This is the second part of the story that I started with the previous post. Wanting to build a quick counterexample, I wondered if I can create a random variable by solving the moment problem with only finite non-zero moments. In the language of the moment problem, my sequence was such that for all greater than some number . That is, only finite elements of … Continue reading But moment picking is tricky too.
Yesterday, while trying to build a counter-example for a research problem, I started playing with the idea of designing a random variable, not by picking a vanilla distribution, but by selecting its moments myself. That is, if I pick the moments myself, can I find a distribution that has them? More formally, if I provide , is there a : probability measure such that … Continue reading Going moment-picking
The following is from an answer I wrote on Quora. The easiest answer is: “You just can’t cram the research.” Let’s figure it out together, assuming you’ve passed your quals, you are done with classes, and you work in the natural sciences, engineering, or computer science. First, you need to pick a good problem, which will take some time, except if your advisor already has … Continue reading “Why isn’t it possible to finish a PhD in less than three years?”
Have you ever searched for a calculation on the Internet and then was disappointed when you couldn’t find it? Yeah, me too. I was trying to find the KL divergence between a Gamma and a Normal random distribution, but eventually decided to compute it on my own. So, if we consider the Gamma distribution, , and the Normal distribution, , then the KL of with … Continue reading Gamma vs Normal KL divergence? Got you covered.
Hi all, it’s been a while. So, after a long, but not-so-productive break, during which I tried my best to make a jekyll blog work, I decided to return back to my roots. I shall be making some changes to the blog to bring it more up-to-date with what I’m currently doing. Also, I shall be moving old blog-posts to this (eventually). The dedicated app … Continue reading I’m back!
Just mirroring a post from the other blog. Here is an IPython notebook with an implementation of the linear percepton algorithm. Details will follow in another post and I give a general idea of what it does in the notebook but here is what the picture looks like. Assuming that you have a set of points and you want to find a line that separates … Continue reading An IPython notebook on the linear perceptron