measure

The Gaussian distribution The default probability distribution 2016-06-27 – 2022-09-22

Probability divergences Metrics, contrasts and divergences and other ways of quantifying how similar are two randomnesses 2014-11-25 – 2022-08-30

The Matrix-Gaussian distribution 2022-08-19

Distances between Gaussian distributions 2016-06-27 – 2022-07-27

Generalized Bayesian Computation 2019-10-03 – 2022-04-28

Inference without KL divergence 2019-10-03 – 2022-04-28

Stationary Gamma processes 2019-10-14 – 2022-04-08

Orthonormal and unitary matrices Energy preserving operators, generalized rotations 2019-10-22 – 2022-04-05

Multivariate Gamma distributions 2019-10-14 – 2022-03-14

Fun with rotational symmetries 2021-01-29 – 2022-03-03

Matrix-valued random variates 2021-12-01 – 2022-01-06

Random rotations 2021-05-18 – 2021-12-01

Optimal transport metrics Wasserstein distances, Monge-Kantorovich metrics, Earthmover distances 2019-05-30 – 2021-06-08

Stein’s method 2021-03-12 – 2021-06-01

Isotropic random vectors 2011-08-10 – 2021-05-24

Randomized low dimensional projections 2021-03-12 – 2021-05-24

Measure concentration inequalities On being 80% sure I am only 20% wrong 2014-11-25 – 2021-03-04

Likelihood free inference 2020-04-22

Random change of time Stochastic processes derived by varying the rate of time’s passage, which is more convenient than I imagined 2015-08-05 – 2020-02-10

Warping and registration problems Matching up of bumps and wibbles in stretchy things 2016-08-17 – 2017-07-23

Metric entropy 2017-02-13

Statistical learning theory Eventually including structural risk minimisation, risk bounds, hopefully-uniform convergence rates, VC-dimension, generalisation-and-stability framings etc 2016-07-06 – 2016-08-16

Change of probability measure 2015-08-05 – 2016-08-16

Dynamical systems 2016-04-26 – 2016-07-27

Elliptical distributions 2015-06-23