measure
Maximum Mean Discrepancy
2016-08-21
– 2023-01-13(Kernelized) Stein variational gradient descent
KSVD, SVGD
2022-11-02
– 2023-01-09Probability divergences
Metrics, contrasts and divergences and other ways of quantifying how similar are two randomnesses
2014-11-25
– 2023-01-06Elliptical distributions
2015-06-23
– 2023-01-03Density ratio tricks
2022-12-06Randomised linear algebra
2016-08-16
– 2022-10-22The Gaussian distribution
The default probability distribution
2016-06-27
– 2022-09-22The Matrix-Gaussian distribution
2022-08-19Distances between Gaussian distributions
2016-06-27
– 2022-07-27Generalized Bayesian Computation
2019-10-03
– 2022-04-28Inference without KL divergence
2019-10-03
– 2022-04-28Beta Processes
2019-10-14
– 2022-04-08Stationary Gamma processes
2019-10-14
– 2022-04-08Orthonormal and unitary matrices
Energy preserving operators, generalized rotations
2019-10-22
– 2022-04-05Multivariate Gamma distributions
2019-10-14
– 2022-03-14Fun with rotational symmetries
2021-01-29
– 2022-03-03Matrix-valued random variates
2021-12-01
– 2022-01-06Random rotations
2021-05-18
– 2021-12-01Optimal transport metrics
Wasserstein distances, Monge-Kantorovich metrics, Earthmover distances
2019-05-30
– 2021-06-08Stein’s method
His eyes are like angels but his heart is cold / No need to ask / He’s a Stein operator
2021-03-12
– 2021-06-01Isotropic random vectors
2011-08-10
– 2021-05-24Randomized low dimensional projections
2021-03-12
– 2021-05-24Measure concentration inequalities
On being 80% sure I am only 20% wrong
2014-11-25
– 2021-03-04Likelihood free inference
2020-04-22Random change of time
Stochastic processes derived by varying the rate of time’s passage, which is more convenient than I imagined
2015-08-05
– 2020-02-10Warping and registration problems
Matching up of bumps and wibbles in stretchy things
2016-08-17
– 2017-07-23Metric entropy
2017-02-13Statistical learning theory
Eventually including structural risk minimisation, risk bounds, hopefully-uniform convergence rates, VC-dimension, generalisation-and-stability framings etc
2016-07-06
– 2016-08-16Change of probability measure
2015-08-05
– 2016-08-16Dynamical systems
2016-04-26
– 2016-07-27