Gaussian mixture models are a very popular method for data clustering. Here I will define the Gaussian mixture model and also derive the EM algorithm for performing maximum likelihood estimation of its paramters.

At the heart of of a number of important machine learning algorithms, such as spectral clustering, lies a matrix called the graph Laplacian. In this post, I’ll walk through the intuition behind the graph Laplacian and describe how it represents the discrete analogue to the Laplacian operator on continuous multivariate functions.

In this series of posts, I present my understanding of some basic concepts in measure theory — the mathematical study of objects with “size”— that have enabled me to gain a deeper understanding into the foundations of probability theory.

In my previous post, I outlined a conceptual framework for defining and reasoning about “cell types”. Specifically, I noted that the idea of a “cell type” can be viewed as a human-made partition on the universal cellular state space. In this post, I attempt to distill three strategies for partitioning this state space and agreeing on cell type definitions.

The advent of single-cell genomics has brought about new efforts to characterize and catalog all of the cell types in the human body. Despite these efforts, the very definition of a “cell type” is under debate. In this post, I will discuss a conceptual framework for defining cell types as subsets of states in an underlying cellular state space. Moreover, I will link the cellular state space to biomedical ontologies that attempt to capture biological knowledge regarding cell types.

RNA sequencing (RNA-seq) has become a ubiquitous tool in biomedical research for measuring gene expression in a population of cells, or a single cell, across the genome. Despite its ubiquity, RNA-seq is relatively complex and there exists a large research effort towards developing statistical and computational methods for analyzing the raw data that it produces. In this post, I will provide a high level overview of RNA-seq and describe how to interpret some of the common units in which gene expression is measured from an RNA-seq experiment.

In my previous post, I outlined a conceptual framework for defining and reasoning about “cell types”. Specifically, I noted that the idea of a “cell type” can be viewed as a human-made partition on the universal cellular state space. In this post, I attempt to distill three strategies for partitioning this state space and agreeing on cell type definitions.

The advent of single-cell genomics has brought about new efforts to characterize and catalog all of the cell types in the human body. Despite these efforts, the very definition of a “cell type” is under debate. In this post, I will discuss a conceptual framework for defining cell types as subsets of states in an underlying cellular state space. Moreover, I will link the cellular state space to biomedical ontologies that attempt to capture biological knowledge regarding cell types.

RNA sequencing (RNA-seq) has become a ubiquitous tool in biomedical research for measuring gene expression in a population of cells, or a single cell, across the genome. Despite its ubiquity, RNA-seq is relatively complex and there exists a large research effort towards developing statistical and computational methods for analyzing the raw data that it produces. In this post, I will provide a high level overview of RNA-seq and describe how to interpret some of the common units in which gene expression is measured from an RNA-seq experiment.

In my previous post, I outlined a conceptual framework for defining and reasoning about “cell types”. Specifically, I noted that the idea of a “cell type” can be viewed as a human-made partition on the universal cellular state space. In this post, I attempt to distill three strategies for partitioning this state space and agreeing on cell type definitions.

The advent of single-cell genomics has brought about new efforts to characterize and catalog all of the cell types in the human body. Despite these efforts, the very definition of a “cell type” is under debate. In this post, I will discuss a conceptual framework for defining cell types as subsets of states in an underlying cellular state space. Moreover, I will link the cellular state space to biomedical ontologies that attempt to capture biological knowledge regarding cell types.

Gaussian mixture models are a very popular method for data clustering. Here I will define the Gaussian mixture model and also derive the EM algorithm for performing maximum likelihood estimation of its paramters.

Covariance quantifies to what extent two random variables are linearly correlated. In this post, I will outline a visualization of covariance that helped me better intuit this concept.

In this post, I will discuss an analogy that I find useful for thinking about what it means to “understand” something: True understanding of a concept is akin to “seeing” the concept in its native three-dimensional space, whereas partial understanding is merely seeing a two-dimensional projection of that inherently three-dimensional concept.

