I am a Machine Learning Engineer at Factored. I love Dilettant'n Data Science.

• To check out what I am currently doing, follow me on Twitter at @DavidSalazarVir or my personal blog. I write mostly about Extreme Value Theory, Bayesian Statistics, Data Visualization and everything that has a Data Science flavor.

Favourite blogposts:

• Replicating Taleb & Cirillo's Tail Risk of Diseases using Extreme Value Theory within a Bayesian framework
• Proving the slow convergence of fat tails and the practical failure of the Central Limit Theorem
• Using Instrumental Variable Regression in a Bayesian framework
• Proving the conditions for identifiability of causal effects in the DAG framework proposed by Pearl

Open source software

• ggtails: The goal of ggtails is to make the use of fat tails specific plots as easy as possible within the usual ggplot2 framework.