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Mattias Villani

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

Public notebooks

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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• 1
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Multivariate LogitNormal Distribution This notebook is a fork
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Mattias Villani
Dec 31
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LogitNormal distribution This notebook is a fork
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Mattias Villani
Dec 30
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Beta distribution (generalized four-parameter) This notebook is a fork
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Mattias Villani
Dec 29
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Beta distribution (generalized three-parameter) This notebook is a fork
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Mattias Villani
Dec 22
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Kalman filtering Nile river data This notebook is a fork
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Mattias Villani
Dec 18
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Kalman filtering simulated local level data This notebook is a fork
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Mattias Villani
Dec 17
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Stochastic volatility time series model This notebook is a fork
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Mattias Villani
Dec 17
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Poisson time series model This notebook is a fork
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Mattias Villani
Dec 17
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Time-varying regression model This notebook is a fork
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Mattias Villani
Dec 16
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Local level model This notebook is a fork
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Mattias Villani
Dec 16
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Piecewise constant model This notebook is a fork
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Mattias Villani
Dec 16
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Confidence interval for a mean This notebook is a fork
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Mattias Villani
Dec 1
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Spectral density - ARTFIMA(p,q,d,λ) This notebook is a fork
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Mattias Villani
Dec 1
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Spectral density of a seasonal ARMA(p,q)×(P,Q) process
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Mattias Villani
Nov 30, 2023
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Spectral density - ARMA(p,q) process
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Mattias Villani
Nov 21, 2023
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Posterior approximation - Beta model for proportions
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Mattias Villani
Nov 19, 2023
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Maximum likelihood - Bernoulli data This notebook is a fork
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Mattias Villani
Nov 18, 2023
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Bayesian inference for Bernoulli iid data This notebook is a fork
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Mattias Villani
Nov 18, 2023
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The Riemann integral This notebook is a fork
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Mattias Villani
Nov 15, 2023
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Mixture of Poissons This notebook is a fork
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Mattias Villani
Nov 12, 2023• 1
Showing 1-30 of 125 notebooks
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