Blogs / Personal blogs

Cosma Shalizi

stat.cmu.edu/~cshalizi

Interests : Nonparametric prediction of time series; learning theory and nonlinear dynamics ; information theory ; stochastic automata, state space and hidden Markov models ; causation and prediction; large deviations and ergodic theory ; neuroscience ; statistical mechanics and self-organization ; social and complex…

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The Truth About Linear Regression (2015)

This is basically a compilation of the lecture notes I wrote when teaching 36-401, Modern Regression, in fall 2015 . I offer it here on the chance that it might be of interest to those learning, or teaching, linear regression. There's no shortage of resources on that, but I have tried to present the subject as though…