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:
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...
Jane Street Puzzle - August 2024
I decided to slack off my exam studying with Jane Street’s puzzle. I first read the problem in early August, forgot about it, and then submitted my answer o...