Quiz: you are given ONE random draw $x$ that was drawn from a density $p(x)$. Could you produce an unbiased estimate of $1/E_p[X]$?

I have not done any math for a long while. Today I happen to need to compute an integral

I read an arxiv preprint “History and Nature of the Jeffreys-Lindley Paradox” by Eric-Jan Wagenmakers and Alexander Ly. It is a comprehensive journey that reviews the development of the “Jeffreys-Lindley Paradox”, or what is typically...

I come across a paper “The Adaptive Biasing Force Method: Everything You Always Wanted To Know but Were Afraid To Ask” by Jeffrey Comer et al. When comparing the adaptive biasing force method (gradient based...

Why do we automatically read that 6'3 >> 5'8, while 52% ≈ 47%?

Assuming there are some hyperparameters $\beta$ in the model involving data $y$. We have four ways to get some inference of $\beta$.

One mental challenge is decision-making with more than two options. To simplify the dilemma that your humble author is encountering, assume that it is on a long haul flight and you are asked by a...

I passed my thesis defense today. The capability of passing the defense per se appeared less exciting than I had imagined, in part because everyone passes the dissertation defense anyway. It is like the p-value...

I read a NYT graph article entitled Least Vaccinated U.S. Counties Have Something in Common: Trump Voters. Apart from beautiful visualizations, their graph comparison seems persuading to draw two conclusions:

In my previous blog post on hierarchical stacking, reader “Chaos” pointed to me Gavin Brown’s Ph.D. thesis on Negative Correlation (NC) Learning which had a good characterization of the importance of diversity to stacking or...

I get an interview feedback from a company. I initially thought my interviews went well but it turned out that the company had a different opinion. Generally, it would be silly for me to post...

The term online update here is referred to updating a statistical model after certain modeled outcome is observed. A concrete example is in election forecast: the state election result comes in sequence, and that is...

In a recent paper I wrote, I discussed a few open questions on ensemble methods: Both BMA and stacking are restricted to a linear mixture form, would it be beneficial to consider other aggregation forms...

Recently I have gone through a few industry job applications. Here is a few examples that manifest how amusing this procedure can become