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Bayesian Statistics

Implementing Bayesian Inference to analytical problems.

US Presidential Candidate Prediction

Using tweets, we predict whether Trump or Clinton wrote them. NLP was used as to prepare unstructured data for modeling. We compare how a Naive Bayes classifier performs using Frequentist Statistics and Bayesian Statistics (Laplace Smoothing). We also employ a new algorithm for text analytics: TF-IDF.

Conjugate priors simulation

Given a Gamma prior and exponentially distributed data points, we derive the marginal and predictive distribution of the data. We also propose a mixture framework for combining prior beliefs.

Predicting Heart Disease

A Generalized Linear Model, concretely, a logistic regression, is estimated to predict whether a patient had a heart disease or not. Feature selection is carried out with L1 Regularization or LASSO regression and then Frequentist and Bayesian Inference are compared.