Nick Irons
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nickirons.bsky.social
Nick Irons
@nickirons.bsky.social
Florence Nightingale Fellow
@oxfordstatistics.bsky.social @oxforddemsci.bsky.social
statistics, public health, urbanism, running, art.
njirons.github.io
header @odilonredon.bsky.social
Keefe's Say Nothing is great
December 10, 2024 at 1:52 PM
likely at least partially responsible for why the US has become such an antisocial place
December 6, 2024 at 10:08 PM
Perhaps just a heavy-tailed Lee-Carter would do the trick as well? instead of using two stages
December 4, 2024 at 8:33 PM
These posterior projections give an approximation to the full posterior (with uncertainty propagated correctly). This is the idea behind multiple imputation
December 4, 2024 at 7:52 PM
my initial take would be:
(1) fit a bayesian model to the pre-trend (can use a heavy-tailed likelihood to account for outliers). (2) take a random sample of (say 100) posterior trajectories, fitting Lee-Carter to each one and project forward. Each one of these is a posterior projection.
December 4, 2024 at 7:49 PM
have you considered going Bayesian
December 4, 2024 at 4:49 PM