Welcome!
Below you will find a historical stash of blog posts along with some long-lasting documents and projects.
Documents
- Cosmostats – a massive compilation of statistical knowledge started while in grad school.
- My CV – a genuine, green and over-enthusiastic resume.
- fastSPT – what I used to work on in Physics (pretty graphs).
Blog Posts
- 21 May 2017 » A note on Bid Price Optimization
- 10 Feb 2017 » Co-linearity (Part 3)
- 07 Feb 2017 » Co-linearity (Part 2)
- 07 Feb 2017 » Colinearity (Part 1)
- 16 Jul 2016 » Estimating the Variance of the Survival Function: Full History vs. Snapshots
- 19 May 2016 » Fisher's Exact Test, Lift, and P-Values for Feature Exploration
- 29 Jan 2016 » Entity Resolution through Markov Random Fields and Logistic Regression
- 29 Jan 2016 » Label Propagation in SSL through a Markov Random Walk
- 29 Jan 2016 » Label Propagation and Semi-Supervised Learning: Gaussian Random Field Method
- 04 Jan 2016 » Facility Location as Adaptive K-means
- 30 Dec 2015 » EM Algorithm and restricted K-means for the M-Traveling Salesman Problem
- 24 Nov 2015 » A Brief Note on the Bias-Variance Decompositon
- 17 Nov 2015 » Learning Theory and an XGboost Failure on Kaggle
- 11 Nov 2015 » Cumulants of the Sample Mean
- 02 Nov 2015 » Differential Regularizers as Priors over Functions $f(x)$: Gaussian Process Kernels as Green's Functions
- 27 Oct 2015 » Dual Lagrangians and ordinary Least Squares
- 23 Oct 2015 » Gaussian Process and Defining a Stochastic Process (Connection with Rasmussen)
- 14 Oct 2015 » Chernoff Bound, Union Bound, Political Polling and Base rate estimation
- 14 Oct 2015 » Streaky Shooter, Stephen Curry
- 08 Oct 2015 » Brief Note on Information Gain Definition
- 08 Oct 2015 » Note On "Information Gain" and the Fisher Information
- 07 Oct 2015 » Defining Stochastic Processes
- 09 Sep 2015 » Collaborative Filtering as AutoEncoding
- 08 Sep 2015 » Second Order Collaborative Filtering: Playing with latent feature dimension
- 05 Sep 2015 » Recommender Systems -- Second Order Collaborative Filtering
- 01 Sep 2015 » Equivalence of Shannon Entropy and Logarithm of Posterior Partition function (under Laplace Approximation)
- 31 Aug 2015 » The Fisher Matrix and Volume Collapse in Parameter Space
- 27 Jul 2015 » Multi-Class Logistic Regression as Maximum (conditional) Entropy
- 11 Jul 2015 » Basic Logistic Regression and $\vec{\theta}$ as the gradient of the Decision Boundary
- 02 Jun 2015 » Poisson Point Process and Cosmological Surveys
- 28 Apr 2015 » Diffusion, Convolution
- 26 Feb 2015 » The Cluster Expansion and "Connected" Cumulants
- 06 Feb 2015 » Poisson and the Memoryless Process
- 07 Nov 2014 » Linear Stochastic ODE's lead to Gaussianity at Asymptotic times, even if Noise function has non-zero higher order Cumulants
- 20 Oct 2014 » The Scalar field Propagator and its Asymptotic Expansion
- 20 Oct 2014 » Preserving Causality for Field Operators
- 22 Aug 2014 » Canonical Transformation and the word "Symplectic"
- 24 Jul 2014 » 1-D Wave Equation Green's Function
- 09 Jul 2014 » Importance Sampling
- 30 Jun 2014 » The Power Spectrum under Linear Turbulence
- 24 Jun 2014 » Conditioning Multinormals
- 22 May 2014 » The Student t- distribution
- 16 May 2014 » A first scrawl at connected and disconnected Moments
- 27 Apr 2014 » Loop Diagrams and the Gram-Charlier Expansion
- 27 Apr 2014 » Measure for the Path Integral
- 23 Apr 2014 » PT and the Gram-Charlier
- 21 Apr 2014 » ANOVA and the "Temperature" of a data set
- 15 Apr 2014 » Least Chi-Squared -- or Maximum Log-Likelihood -- Estimation of Parameters
- 15 Apr 2014 » Stirling's Approximation
- 12 Mar 2014 » Propagator for the free particle
- 11 Mar 2014 » Cosmology: Adiabatic Expansion of a Gas
- 10 Mar 2014 » Self-Fourier Transforms
- 22 Feb 2014 » Bivariate Normal Distribution
- 18 Feb 2014 » Sturm Liouville Problems and the Action
- 18 Feb 2014 » Multi-Dimensional Central Limit Theorem