Posts

Fitting a Gaussian Process and its derivative in Stan.

Conditioning a Gaussian Process on derivative observations, with code in R.

A few years ago, The New York Times published an article about several Major League Baseball players who use the sitcom Friends to …

Drawing from a Gaussian Process and its derivative.

Gun dealers in the U.S. are required to conduct instant background checks before selling weapons to individuals. The FBI provides data …

Note: this post has been updated with more recent data. I often use random walk/autoregressive models in my research as a component in …

Autoregressive (AR) processes are a popular choice for modeling time-varying processes. AR processes are typically written down as a …

Write flexible Stan models by using the R formula interface.

We developed a novel interface for reporting results to participants of exposure studies.