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Mattias Villani

Professor of Statistics at Stockholm University
https://mattiasvillani.com
myobviousaddress@gmail.com

Public notebooks

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Bayesian test for a mean in a normal population This notebook is a fork
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Mattias Villani
Oct 12
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Local level model with dynamic shrinkage process prior This notebook is a fork
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Mattias Villani
Sep 5
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Z-distribution This notebook is a fork
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Mattias Villani
Aug 22
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Spectral density ARMA(p,q)×(P,Q) This notebook is a fork
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Mattias Villani
Aug 19
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Time-varying spectral density for US industrial production
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Mattias Villani
Aug 19
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Sampling distribution and likelihood function - Bernoulli model This notebook is a fork
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Mattias Villani
Jul 28
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Sampling distribution and likelihood function - Normal model This notebook is a fork
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Mattias Villani
Jul 27
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Identification of the mean in an AR(1) process This notebook is a fork
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Mattias Villani
Jul 27
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Beta-Binomial distribution This notebook is a fork
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Mattias Villani
Jun 2
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Kullback-Leibler divergence - continuous distributions This notebook is a fork
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Mattias Villani
May 29
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Coverage of interval estimates for a proportion This notebook is a fork
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Mattias Villani
May 28
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Autoregressive processes - simulation and autocorrelation This notebook is a fork
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Mattias Villani
May 21
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Inverse Gaussian (Wald) distribution This notebook is a fork
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Mattias Villani
May 26
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Poisson-Gamma distribution This notebook is a fork
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Mattias Villani
Apr 28
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Bayesian inference for Gaussian iid data This notebook is a fork
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Mattias Villani
Apr 25
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Approximating the Binomial distribution This notebook is a fork
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Mattias Villani
Mar 1
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Local trend model This notebook is a fork
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Mattias Villani
Feb 29
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Maximum likelihood for iid Poisson data This notebook is a fork
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Mattias Villani
Feb 4
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Bayesian credible intervals
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Mattias Villani
Feb 3
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Histogram - the choice of bins This notebook is a fork
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Mattias Villani
Feb 1
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Identification of the mean in an AR(1) process
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Mattias Villani
Jan 19
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Generalized extreme value distribution This notebook is a fork
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Mattias Villani
Jan 1
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Distributions on the unit simplex This notebook is a fork
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Mattias Villani
Dec 31, 2023•1
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Multivariate LogitNormal Distribution This notebook is a fork
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Mattias Villani
Dec 31, 2023
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LogitNormal distribution This notebook is a fork
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Mattias Villani
Dec 30, 2023
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Beta distribution (generalized four-parameter) This notebook is a fork
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Mattias Villani
Dec 29, 2023
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Beta distribution (generalized three-parameter) This notebook is a fork
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Mattias Villani
Dec 22, 2023
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Kalman filtering Nile river data This notebook is a fork
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Mattias Villani
Dec 18, 2023
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Kalman filtering simulated local level data This notebook is a fork
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Mattias Villani
Dec 17, 2023
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Stochastic volatility time series model This notebook is a fork
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Mattias Villani
Dec 17, 2023
Showing 1-30 of 138 notebooks
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