quantitative consulting
Software Developer (previous) – The SAS Institute Inc, Scientific Computing
Statistician (previous) – University of Michigan, Department of Cardiovascular Medicine
The Tampa Bay Rays – Bayesian statistical models to forecast player performance.
The University of Michigan Department of Cardiovascular Medicine – Analysis of omics data, other biomedical data analysis, clinical data.
Andre Zapico – Andre is currently an independent consultant. Previously, he worked in the scientific computing department at the SAS institute, Inc. under Xilong Chen, PhD. Previously, Andre worked as a consultant as a masters student and part-time research statistician at the University of Michigan in the Department of Cardiovascular medicine to work on the analysis of omics data with Venkatesh Murthy, MD, PhD. He completed his masters in engineering at the University of Electronic Science and Technology of China in Information and Communication Engineering in 2021 with a plurality of graduate level mathematics courses. His thesis on Radar Waveform Design using neural networks supervised by Cui Guolong. His undergraduate dual degree is in the mathematical sciences and statistics from the University of Michigan Ann Arbor in 2017. He is also a member of the stan development team. He focuses on applied statistics, maths and programming for research. For more details on positions held, coursework, awards, or programming examples, see my linkedin or github.
The pandemic started. China paid me a good salary, but I left China, since it was getting locked down. I sat in Bangkok, Thailand, watching the death toll go up, while practicing writing Stan models. I had a few hundred dollars from my stipend. I had to make a move. I flew back to Detroit.…
I remember sitting in her office, with Eunjee Lee, PhD. We’re looking at a trace plot, this is a Metropolis-Hastings embedded in a Gibbs sampler, and there were multiple. We call it a “Metropolis-within-Gibbs.” So we’re looking at a trace plot. And she says zoom in, zoom in. So I zoom in. And she pauses,…
So I’ve decided we’re renaming the “blogosphere” to the “blogograph,” since this is more accurate. Out of undergrad I met Daniel Kessler, PhD, (https://www.dankessler.me/) yes, at Michigan at Skeeps over a beer. Love this guy, he’s a great technician and I adopted his computational workflow. After talking he invited me to work with the University…
(As I’m writing this I’m realizing the webcrawler probably starts from Gelman’s blog and parses the comments, so I need to comment more, I’m doing this backwards. Moreover, it’s technically a blog-o-graph, but that’s not as funny as blogosphere, so whatever). So one resource, that’s helpfun when getting started with Stan: https://mc-stan.org/ Is Michael Betancourt…
Feel free to correct me or reply if there’s any obvious mistake I’m making. I might be telling on myself here. So during my masters, I was assigned an adviser who then assigned me a project. This was a research based masters with graduate level mathematics course requirements and a minimum 70 page thesis, in…
So this one’s an experiment. I haven’t gone through this code, but I’m wondering if I throw some links of the source up here, I’ll get more hits, and thus increase the chances I can expand my business. I’ve long been a follower of Professor Andrew Gelman’s blog, but more his text books, research articles…
It’s been a while since I’ve posted here, mostly since I’ve been working for The SAS Institute Inc, as a software developer in the scientific computing department. We worked closely with the econometrics and time series engineering team. I want to say thank you, I couldn’t have asked for a better position after finishing my…
On a whim, I chose to study Information and Communication Engineering, closest related keyword, Signal Processing, and Sister major, Electrical Engineering. I was paired with Cui GuoLong and his post-doc Xiang Xianyu. In order to learn more about radar filter design, I thought it would be a great idea to imitate one of his papers.…
Prior to starting at SAS, I was still consulting and working for Michigan. I wanted to make a logo for Likely LLC, to make it appear more credible. Models are meaningless without good advertising and visualizations, to non-statisticians. I was attempting to make an L with mathematics and machine learning/statistics. So I simulated a Paul…
This is a collection of models that I frequent if I’m doing any modeling with Gaussian processes. Contains logistic regression models with Gaussian process priors, spatial models, survival models, regression models with separate length scales, etc. There’s been some changes to the language, so you need to replace the name of the covariance functions to…
I’m often asked by recruiters, clients, academics or colleagues which models I’ve worked with. This post is an effort to put this all in one place. All of these models, algorithms, and software I’ve worked with in some capacity. This includes implementation, development, application, required understanding, or any combination thereof. This list in non-exhaustive. I’ll…
After working in the psychiatry department at Michigan, I worked at Aalto University in Espoo, Finland next summer. There, I worked on the Stan math library implementing Gaussian process covariance functions and matrix utilities to make Gaussian process models more feasible in Stan. The ultimate goal was to implement what’s known as “the birthday problem”…
For Michigan, I’ve since applied the SVD based sorting algorithm, which can be used for clustering, to real data. The goal is to in some way model the relationship of proteins and metabolites, come up with modules, or groups of proteins and metabolites that were related, and then use these later in a regression model…
This is a practice test I was given prior to landing a contract with the Tampa Bay Rays from July 2021. Here, I was asked to predict hit speed given angle off the bat. There’s a publicly available github repository with the same data here: https://github.com/danhogan/batted-ball. Below is copied from the practice test. This is…
I’ve copied this over from discourse.mc-stan.org, but this was my post, so I’m comfortable doing so. While working in the psychiatry department at Michigan, I played around with EEG data. Next, I became curious about how to extract out different periodic components of a time series. I ended up finding a blog post on Andrew…
After I finished my undergraduate degree at the University of Michigan in 2017, in the Mathematical Sciences, and Statistics, I worked in the University of Michigan Psychiatry Department. This was with Daniel Kessler, Dr. Eunjee Lee, Dr. Chandra Sripada, and Mike Angstadt. This was in 2017, so thank you for understanding if vocab isn’t up…
Dr. Murthy and I have been working on a way to interpret omics data. We’d like to see if there’s any natural grouping structure to a large dataset. We’ve computed something resembling a cross covariance matrix. After Dr. Murthy experimented with sparse CCA for a while, we tried some other clustering methods or regularization methods…
likely llc 