The mathematical field of information theory attempts to mathematically describe the concept of “information”. In the first two posts, we discussed the concepts of self-information and information entropy. In this post, we step through Shannon’s Source Coding Theorem to see how the information entropy of a probability distribution describes the best-achievable efficiency required to communicate samples from the distribution.

The mathematical field of information theory attempts to mathematically describe the concept of “information”. In this series of posts, I will attempt to describe my understanding of how, both philosophically and mathematically, information theory defines the polymorphic, and often amorphous, concept of information. In the first post, we discussed the concept of self-information. In this second post, we will build on this foundation to discuss the concept of information entropy.

The evidence lower bound is an important quantity at the core of a number of important algorithms used in statistical inference including expectation-maximization and variational inference. In this post, I describe its context, definition, and derivation.

In this series of posts, I present my understanding of some basic concepts in measure theory — the mathematical study of objects with “size”— that have enabled me to gain a deeper understanding into the foundations of probability theory.

At the core of linear algebra is the idea that matrices represent functions. In this post, we’ll look at a few common, elementary functions and discuss their corresponding matrices.

In my previous post, I outlined a conceptual framework for defining and reasoning about “cell types”. Specifically, I noted that the idea of a “cell type” can be viewed as a human-made partition on the universal cellular state space. In this post, I attempt to distill three strategies for partitioning this state space and agreeing on cell type definitions.

The advent of single-cell genomics has brought about new efforts to characterize and catalog all of the cell types in the human body. Despite these efforts, the very definition of a “cell type” is under debate. In this post, I will discuss a conceptual framework for defining cell types as subsets of states in an underlying cellular state space. Moreover, I will link the cellular state space to biomedical ontologies that attempt to capture biological knowledge regarding cell types.

RNA sequencing (RNA-seq) has become a ubiquitous tool in biomedical research for measuring gene expression in a population of cells, or a single cell, across the genome. Despite its ubiquity, RNA-seq is relatively complex and there exists a large research effort towards developing statistical and computational methods for analyzing the raw data that it produces. In this post, I will provide a high level overview of RNA-seq and describe how to interpret some of the common units in which gene expression is measured from an RNA-seq experiment.

Like entropy, perplexity is an information theoretic quantity that describes the uncertainty of a random variable. In fact, perplexity is simply a monotonic function of entropy and thus, in some sense, they can be used interchangeabley. So why do we need it? In this post, I’ll discuss why perplexity is a more intuitive measure of uncertainty than entropy.

The mathematical field of information theory attempts to mathematically describe the concept of “information”. In the first two posts, we discussed the concepts of self-information and information entropy. In this post, we step through Shannon’s Source Coding Theorem to see how the information entropy of a probability distribution describes the best-achievable efficiency required to communicate samples from the distribution.

The mathematical field of information theory attempts to mathematically describe the concept of “information”. In this series of posts, I will attempt to describe my understanding of how, both philosophically and mathematically, information theory defines the polymorphic, and often amorphous, concept of information. In the first post, we discussed the concept of self-information. In this second post, we will build on this foundation to discuss the concept of information entropy.

The mathematical field of information theory attempts to mathematically describe the concept of “information”. In this series of posts, I will attempt to describe my understanding of how, both philosophically and mathematically, information theory defines the polymorphic, and often amorphous, concept of information. In this first post, I will describe Shannon’s self-information.

In this post, I will discuss an analogy that I find useful for thinking about what it means to “understand” something: True understanding of a concept is akin to “seeing” the concept in its native three-dimensional space, whereas partial understanding is merely seeing a two-dimensional projection of that inherently three-dimensional concept.

In my formal education, I found that the concept of “intrinsic dimensionality” was never explicitly taught; however, it undergirds so many concepts in linear algebra and the data sciences such as the rank of a matrix and feature selection. In this post I will discuss the difference between the extrinsic dimensionality of a space versus its intrinsic dimensionality.

