Some personal notes on probability theory
A self-contained summary of some key results in probability theory. I’ll mostly summarize the results from Durrett’s Probability: Theory and Examples, Bandit...
Recent posts
What is Fisher information?
It bugs me that I often have hard time to recall what Fisher information is. So let’s write it down here.
Confidence sets for Gaussian linear models
In statistical inference, we often want to construct confidence sets for the parameter of interest; for example, you may have heard of the 95% confidence int...
The upper confidence bound algorithm
Bandits are a class of reinforcement learning (RL) problems where a learner has to choose between different actions, each of which has an unknown reward. Th...
Why I think mathematics is beautiful
A friend of mine asked me why I think mathematics is beautiful. I believe the exact answer does not matter, but it is important to have an answer.