A Taste Of Qmc
Error with standard Monte Carlo methods decreases as $O(n^{-1/2})$. Quasi Monte carlo methods have error that decreases as $O(n^{-1})$, as we demonstrate wit...
Recent Posts
Sparse Variational Gaussian Processes
This notebook introduces Fully Independent Training Conditional (FITC) sparse variational Gaussian process model. You shouldn’t need any prior knowledge abou...
Differential Equations
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 tho...
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…
Jupyter 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 sn...
Blogging With Jekyll
This blog is written using Jekyll and Github Pages. Jekyll is a static website generator, which converts directories of markdown files into pretty, hyperlin...