Numbers, Letters, Sometimes Both

Choosing the Optimal MDE for Experimentation

AB Tests
Statistics
Planning experiments means deciding how long to run the experiment (by doing a sample size calculation). A big factor in this decision is agreeing on a minimal detectable…
Mar 31, 2023
Demetri Pananos

Causal Risk Ratios in AB Tests with One Sided Non-Compliance

AB Tests
Statistics
Causal Inference
Sometimes we run AB tests where engaging with the treatment (and hence being treated) is optional. Since assignment to treatment is random, we can use the randomization as…
Feb 11, 2023
Demetri Pananos

Journeyman Statistics

A number of people have asked me how to learn statistics. I don’t have a good answer for them. I find all books are deficient in some way: some too theoretical, others not…
Dec 31, 2022
Demetri Pananos

Way Too Many Taylor Series

Statistics
AB Testing
Let \(Y(a)\) be a potential outcome for a continuous measure under treatment status \(A=a\)…
Nov 25, 2022
Demetri Pananos

Bootstrapping in SQL

Statistics
Remember the “Double Down” from KFC? It was bacon and cheese sandwiched between two deep fried pieces of chicken. I’m willing to bet we all conceived of it…
Nov 16, 2022
Demetri Pananos

PCA on The Tags for Cross Validated

Machine Learning
Julia Silge gave a really good talk in 2018 about PCA ond tags on stack overflow. She was able to interpret some of the components to infer some subgroups of users of stack overflow (front-end vs back-end…
Aug 16, 2022
Demetri Pananos

Interim Analysis & Group Sequential Designs Pt 2

Statistics
AB Testing
This is part 2 of an ongoing series on group sequential designs for AB testing. Previous parts are shown below
Jul 30, 2022
Demetri Pananos

Forecasting Experimental Lift Using Hierarchical Bayesian Modelling

Statistics
AB Testing
Bayes
You’re part of a team at a company who is…
Jul 20, 2022
Demetri Pananos

Interim Analysis & Group Sequential Designs Pt 1

Statistics
AB Testing
Special thanks to Jacob Fiksel for writing a great blog post which inspired me to write my own.
Jul 6, 2022
Demetri Pananos

This Is A Quarto Blog

News
This is a quarto blog.
Jun 22, 2022
Demetri Pananos

Flippin’ Fun!

Bayes
Stan
Python
I wrote an answer to a question about sequences of coin flips a couple days back that I was quite chuffed with. In short, the question asked for…
May 7, 2022
Demetri Pananos

Hacking Sklearn To Do The Optimism Corrected Bootstrap

Statistics
Machine Learning
Python
Scikit-Learn
Its late, I can’t sleep, so I’m writing a blog post about the optimism corrected bootstrap.
Nov 23, 2021
Demetri Pananos

On Interpretations of Confidence Intervals

Statistics
The 95% in 95% confidence interval refers not to the probability that any one interval…
Apr 3, 2021
Demetri Pananos

Log Link vs. Log(y)

R
Statistics
You wanna see a little gotcha in statistics? Take the following data
Oct 6, 2020
Demetri Pananos

Gradient Descent with ODEs

Python
Machine Learning
Statistics
Gradient descent usually isn’t used to fit Ordinary Differential Equations (ODEs) to data (at least, that isn’t how the Applied Mathematics departments to which I have been…
May 21, 2019
Demetri Pananos

Neat Litle Combinatorics Problem

Python
Probability
I’ll cut right to it. Consider the set \(S = (49, 8, 48, 15, 47, 4, 16, 23, 43, 44, 42, 45, 46 )\). What is the expected value for the minimum of 6 samples from this set?
Aug 31, 2018
Demetri Pananos

Coins and Factors

Python
Riddler
I love…
Dec 29, 2017
Demetri Pananos
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