(Approximate) matrix factorisation 2014-08-05 – 2020-07-03

Dimensionality reduction Wherein I teach myself, amongst other things, feature selection, how a sparse PCA works, and decide where to file multidimensional scaling 2015-03-22 – 2020-06-23

PDE solvers 2016-03-01 – 2020-06-20

Automatic differentiation in Julia 2016-07-27 – 2020-06-05

Orthonormal and unitary matrices Energy preserving operators 2019-10-22 – 2020-05-29

Matrix calculus 2018-07-09 – 2020-05-19

Automatic differentiation 2016-07-27 – 2020-04-26

Mixture models for density estimation 2016-03-29 – 2020-04-24

Learning summary statistics 2020-04-22

Cross validation 2016-09-05 – 2020-03-13

Restricted isometry properties Plus incoherence, irrepresentability, and other uncertainty bounds for a sparse world, and maybe frame theory, what’s that now? 2017-06-12 – 2020-03-09

Divisibility, decomposability, stability Ways of slicing randomness 2017-06-15 – 2020-01-28

Kalman filtering of Gaussian Processes 2019-09-18 – 2019-12-16

Probabilistic spectral analysis 2019-11-13 – 2019-12-03

Cherchez la martingale Stuff about probability and orthogonality 2019-11-25 – 2019-11-30

Sparse coding How to make big things out of lists of small things. 2014-11-17 – 2019-11-05

Optimal control 2015-06-22 – 2019-11-01

Gaussian processes on lattices 2019-10-30

Sparse regression 2016-06-23 – 2019-10-24

Delays and reverbs for audio processing …ing …ing …ing 2015-11-11 – 2019-10-22

Non-negative matrix factorisation 2019-10-14

Random matrix theory 2014-11-09 – 2019-10-10

State filtering parameters Tracking things that don’t move 2017-09-15 – 2019-10-01

Correlograms Also covariances 2018-08-08 – 2019-09-22

Nonparametric state filters via Gaussian Processes 2019-09-18

Fourier interpolation 2019-06-19

(Weighted) least squares fits 2016-09-22 – 2019-05-22

Data summarization On maps drawn at smaller than 1:1 scale 2019-01-14

Nearly sufficient statistics How about “Sufficient sufficiency”? – is that taken? 2018-03-13 – 2019-01-14

Decaying sinusoid dictionaries 2019-01-07

Variational state filtering 2018-03-19 – 2018-12-07

Online estimation 2018-09-30

Linear algebra If the thing is twice as big, the transformed version of the thing is also twice as big. {End} 2011-04-06 – 2018-08-07

Matlab A method of charging you licensing fees to use the CPU you already bought 2016-06-13 – 2017-12-13

State filtering Kalman and friends 2015-06-22 – 2017-07-06

Compressed sensing / compressed sampling The fanciest ways of counting zero 2014-08-18 – 2017-06-14

Randomised regression 2017-01-13 – 2017-02-22

Inverse problems 2016-03-30 – 2017-02-14

Random embeddings and hashing 2016-12-05 – 2017-02-13

Penalised/regularised regression 2016-06-23 – 2016-09-15

Sparse model selection 2016-09-05 – 2016-09-08

Randomised linear algebra 2016-08-16

Blind deconvolution 2015-03-01 – 2016-07-27

Clustering 2015-05-22 – 2016-06-07

Deconvolution 2015-04-19 – 2016-04-11