Author: likelyandre
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It’s been a while…
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…
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Imitation: Radar Waveform Design in a Spectrally Crowded Environment via Nonconvex Quadratic Optimization
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.…
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Code for the Logo
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…
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Gaussian Process Model Dump, Aalto University Internship, Summer 2018 Part 2
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…
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Models, Algorithms and Software for Statistical Inference
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…
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So What Actually Happened in Finland? Aalto University Internship Summer 2018, Part 1
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”…
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Multilevel Gaussian Processes to Model Hit Speed in Baseball
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…
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Additive Gaussian Process Time Series Regression in Stan
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…
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My Work at the University of Michigan Psychiatry Department in 2017, Part 1
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…
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