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 …

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\}, …

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 …

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 …

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 …

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 …

Cylinders in LaTeX the Easy and Correct Way

Drawing cylinders in vector graphic is a common task. It is less trivial as it looks at first glance, due to the challenge of finding a proper projection. In this post, I share a simple and robust recipe using the tikz-3dplot package of LaTeX. As opposed to many examples shared online, this approach automatically identifies …

Tracking Training Performance of LDA Models

In my recent open source contribution I enabled callbacks in the scalable (multi-core) implementation of Latent Dirichlet Alocation in the gensim library ​1​. This will, in turn, allow users for faster and more accurate turning of the popular topic extraction model. An obvious use case is monitoring and early stopping of training, with popular coherence …