In my previous post, I outlined a conceptual framework for defining and reasoning about “cell types”. Specifically, I noted that the idea of a “cell type” can be viewed as a human-made partition on the universal cellular state space. In this post, I attempt to distill three strategies for partitioning this state space and agreeing on cell type definitions.

The advent of single-cell genomics has brought about new efforts to characterize and catalog all of the cell types in the human body. Despite these efforts, the very definition of a “cell type” is under debate. In this post, I will discuss a conceptual framework for defining cell types as subsets of states in an underlying cellular state space. Moreover, I will link the cellular state space to biomedical ontologies that attempt to capture biological knowledge regarding cell types.

When first introduced to Euclidean vectors, one is taught that the length of the vector’s arrow is called the norm of the vector. In this post, we present the more rigorous and abstract definition of a norm and show how it generalizes the notion of “length” to non-Euclidean vector spaces. We also discuss how the norm induces a metric function on pairs vectors so that one can discuss distances between vectors.

The concept of a vector space is a foundational concept in mathematics, physics, and the data sciences. In this post, we first present and explain the definition of a vector space and then go on to describe properties of vector spaces. Lastly, we present a few examples of vector spaces that go beyond the usual Euclidean vectors that are often taught in introductory math and science courses.

In this post, we discuss invertible matrices: those matrices that characterize invertible linear transformations. We discuss three different perspectives for intuiting inverse matrices as well as several of their properties.

At first glance, the definition for the product of two matrices can be unintuitive. In this post, we discuss three perspectives for viewing matrix multiplication. It is the third perspective that gives this “unintuitive” definition its power: that matrix multiplication represents the composition of linear transformations.

Linear transformations are functions mapping vectors between two vector spaces that preserve vector addition and scalar multiplication. In this post, we show that there exists a one-to-one corresondence between linear transformations between coordinate vector spaces and matrices. Thus, we can view a matrix as representing a unique linear transformation between coordinate vector spaces.

At the core of linear algebra is the idea that matrices represent functions. In this post, we’ll look at a few common, elementary functions and discuss their corresponding matrices.

Matrix-vector multiplication is an operation between a matrix and a vector that produces a new vector. In this post, I’ll define matrix vector multiplication as well as three angles from which to view this concept. The third angle entails viewing matrices as functions between vector spaces

Here, I will introduce the three main ways of thinking about matrices. This high-level description of the multi-faceted way of thinking about matrices would have helped me better intuit matrices when I was first introduced to them in my undergraduate linear algebra course.

Linear transformations are functions mapping vectors between two vector spaces that preserve vector addition and scalar multiplication. In this post, we show that there exists a one-to-one corresondence between linear transformations between coordinate vector spaces and matrices. Thus, we can view a matrix as representing a unique linear transformation between coordinate vector spaces.

Matrix-vector multiplication is an operation between a matrix and a vector that produces a new vector. In this post, I’ll define matrix vector multiplication as well as three angles from which to view this concept. The third angle entails viewing matrices as functions between vector spaces

In this post, I will present a high-level explanation of variational inference: a paradigm for estimating a posterior distribution when computing it explicitly is intractable. Variational inference finds an approximate posterior by solving a specific optimization problem that seeks to minimize the disparity between the true posterior and the approximate posterior.

Gaussian mixture models are a very popular method for data clustering. Here I will define the Gaussian mixture model and also derive the EM algorithm for performing maximum likelihood estimation of its paramters.

The evidence lower bound is an important quantity at the core of a number of important algorithms used in statistical inference including expectation-maximization and variational inference. In this post, I describe its context, definition, and derivation.

Expectation-maximization (EM) is a popular algorithm for performing maximum-likelihood estimation of the parameters in a latent variable model. In this post, I discuss the theory behind, and intuition into this algorithm.

When first introduced to Euclidean vectors, one is taught that the length of the vector’s arrow is called the norm of the vector. In this post, we present the more rigorous and abstract definition of a norm and show how it generalizes the notion of “length” to non-Euclidean vector spaces. We also discuss how the norm induces a metric function on pairs vectors so that one can discuss distances between vectors.

