Tag Archives: Simulation

Using Bayesian Inference to predict and bet on Italian Serie A Fotball

As my old timer readers know, I’be been using Bayesian Inference to predict and bet on various sporting events, such as FIFA World Cup, and IIHF World Championships. With some success. When the Italian premier division started for about a … Continue reading

Posted in Bayes, Data Analytics, Gambling, Machine Learning, Numpy, Probability, PYMC, Python, Simulation, Statistics | Tagged , , , , , , , , , , , , , | Leave a comment

Capturing NMEA sentences over WiFi using Python

In order to figure out how the NMEA-WiFi Gateway deals with clients, e.g. if it expects any “handshake” or any other communication setup protocol, I decided to write a simulator mimicing the gateway, and then using iRegatta 2 from Zifago … Continue reading

Posted in Data Analytics, Maritime Technology, Nautical Information Systems, NMEA, Numpy, performance, Python, Simulation, TCPIP | Tagged , , , , , , , , , , , , | Leave a comment

Making a living as a Professional Scientific Gambler using Bayesian Inference…?

As my readers know, over the past few weeks I’ve been conducting an experiment: Applying scientific betting on the just finished Ice Hockey World Championships.  By “scientific”, I’m referring to the exclusive use of statistical and mathematical models, simulation, and … Continue reading

Posted in Bayes, Data Analytics, Data Driven Management, Finance, Gambling, HOCKEY-2018, Math, Numpy, Probability, PYMC, Python, Simulation, Statistics | Tagged , , , , , , , , , | Leave a comment

Bayesian Inference – what good is the Prior, anyway…?

A brief example on the effect of Bayesian priors (I’m going to use my Ice Hockey Championship Prediction hack under development for this example): Assume you would like to bet on the outcome of some particular game, for instance, Sweden … Continue reading

Posted in Bayes, Data Analytics, Data Driven Management, Gambling, Math, Numpy, Probability, PYMC, Python, Simulation, Statistics | Tagged , , , , , , , , , , , , | Leave a comment

Predicting the outcome of World Championships in Ice Hockey using Bayesian Inference

Just for fun, I thought I’d implement a Bayesian “statistical inference engine” for some sports tournament. For whatever reason, I came to choose ice hockey world championships, training my inference engine on data from the 2016 tournament, and testing its … Continue reading

Posted in Bayes, Big Business, Big Data, Data Analytics, Gambling, Numpy, Probability, PYMC, Python, Simulation, Statistics | Tagged , , , , , , , , , , , | Leave a comment

Bayesian Linear Regression with PYMC, part II

In the previous post we looked at a simple linear regression between (simulated) human heights and weights.  In that example, the regression was truly ‘linear’, in that the predictor variable only occured in its first power, to provide a linear regression … Continue reading

Posted in Bayes, Data Analytics, Probability, PYMC, Simulation, Statistics | Tagged , , , , , , | Leave a comment

Bayesian Linear Regression with PYMC

Is there a relationship between human height and weight…? Probably. But what does that relationship look like ? Those kinds of questions can be answered by Linear Regression. Below an example, using simulated data for weights,heights etc: import numpy as … Continue reading

Posted in Bayes, Data Analytics, Numpy, Probability, PYMC, Python, Simulation, Statistics | Tagged , , , , , , , , , , | Leave a comment

Python,Pandas, Statsmodels: Linear Regression – dealing with categorical data

Sometimes your explanatory variables are not numeric, but categorical. Typical example: “Gender” – which used to be binary, and since I’m an old man, I will continue regarding it as binary… 😉 To handle categorical data in Linear Regression, we … Continue reading

Posted in Data Analytics, Numpy, Probability, Python, Simulation, Statistics | Tagged , , , , , , | Leave a comment

Val2018 – prognos uppdaterad med opinionssiffrorna för mars [Bayesian Inference]

Inför mars månads prognos har jag gjort flera ändringar i min prognos-modell: Modellen har nu meta-parametrar, i form av en distribution baserad på en uppskattad, subjektiv “valvind” eller “sentiment”, dvs modellen är nu hierarkisk. Modellen bygger nu enbart på de … Continue reading

Posted in Bayes, Data Analytics, Data Driven Management, Politik, PYMC, Python, Simulation, Statistics | Tagged , , , , , , , | Leave a comment

Distribution of distributions in 3D

Just a quick add-on to my previous post on yet another way to present multidimensional data: To recap, we have a “distribution of distributions”, where each distribution has two dimensions, mu and sigma. In the previous post, I chose to present … Continue reading

Posted in Bayes, Data Analytics, Data Driven Management, Math, Numpy, Probability, Python, Simulation, Statistics | Tagged , , , , , , , | Leave a comment