Model averaging with heterogeneous predictors
Competitors on Kaggle always employ model averaging to improve their scores. The resulting improvement, often achieved via a weighted average of predictors, ...
Recent posts
Estimating density ratios without knowing the densities
Suppose we have two probability distributions $p$ and $q$ over the same space $\mathcal{X}$, and we want to estimate the density ratio $\frac{q(x)}{p(x)}$ fo...
Monty Hall problem with Bayesian inference
One simple way to think about the Monty Hall problem is to use Baye’s rule. For the sake of completeness, here is the problem statement:
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...
Modern hashing made simple
This is a short personal note on “Modern Hashing Made Simple” by Bender et al. (2024). I’m going to present this paper for the Advanced Graph Algorithms and...