Apr 19, 2022
2 mins
Tag:
computing
Quiz: you are given ONE random draw $x$ that was drawn from a density $p(x)$. Could you produce an unbiased estimate of $1/E_p[X]$?
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Mar 29, 2022
3 mins
Tag:
computing
I have not done any math for a long while. Today I happen to need to compute an integral
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Nov 22, 2021
3 mins
Tag:
modeling
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...
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Oct 05, 2021
2 mins
Tag:
computation
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...
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Sep 15, 2021
2 mins
Tag:
visualization
Why do we automatically read that 6'3 >> 5'8, while 52% ≈ 47%?
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Aug 19, 2021
3 mins
Tag:
modeling
Assuming there are some hyperparameters $\beta$ in the model involving data $y$. We have four ways to get some inference of $\beta$.
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Jun 04, 2021
4 mins
Tag:
decision theory
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...
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May 23, 2021
6 mins
Tag:
causal
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May 07, 2021
5 mins
Tag:
zombie
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...
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Apr 17, 2021
4 mins
Tag:
modeling
causal
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:
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Apr 12, 2021
2 mins
Tag:
modeling
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...
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Apr 07, 2021
3 mins
Tag:
zombie
teaching
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...
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Mar 03, 2021
3 mins
Tag:
modeling
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...
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Mar 01, 2021
1 min
Tag:
modeling
computing
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...
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Mar 01, 2021
3 mins
Tag:
zombie
Recently I have gone through a few industry job applications. Here is a few examples that manifest how amusing this procedure can become
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