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...
Recent posts
An upper bound for the Kullback-Leibler divergence
Zürich is so hot now in the night that I couldn’t fall asleep. While lying on the bed, I arrived at an interesting upper bound for the KL divergence (relativ...
Rate-distortion theory
In this post, I will summarize Shannon’s rate-distortion theory, including some self-contained definitions and proofs to the converse and direction part of t...
Noisy-channel coding theorem
Here is my second attempt to understand the proof for the channel coding theorem. My initial exposure to this concept was through Professor Amos Lapidoth’s l...