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Building an automatic statistician
Published on Oct 29, 20144215 Views
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Chapter list
Building an Automatic Statistician00:00
THERE IS A GROWING NEED FOR DATA ANALYSIS00:16
WHAT WOULD AN AUTOMATIC STATISTICIAN DO?00:56
GOALS OF THE AUTOMATIC STATISTICIAN PROJECT02:38
INGREDIENTS OF AN AUTOMATIC STATISTICIAN03:18
PREVIEW: AN ENTIRELY AUTOMATIC ANALYSIS04:23
DEFINING A LANGUAGE OF MODELS05:38
DEFINING A LANGUAGE OF REGRESSION MODELS05:49
WE CAN BUILD REGRESSION MODELS WITH GAUSSIAN PROCESSES06:26
A LANGUAGE OF GAUSSIAN PROCESS KERNELS07:15
THE ATOMS OF OUR LANGUAGE08:29
THE COMPOSITION RULES OF OUR LANGUAGE09:41
MODELING CHANGEPOINTS10:42
AN EXPRESSIVE LANGUAGE OF MODELS12:02
DISCOVERING A GOOD MODEL VIA SEARCH - 112:31
DISCOVERING A GOOD MODEL VIA SEARCH - 212:35
EXAMPLE: MAUNA LOA KEELING CURVE13:12
MODEL EVALUATION14:25
MODEL EVALUATION14:34
AUTOMATIC TRANSLATION OF MODELS - 115:18
AUTOMATIC TRANSLATION OF MODELS - 215:34
SUM OF PRODUCTS NORMAL FORM16:14
SUMS OF KERNELS ARE SUMS OF FUNCTIONS17:09
PRODUCTS OF KERNELS17:49
AUTOMATICALLY GENERATED REPORTS18:35
EXAMPLE: AIRLINE PASSENGER VOLUME - 118:52
EXAMPLE: AIRLINE PASSENGER VOLUME - 219:48
20:05
EXAMPLE: AIRLINE PASSENGER VOLUME - 420:33
EXAMPLE: AIRLINE PASSENGER VOLUME - 520:46
EXAMPLE: SOLAR IRRADIANCE - 120:54
EXAMPLE: SOLAR IRRADIANCE - 221:23
EXAMPLE: SOLAR IRRADIANCE - 321:36
EXAMPLE: SOLAR IRRADIANCE - 421:45
OTHER EXAMPLES21:56
GOOD PREDICTIVE PERFORMANCE AS WELL23:36
MODEL CHECKING AND CRITICISM25:23
CHALLENGES27:29
CURRENT AND FUTURE DIRECTIONS31:30
SUMMARY31:48
REFERENCES32:00