Surprisingly, quite a few data scientists overlook the importance of linear regression and the problem of overparametrization. In this post, I'm going to describe mathematically what it means for a model to be overparametrized and the general strategies used by a statistician to resolve non-uniqueness.

Ranks, Subspaces, and Bases

Suppose …

This is going to be my first post on a topic in data science, and in the next few posts including this one, I will talk about A/B testing, specifically how to do it right using Bayesian methods in comparison with the traditional Frequentist hypothesis testing.

the basic concept …