metrics

Change points Looking for regime changes in stochastic processes. a.k.a. Switching state space models 2021-11-29 – 2022-04-01
Random binary vectors The class of distributions that cause you to reinvent Shannon information if you stare at them long enough 2017-02-20 – 2022-03-30
Optimal transport inference I feel the earth mover under my feet, I feel the ψ tumbling down, I feel my heart start to trembling, Whenever you’re around my empirical density in minimal transport cost 2021-03-16 – 2022-02-22
Variational inference On fitting something not too far from a pretty good model that is not too hard 2016-03-22 – 2022-02-10
Limit Theorems Asymptotic distributions of random processes 2014-11-25 – 2021-05-17
Probability divergences Metrics, contrasts and divergences and other ways of quantifying how similar are two randomnesses 2014-11-25 – 2021-05-12
Covariance functions Variograms, Mercer kernels, positive definite operators, spare reproducing kernels for that Hilbert space I bought on eBay real cheap 2019-09-16 – 2021-01-05
Informations Entropies and other measures of surprise 2011-11-25 – 2019-09-10
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