Statistics
Courses
- https://github.com/thomas-haslwanter/statsintro_python/tree/master/ipynb
- Model based machine learning
- A free online companion course to the Second Edition of An Introduction to Statistical Learning is available through edX
- Michael Betancourt series on probability, modeling, etc.
Books
- Wasserman’s All of Statistics
- Shalizi’s Advanced Data Analysis from an Elementary Point of View
- Computer Age Statistical Inference: Algorithms, Evidence and Data Science
- Model Based Machine Learning by John Winn and others (including Chris Bishop)
- Intro to Probability for Data Science
- The Effect: An Introduction to Research Design and Causality
- Bayesian models of perception and action
Probability theory
- https://betanalpha.github.io/assets/case_studies/probability_theory.html
- https://betanalpha.github.io/assets/case_studies/conditional_probability_theory.html
Probabilist programming
Bayesian Data Analysis
Links
- Connection between statistical tests and linear models
- Understanding ANOVA
- Intro to probabilistic programming
- Imitation in Animals: Evidence, Function, and Mechanisms
- Simpson's paradox
- A Survey on Data Collection for Machine Learning: a Big Data - AI Integration Perspective
- Data science is science's second chance to get causal inference right: A classification of data science tasks
- High-Confidence Predictions under Adversarial Uncertainty
- Cheat Sheet: Subgradient Descent, Mirror Descent, and Online Learning
- Handy statistical lexicon
- Toward a principled Bayesian workflow: A tutorial for cognitive science
- Description of different types of MCMC algorithms
- Lord's paradox, Simpson's paradox explanations
- Probability cheatsheet
- Importance Samplint
- Montel-Carlo
- The ABC of ABC (Approximate Bayesian Computation)
- Falling (In Love With Principled Modeling)
- Handy statistical lexicon from Gelman
Uncertainity
Extreme value theory (EVT)
- Novelty detection via EVT
- Fitting extreme value distribution (Weibull)
- Extreme value analysis an introduction
- EVT in context of discrete choice modeling
Datasets
Economics
- The Economy
- QuantEcon: Open source code for economic modeling
- Nashpy: Python library used for the computation of equilibria in 2 player strategic form games