Two of the most important relationships in mathematics, namely equality and definition, are both denoted using the same symbol – namely, the equals sign. The overloading of this symbol confuses students in mathematics and computer programming. In this post, I argue for the use of two different symbols for these two fundamentally different operators.

The concept of a vector space is a foundational concept in mathematics, physics, and the data sciences. In this post, we first present and explain the definition of a vector space and then go on to describe properties of vector spaces. Lastly, we present a few examples of vector spaces that go beyond the usual Euclidean vectors that are often taught in introductory math and science courses.

In this post, we discuss invertible matrices: those matrices that characterize invertible linear transformations. We discuss three different perspectives for intuiting inverse matrices as well as several of their properties.

In my formal education, I found that the concept of “intrinsic dimensionality” was never explicitly taught; however, it undergirds so many concepts in linear algebra and the data sciences such as the rank of a matrix and feature selection. In this post I will discuss the difference between the extrinsic dimensionality of a space versus its intrinsic dimensionality.

At first glance, the definition for the product of two matrices can be unintuitive. In this post, we discuss three perspectives for viewing matrix multiplication. It is the third perspective that gives this “unintuitive” definition its power: that matrix multiplication represents the composition of linear transformations.

Linear transformations are functions mapping vectors between two vector spaces that preserve vector addition and scalar multiplication. In this post, we show that there exists a one-to-one corresondence between linear transformations between coordinate vector spaces and matrices. Thus, we can view a matrix as representing a unique linear transformation between coordinate vector spaces.

At the core of linear algebra is the idea that matrices represent functions. In this post, we’ll look at a few common, elementary functions and discuss their corresponding matrices.

Matrix-vector multiplication is an operation between a matrix and a vector that produces a new vector. In this post, I’ll define matrix vector multiplication as well as three angles from which to view this concept. The third angle entails viewing matrices as functions between vector spaces

Here, I will introduce the three main ways of thinking about matrices. This high-level description of the multi-faceted way of thinking about matrices would have helped me better intuit matrices when I was first introduced to them in my undergraduate linear algebra course.

At the heart of of a number of important machine learning algorithms, such as spectral clustering, lies a matrix called the graph Laplacian. In this post, I’ll walk through the intuition behind the graph Laplacian and describe how it represents the discrete analogue to the Laplacian operator on continuous multivariate functions.

In this series of posts, I present my understanding of some basic concepts in measure theory — the mathematical study of objects with “size”— that have enabled me to gain a deeper understanding into the foundations of probability theory.

In this series of posts, I present my understanding of some basic concepts in measure theory — the mathematical study of objects with “size”— that have enabled me to gain a deeper understanding into the foundations of probability theory.

In this series of posts, I will present my understanding of some basic concepts in measure theory — the mathematical study of objects with “size”— that have enabled me to gain a deeper understanding into the foundations of probability theory.

In this post, we discuss invertible matrices: those matrices that characterize invertible linear transformations. We discuss three different perspectives for intuiting inverse matrices as well as several of their properties.

At first glance, the definition for the product of two matrices can be unintuitive. In this post, we discuss three perspectives for viewing matrix multiplication. It is the third perspective that gives this “unintuitive” definition its power: that matrix multiplication represents the composition of linear transformations.

At the core of linear algebra is the idea that matrices represent functions. In this post, we’ll look at a few common, elementary functions and discuss their corresponding matrices.

Matrix-vector multiplication is an operation between a matrix and a vector that produces a new vector. In this post, I’ll define matrix vector multiplication as well as three angles from which to view this concept. The third angle entails viewing matrices as functions between vector spaces

Here, I will introduce the three main ways of thinking about matrices. This high-level description of the multi-faceted way of thinking about matrices would have helped me better intuit matrices when I was first introduced to them in my undergraduate linear algebra course.

In this series of posts, I present my understanding of some basic concepts in measure theory — the mathematical study of objects with “size”— that have enabled me to gain a deeper understanding into the foundations of probability theory.

