2020

BDA Week 6: MCMC in High Dimensions, Hamiltonian Monte Carlo

Jul 2, 2020

Bayesian Data Analysis: Week 5 -> Metropolis

Jun 29, 2020

Bayesian Data Analysis: Week 4 -> Importance Sampling

Jun 27, 2020

Gini Index under Fat-Tails

Jun 26, 2020

Bayesian Data Analysis: Week 3-> Exercises

Jun 25, 2020

Bayesian Data Analysis: Week 3 -> Fitting a Gaussian probability model

Jun 24, 2020

Probability Calibration under fat-tails: useless

Jun 24, 2020

Bayesian Data Analysis: Week 2

Jun 22, 2020

Extreme Value Theory for Time Series

Jun 17, 2020

When are GARCH (and friends) models warranted?

Jun 14, 2020

How to not get fooled by the “Empirical Distribution”

Jun 11, 2020

Fisher Tippet Th: a “CLT” for the sample maxima

Jun 10, 2020

Statistical Rethinking Week 10

Jun 9, 2020

Bayesian Instrumental Variable Regression

Jun 3, 2020

Statistical Rethinking: Week 9

Jun 3, 2020

LLN for higher p Moments

Jun 2, 2020

Understanding Pooling across Intercepts and Slopes

Jun 1, 2020

Central Limit Theorem in Action

May 30, 2020

Statistical Rethinking Week 8

May 29, 2020

Simulating into understanding Multilevel Models

May 28, 2020

R-squared and fat tails

May 26, 2020

Statistical Rethinking: Week 7

May 24, 2020

Correlation is not Correlation

May 22, 2020

Statistical Rethinking: Week 6

May 20, 2020

Understanding the tail exponent

May 19, 2020

Statistical Rethinking Week 5 -> HMC samples

May 15, 2020

Standard Deviation and Fat Tails

May 13, 2020

Statistical Rethinking: Week 5 -> Interactions

May 12, 2020

Statistical Rethinking: Week 4

May 11, 2020

What does it mean to fatten the tails?

May 9, 2020

Statistical Rethinking: Week 3

May 3, 2020

Statistical Rethinking: Week 2

Apr 28, 2020

Spurious PCA under Thick Tails

Apr 27, 2020

Statistical Rethinking: Week 1

Apr 19, 2020

Fat vs Thin: does LLN work?

Apr 17, 2020
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