Peter Cotton
Individual
Online covariance and correlation estimation in pure Python. It updates estimates one observation at a time, which suits streaming and live use, and it carries many published estimators (shrinkage,...
A library and benchmark of derivative-free (black-box) optimisers in Python and JavaScript, with one interface across 23 methods. Each port is checked against an established reference implementatio...
Fast, accurate probabilities for races and contests with correlated performances: who wins, finishing positions, and the inverse problem of recovering abilities from observed probabilities. The sam...
Fast online univariate distributional forecasting. Its forecaster returns a full predictive distribution at each step rather than a point, and is evaluated by held-out log-likelihood on thousands o...
Streaming decision layers built on the skaters forecasters, starting with anomaly detection: it turns each forecast into a calibrated p-value, so an alarm threshold is a false-alarm rate rather tha...
Individual
Peter Cotton