In this series of posts, I present my understanding of some basic concepts in measure theory — the mathematical study of objects with “size”— that have enabled me to gain a deeper understanding into the foundations of probability theory.

In this series of posts, I will present my understanding of some basic concepts in measure theory — the mathematical study of objects with “size”— that have enabled me to gain a deeper understanding into the foundations of probability theory.

In this series of posts, I present my understanding of some basic concepts in measure theory — the mathematical study of objects with “size”— that have enabled me to gain a deeper understanding into the foundations of probability theory.

In my previous post, I outlined a conceptual framework for defining and reasoning about “cell types”. Specifically, I noted that the idea of a “cell type” can be viewed as a human-made partition on the universal cellular state space. In this post, I attempt to distill three strategies for partitioning this state space and agreeing on cell type definitions.

The advent of single-cell genomics has brought about new efforts to characterize and catalog all of the cell types in the human body. Despite these efforts, the very definition of a “cell type” is under debate. In this post, I will discuss a conceptual framework for defining cell types as subsets of states in an underlying cellular state space. Moreover, I will link the cellular state space to biomedical ontologies that attempt to capture biological knowledge regarding cell types.

Two of the most important relationships in mathematics, namely equality and definition, are both denoted using the same symbol – namely, the equals sign. The overloading of this symbol confuses students in mathematics and computer programming. In this post, I argue for the use of two different symbols for these two fundamentally different operators.

Like entropy, perplexity is an information theoretic quantity that describes the uncertainty of a random variable. In fact, perplexity is simply a monotonic function of entropy and thus, in some sense, they can be used interchangeabley. So why do we need it? In this post, I’ll discuss why perplexity is a more intuitive measure of uncertainty than entropy.

In this post, I will present a high-level explanation of variational inference: a paradigm for estimating a posterior distribution when computing it explicitly is intractable. Variational inference finds an approximate posterior by solving a specific optimization problem that seeks to minimize the disparity between the true posterior and the approximate posterior.

Gaussian mixture models are a very popular method for data clustering. Here I will define the Gaussian mixture model and also derive the EM algorithm for performing maximum likelihood estimation of its paramters.

The evidence lower bound is an important quantity at the core of a number of important algorithms used in statistical inference including expectation-maximization and variational inference. In this post, I describe its context, definition, and derivation.

Covariance quantifies to what extent two random variables are linearly correlated. In this post, I will outline a visualization of covariance that helped me better intuit this concept.

Expectation-maximization (EM) is a popular algorithm for performing maximum-likelihood estimation of the parameters in a latent variable model. In this post, I discuss the theory behind, and intuition into this algorithm.

In this series of posts, I present my understanding of some basic concepts in measure theory — the mathematical study of objects with “size”— that have enabled me to gain a deeper understanding into the foundations of probability theory.

In this series of posts, I present my understanding of some basic concepts in measure theory — the mathematical study of objects with “size”— that have enabled me to gain a deeper understanding into the foundations of probability theory.

In this series of posts, I will present my understanding of some basic concepts in measure theory — the mathematical study of objects with “size”— that have enabled me to gain a deeper understanding into the foundations of probability theory.

In this series of posts, I present my understanding of some basic concepts in measure theory — the mathematical study of objects with “size”— that have enabled me to gain a deeper understanding into the foundations of probability theory.

The mathematical field of information theory attempts to mathematically describe the concept of “information”. In this series of posts, I will attempt to describe my understanding of how, both philosophically and mathematically, information theory defines the polymorphic, and often amorphous, concept of information. In this first post, I will describe Shannon’s self-information.

In my previous post, I outlined a conceptual framework for defining and reasoning about “cell types”. Specifically, I noted that the idea of a “cell type” can be viewed as a human-made partition on the universal cellular state space. In this post, I attempt to distill three strategies for partitioning this state space and agreeing on cell type definitions.

