Data Science notes

Coming soon: Matrix Completion, Compressed Sensing, CLTs, Concentration inequalities, GANs, XGBoost, SQL

PyTorch Basics

MNIST classification

Posted on October 1, 2020

Statistics in high dimensions

What could go wrong?

Posted on September 1, 2020

Stein's Paradox

Beat ordinary estimators

Posted on August 1, 2020

Random Forest

Foundations

Posted on July 1, 2020

Nonparametric estimation

Nadaraya-Watson and other basics

Posted on June 15, 2020

Perturbation bounds

Davis-Kahan, Weyl and others

Posted on June 1, 2020

Factor Analysis

Classical vs high-dimensional

Posted on May 1, 2020

Basics

Vector & Matrix norms and inequalities

Posted on April 1, 2020