Power ranking & multi-year park effects using Markov chain Monte Carlo

I’ve recently had the opportunity to use pymc, a python module for Bayesian statistical modeling, including¬†hierarchical models. It’s so much fun to use, that I find myself looking for models to apply it to. One example is building a power ranking model, including a home field advantage and a park effect. This applies very generally, … More Power ranking & multi-year park effects using Markov chain Monte Carlo

True talent estimate using Gaussian process regression

A while back I wrote about estimating true talent using two correlated samples. The resulting equations, for talent in time period one, and talent in time period two, are, As an example, let’s look at Mike Trout’s 2012 & 2013 seasons. His wOBA was 0.409 in 639 PA, and 0.423 in 716 PA in 2012 … More True talent estimate using Gaussian process regression