The advent of single-cell genomics has brought about new efforts to characterize and catalog all of the cell types in the human body. Despite these efforts, the very definition of a “cell type” is under debate. In this post, I will discuss a conceptual framework for defining cell types as subsets of states in an underlying cellular state space. Moreover, I will link the cellular state space to biomedical ontologies that attempt to capture biological knowledge regarding cell types.

At the heart of of a number of important machine learning algorithms, such as spectral clustering, lies a matrix called the graph Laplacian. In this post, I’ll walk through the intuition behind the graph Laplacian and describe how it represents the discrete analogue to the Laplacian operator on continuous multivariate functions.

Like entropy, perplexity is an information theoretic quantity that describes the uncertainty of a random variable. In fact, perplexity is simply a monotonic function of entropy and thus, in some sense, they can be used interchangeabley. So why do we need it? In this post, I’ll discuss why perplexity is a more intuitive measure of uncertainty than entropy.

In this post, I will present a high-level explanation of variational inference: a paradigm for estimating a posterior distribution when computing it explicitly is intractable. Variational inference finds an approximate posterior by solving a specific optimization problem that seeks to minimize the disparity between the true posterior and the approximate posterior.

Gaussian mixture models are a very popular method for data clustering. Here I will define the Gaussian mixture model and also derive the EM algorithm for performing maximum likelihood estimation of its paramters.

The evidence lower bound is an important quantity at the core of a number of important algorithms used in statistical inference including expectation-maximization and variational inference. In this post, I describe its context, definition, and derivation.

Covariance quantifies to what extent two random variables are linearly correlated. In this post, I will outline a visualization of covariance that helped me better intuit this concept.

Expectation-maximization (EM) is a popular algorithm for performing maximum-likelihood estimation of the parameters in a latent variable model. In this post, I discuss the theory behind, and intuition into this algorithm.

In this series of posts, I present my understanding of some basic concepts in measure theory — the mathematical study of objects with “size”— that have enabled me to gain a deeper understanding into the foundations of probability theory.

In this series of posts, I present my understanding of some basic concepts in measure theory — the mathematical study of objects with “size”— that have enabled me to gain a deeper understanding into the foundations of probability theory.

In this series of posts, I will present my understanding of some basic concepts in measure theory — the mathematical study of objects with “size”— that have enabled me to gain a deeper understanding into the foundations of probability theory.

When first introduced to Euclidean vectors, one is taught that the length of the vector’s arrow is called the norm of the vector. In this post, we present the more rigorous and abstract definition of a norm and show how it generalizes the notion of “length” to non-Euclidean vector spaces. We also discuss how the norm induces a metric function on pairs vectors so that one can discuss distances between vectors.

Two of the most important relationships in mathematics, namely equality and definition, are both denoted using the same symbol – namely, the equals sign. The overloading of this symbol confuses students in mathematics and computer programming. In this post, I argue for the use of two different symbols for these two fundamentally different operators.

The concept of a vector space is a foundational concept in mathematics, physics, and the data sciences. In this post, we first present and explain the definition of a vector space and then go on to describe properties of vector spaces. Lastly, we present a few examples of vector spaces that go beyond the usual Euclidean vectors that are often taught in introductory math and science courses.

In this post, we discuss invertible matrices: those matrices that characterize invertible linear transformations. We discuss three different perspectives for intuiting inverse matrices as well as several of their properties.

Like entropy, perplexity is an information theoretic quantity that describes the uncertainty of a random variable. In fact, perplexity is simply a monotonic function of entropy and thus, in some sense, they can be used interchangeabley. So why do we need it? In this post, I’ll discuss why perplexity is a more intuitive measure of uncertainty than entropy.

In this post, I will present a high-level explanation of variational inference: a paradigm for estimating a posterior distribution when computing it explicitly is intractable. Variational inference finds an approximate posterior by solving a specific optimization problem that seeks to minimize the disparity between the true posterior and the approximate posterior.

