The Automated Statistician

A project aimed at:

Project was motivated due to a lack of data scientists, machine learning experts etc, thus creating a need for a system that automates model discovery from data.

Main ingredients:

For regression in time-series data, the search procedure involves creating a decision tree whose nodes correspond Gaussian process kernel combinations and the quantity maximized is the marginal likelihood.

Emacs 29.4 (Org mode 9.6.15)