Published Pages
a selected portfolio
[September 2024]
Curriculum Vitae.
my long-form resume
tags: dustin lennon, applied scientist, statistician
[February 2021]
Personalized Point Processes: A Simple Bayesian Analysis.
This post describes a homogeneous Poisson process using a Gamma conjugate prior that can be used
to estimate a pooled, per-subject intensity given a collection of realizations.
tags: point process, bayesian, multiple realizations
[February 2021]
Doubly and Randomly Censored Data.
A derivation of the density functions and likelihood expression associated with doubly and randomly censored data.
tags: censored data, likelihood, distribution, derivation, event data
[September 2018]
Probability Integral Transform, A Proof.
This post elucidates the connection between the generalized inverse, the cdf, the quantile function, and the uniform distribution.
tags: statistics, theory, probability integral transform, proof
[September 2016]
Adaptive Rejection Sampling.
This post describes and implements an adaptive rejection sampler for log-concave densities.
tags: adaptive sampling, rejection sampling, logconcave density, distribution
[November 2012]
Probabilistic Performance Guarantees for Oversubscribed Resources.
This paper constructs a model for shared resource utilization, determines stochastic bounds for resource exhaustion, and simulates results.
tags: simulation, stochastic resource allocation
[December 2023]
Command Line QR Codes.
A simple python script to generate a QR code from a URL
[April 2021]
Numerical Linear Algebra: Householder a'la Golub and Van Loan.
Exploring properties of Householder transformations
tags: numerical linear algebra, householder
[April 2021]
pydlennon: pandas extensions.
An extension of the pandas categorical dtype that better encapsulates metadata
tags: pandas, extension, categorical data, metadata
[October 2019]
pytrope: psycopg2 extensions.
This notebook introduces the pytrope.psycopg2_extras package.
tags: python, matplotlib, pytrope, helper methods
[October 2019]
pytrope: matplotlib extensions.
This notebook introduces the pytrope.matplotlib_extras package.
tags: python, matplotlib, pytrope, helper methods
[December 2020]
Cash Flow Considerations for Machine Learning.
An analysis of early LendingClub data, focused on default rates for various load traunches. Note
that this is packaged as a reveal.js slideshow.
tags: cash flow, loans, survival analysis, logrank statistic, machine learning, lending club
[March 2021]
Reproducing Results: ARM, Chapter 4.
This notebook reproduces tables and figures in ARM, Chapter 4 [GH07]
tags: statsmodels, reproducible, regression
[February 2021]
Reproducing Results: ARM, Chapter 3.
This notebook reproduces tables and figures in ARM, Chapter 3 [GH07]
tags: statsmodels, reproducible, regression
[September 2019]
A Bayesian Hello World.
Using the (a) statsmodels and (b) pystan packages, this notebook reproduces simple regression results
in ARM, Section 3.1 [GH07]
tags: statsmodels, pystan, linear regression, bayesian analysis, non-informative priors
[October 2015]
Uber Interview Challenge.
My take on an Uber data-science assignment.
tags: uber, pre-interview, homework
[October 2013]
Optimal Lending Club Portfolios.
The paper characterizes an optimal, managed portfolio with annual returns in excess of 12%.
tags: lending club, optimal portfolios, survival random forest, machine learning
[August 2019]
Unlocking TrueType Fonts: Fontforge, Matplotlib, and Partially Ordered Occlusions.
This post shows how to merge ttf files and manipulate truetype glyphs.
tags: python, fontforge, matplotlib, shapely
[August 2019]
Published Pages Cheatsheet.
This page catalogs the features available on the Published Pages framework.
tags: publishing, framework, feature overview
[July 2019]
Recommendation Systems, A Mathematical Overview.
This post provides an overview of recommendation systems and algorithms.
tags: machine learning, recommendation systems, algorithms
[July 2019]
Recommending a Data Warehouse.
This webpage gives an overview of Gartner's 2019 'critical capabilities' analysis and showcases a webtool that provides personalized recommendations.
tags: data warehouse, planning, personalization, gartner
[August 2015]
Namecheap, Dynamic IP Addresses, and Hosting Multiple Sites.
This post shows how to augment Namecheap's ddclient script to support multiple hosts on a dynamic IP.
tags: namecheap, ddclient, dynamic ip address, multiple sites
[March 2021]
Annotations: Elements of Statistical Learning.
My margin notes from reading Hastie, Tibshirani, and Friedman
tags: notes, elements of statistical learning, machine learning