RNA sequencing (RNA-seq) has become a ubiquitous tool in biomedical research for measuring gene expression in a population of cells, or a single cell, across the genome. Despite its ubiquity, RNA-seq is relatively complex and there exists a large research effort towards developing statistical and computational methods for analyzing the raw data that it produces. In this post, I will provide a high level overview of RNA-seq and describe how to interpret some of the common units in which gene expression is measured from an RNA-seq experiment.

In my formal education, I found that the concept of “intrinsic dimensionality” was never explicitly taught; however, it undergirds so many concepts in linear algebra and the data sciences such as the rank of a matrix and feature selection. In this post I will discuss the difference between the extrinsic dimensionality of a space versus its intrinsic dimensionality.

At first glance, the definition for the product of two matrices can be unintuitive. In this post, we discuss three perspectives for viewing matrix multiplication. It is the third perspective that gives this “unintuitive” definition its power: that matrix multiplication represents the composition of linear transformations.

Linear transformations are functions mapping vectors between two vector spaces that preserve vector addition and scalar multiplication. In this post, we show that there exists a one-to-one corresondence between linear transformations between coordinate vector spaces and matrices. Thus, we can view a matrix as representing a unique linear transformation between coordinate vector spaces.

At the core of linear algebra is the idea that matrices represent functions. In this post, we’ll look at a few common, elementary functions and discuss their corresponding matrices.

Matrix-vector multiplication is an operation between a matrix and a vector that produces a new vector. In this post, I’ll define matrix vector multiplication as well as three angles from which to view this concept. The third angle entails viewing matrices as functions between vector spaces

Here, I will introduce the three main ways of thinking about matrices. This high-level description of the multi-faceted way of thinking about matrices would have helped me better intuit matrices when I was first introduced to them in my undergraduate linear algebra course.

Gaussian mixture models are a very popular method for data clustering. Here I will define the Gaussian mixture model and also derive the EM algorithm for performing maximum likelihood estimation of its paramters.

At the heart of of a number of important machine learning algorithms, such as spectral clustering, lies a matrix called the graph Laplacian. In this post, I’ll walk through the intuition behind the graph Laplacian and describe how it represents the discrete analogue to the Laplacian operator on continuous multivariate functions.

The mathematical field of information theory attempts to mathematically describe the concept of “information”. In the first two posts, we discussed the concepts of self-information and information entropy. In this post, we step through Shannon’s Source Coding Theorem to see how the information entropy of a probability distribution describes the best-achievable efficiency required to communicate samples from the distribution.

The mathematical field of information theory attempts to mathematically describe the concept of “information”. In this series of posts, I will attempt to describe my understanding of how, both philosophically and mathematically, information theory defines the polymorphic, and often amorphous, concept of information. In the first post, we discussed the concept of self-information. In this second post, we will build on this foundation to discuss the concept of information entropy.

The mathematical field of information theory attempts to mathematically describe the concept of “information”. In this series of posts, I will attempt to describe my understanding of how, both philosophically and mathematically, information theory defines the polymorphic, and often amorphous, concept of information. In this first post, I will describe Shannon’s self-information.

The evidence lower bound is an important quantity at the core of a number of important algorithms used in statistical inference including expectation-maximization and variational inference. In this post, I describe its context, definition, and derivation.

Covariance quantifies to what extent two random variables are linearly correlated. In this post, I will outline a visualization of covariance that helped me better intuit this concept.

Expectation-maximization (EM) is a popular algorithm for performing maximum-likelihood estimation of the parameters in a latent variable model. In this post, I discuss the theory behind, and intuition into this algorithm.

In this series of posts, I present my understanding of some basic concepts in measure theory — the mathematical study of objects with “size”— that have enabled me to gain a deeper understanding into the foundations of probability theory.

In this series of posts, I present my understanding of some basic concepts in measure theory — the mathematical study of objects with “size”— that have enabled me to gain a deeper understanding into the foundations of probability theory.

In this series of posts, I will present my understanding of some basic concepts in measure theory — the mathematical study of objects with “size”— that have enabled me to gain a deeper understanding into the foundations of probability theory.