Here I write and brainstorm about some subjects that interest me. The goal is to share what I like and explore ideas that are tangential to my work as a student.
Almost everything on this site was written while I was a senior undergraduate student at Université du Québec à Montréal. Nowadays I’m busy with other projects and I don’t expect to continue to post as often.
Bayesian theory and exposition
Problem solving, short proofs and notes
Surface regression and reconstruction from a topological perspective
R’s base graphics system is notable for the minimal design of its plots. Basic usage is very simple, although more complex customization capabilities are not user friendly. Hence I wrapped the plot and hist functions to improve their default behavior.
Any argument usually passed to plot or hist can also be passed to the two wrapper functions pretty_plot and pretty_hist. A comparison is shown below; “prettified” functions are on the right (obviously!).
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A simple and efficient algorithm for generating random variates from the class of Lipschitz continuous densities is described. A MatLab implementation is freely available on GitHub.
Friday july 28 at 17:00
Rutherford Physics Building, Room 118, McGill
Next week, I’ll be talking about Bayesian learning at the Mathematical congress of the americas and at the Canadian undergraduate mathematics conference. These are somewhat challenging talks: I need to sell the idea of Bayesian statistics to a general mathematical audience (which knows nothing about it), interest them in some though problems of Bayesian nonparametrics, and then present some of our research results. This must be done in under 20 minutes.
To make the presentation more intuitive and accessible, I borrowed some language from machine learning. I’m talking about learning rather than inference, uncertain knowledge rather than subjective belief, and “asymptotic correctness” rather than consistency. These are essentially synonymous, although some authors might use them in different ways. This should not cause problems for this introductory talk.Read More »
Félix Locas presented me this problem.
Let . Show that
The series is easy to calculate. It is, for instance, the difference between the integrals of geometric series:
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