In my freshman year of college, I took an introductory differential equations class. That was nine years ago. I've forgotten pretty much everything, so I thought I'd review a little, trying to generalize the techniques along the way. I'll use summation notation throughout, and write \(\frac{\partial^n}{\partial x …
read moreFun with Likelihood Ratios
Say you're trying to maximize a likelihood \(p_{\theta}(x)\), but you only have an unnormalized version \(\hat{p_{\theta}}\) for which \(p_{\theta}(x) = \frac{\hat{p_\theta}(x)}{N_\theta}\). How do you pick \(\theta\)? Well, you can rely on the magic of self normalized importance sampling.
read moreJupyter for Everything
Forget vim or emacs of VSCode. Jupyter is hands down the best editor out there. The literate programming support, complete with images and beautiful latex snippets? The inline visualizations of all kinds of data-types, from maps to meshes to graphs and polygons? The widgets for interactively testing your code? It's …
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