Linear Algebra

Cross validation 2016-09-05 – 2021-05-13

Spectral factorization 2021-05-05 – 2021-05-07

Wiener-Hopf method Righteous hack for certain integral equations 2021-05-05

Fourier transforms 2021-01-29 – 2021-04-26

Randomized low dimensional projections 2021-03-12 – 2021-04-12

High dimensional statistics 2015-03-12 – 2021-03-23

Numerical PDE solvers 2016-03-01 – 2021-03-15

Neural nets with implicit layers Also, declarative networks 2020-12-08 – 2021-03-15

Radial functions 2021-01-29 – 2021-03-12

Orthonormal and unitary matrices Energy preserving operators, generalized rotations 2019-10-22 – 2021-03-11

Neural nets with basis decomposition layers 2021-03-09

Automatic differentiation 2016-07-27 – 2021-03-08

Matrix measure concentration inequalities and bounds 2014-11-25 – 2021-03-08

Random fields as stochastic differential equations On ordering space in time 2020-10-12 – 2021-03-01

Frames and Riesz bases Generalisations of orthogonal bases 2017-06-12 – 2021-02-24

Jax 2020-09-15 – 2021-02-18

Partial differential equations 2021-01-27 – 2021-02-01

Integral transforms 2021-01-29 – 2021-01-30

Random embeddings and hashing 2016-12-05 – 2020-12-01

Randomised regression 2017-01-13 – 2020-12-01

Recommender systems 2020-11-30

Probabilistic spectral analysis 2019-11-13 – 2020-11-25

Hidden Markov Model inference for Gaussian Process regression 2019-09-18 – 2020-11-25

Weighted data in statistics 2020-11-04 – 2020-11-06

Inverse problems for complex models a.k.a. Bayesian calibration, model uncertainty 2020-10-13

Sparse model selection 2016-09-05 – 2020-10-02

Data summarization On maps drawn at smaller than 1:1 scale 2019-01-14 – 2020-09-18

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 – 2020-09-11

Online learning 2018-09-30 – 2020-08-26

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

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

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

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

Learning summary statistics 2020-04-22

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

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

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

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 for hidden Markov models 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

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

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

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