Linear Correctors approached through Fourier Analysis.
Category archives: research
On Schur-Concavity of Poisson-Binomial
For many problems in mathematics and theoretical computer science, it is of interest to estimate concentration of sums of heterogenous boolean random variables. This note shows some new results obtained through majorization theory with computer-aided proof in SymPy. Results The Poisson Binomial distribution is defined for as$$Y = \sum_{i=1}^n X_i,\quad X_i \sim \mathrm{Bern}(p_i).$$ We are …
Correct Confidence Intervals for Quantiles
In this post, I overview the optimal non-parametric approach to quantile confidence intervals. We will discuss the theoretical background as well as an efficient algorithm implemented in Python. Consider an ordered iid sample from a distribution , and let be the -th quantile, that is . Using our samples we want to build a possibly …
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Demographic Data with Zero-Truncated Poisson
The zero-truncated Poisson distribution is useful to model certain demographic data, such as sizes of households and families 1. This post illustrates this on historical data from the United Kingdom and demonstrates how to assess the goodness-of-fit in Python. The zero-truncated Poisson distribution is defined as\begin{align}\mathbf{P}\{Y=x\} = \mathbf{P}\{ X = x | X > 0\}, …
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Diagnosing regression with interactive QQ plots
QQ plots, despite their importance, are not well-supported in Python, as of the moment of writing this note. The package statsmodels offers plots of rather poor quality and non-interactive, and even Plotly doesn’t come with its own recipe. In this note, I am sharing how to build an interactive QQ plot and apply it to …
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Normality of Inverse Gaussian
The post discusses normal approximations to the inverse gaussian distribution.
Approximate Nash Equilibrium by Regret Matching
Two-player games can be solved by following a very intuitive algorithm called Regret Matching 1. Players modify their action probabilities according to the so-called regrets or advantages, which can be thought as consequences of alternative choices. For a good overview of the topic, see the friendly yet detailed introduction by Neller and Lanctot 2. The …
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Tracing GPU Resources
This post explains how to measure GPU utilisation in real-time using tools provided by NVIDIA.
Compiling Torch Code – Example on Memory Reduction
Staring from the version 2.x PyTorch, a popular deep-learning framework, introduces a JIT compiler torch.compile. In this post, I am sharing a non-trivial example demonstrating how this tool can reduce memory footprint on GPU. The point of departure is a sub-routine which computes similarity, similar to covariance but not as friendly to compute. For two …
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Lego Bricks in LaTeX
Who does not enjoy lego bricks, raise a hand! In this post, I am sharing an elegant and efficient way of plotting bricks under 3d view in TikZ. Briefly speaking, it utilizes canvas transforms to plot facets, and describes boundaries of studs in a simple way with cylindrical coordinates based on the azimuth angle (localizing …