Spike and slab: Bayesian linear regression with variable selection

Spike and slab is a Bayesian model for simultaneously picking features and doing linear regression. Spike and slab is a shrinkage method, much like ridge and lasso regression, in the sense that it shrinks the “weak” beta values from the regression towards zero. Don’t worry if you have never heard of any of those terms, we will explore all of these using Stan. If you don’t know anything about Bayesian statistics, you can read my introductory post before reading this one. [Read More]

Bayesian analysis of Premier League football

In this post we are going to look at some football statistics. In particular, we will examine English football, the Premier League, using Bayesian statistics with Stan. If you have no idea what Bayesian statistics is, you can read my introductory post on it. Otherwise this post shouldn’t be a difficult read. All right, let’s get to it. First, we need some data. I will use all the matches from the Premier League seasons 16/17 and 17/18 (which is still ongoing at the time of the writing). [Read More]