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6 minute read
I “left” (I say left in quotations because I’m still working on my Ph.D part time) approximately 3 months ago. That is a bit of a milestone. It is a quarter of a year working at a senior-ish level as a data scientist at a national bank. I know a lot of PhDs, especially in quantitative disciplines, are thinking of making the jump from academia to industry. This sequence of blog posts is not advice on how to make that jump, but rather to document one perspective on what that change entails.
4 minute read
11 minute read
The 95% in 95% confidence interval refers not to the probability that any one interval contains the estimand, but rather to the long term relative frequency of the estimator containing the estimand in an infinite sequence of replicated experiments under ideal conditions.
12 minute read
Students in the class I TA love to do feature selection prior to modelling. Examining pairwise correlation and dropping seemingly uncorrelated features is one way they do this, but they also love to fit a LASSO model to their data and refit a model with the selected variables, or they might do stepwise selection if they are feeling in the mood to code it up in python.