Ben Holmes writes:
I’m a machine learning guy working in fraud prevention, and a member of some biostatistics and clinical statistics research groups at Wright State University in Dayton, Ohio.
I just heard your talk “Theoretical Statistics is the Theory of Applied Statistics” on YouTube, and was extremely interested in the idea of a model-space for exploring and choosing from possibilities in ‘model space’.
I was wondering if you knew of work on any R (or Python, or whatever, I’m not picky!) packages that was being done on this, or could recommend a place to start reading more about the theory/concept.
My reply:
I love this idea of the network of models but I’ve never written anything formal on it, nor do I have any software implementations. Here’s a talk on the topic from 2011, and here’s a post from 2017 with some comments from others too.
I still think this is an important topic—it relates to the idea of a generative grammar for building statistical models, and it should fit in well with Stan. So I’m posting this in the hope that someone will follow up and do it in some way.