Great but Manageable Expectations

Posted on 2019-03-14

This is Part 2 of a two-part blog post on differential privacy. Continuing from Part 1, I discuss the Rényi differential privacy, corresponding to the Rényi divergence, a study of the moment generating functions of the divergence between probability measures in order to derive the tail bounds.

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A Tail of Two Densities

Posted on 2019-03-13

This is Part 1 of a two-part post where I give an introduction to the mathematics of differential privacy.

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Raise your ELBO

Posted on 2019-02-14

In this post I give an introduction to variational inference, which is about maximising the evidence lower bound (ELBO).

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Discriminant analysis

Posted on 2019-01-03

In this post I talk about the theory and implementation of linear and quadratic discriminant analysis, classical methods in statistical learning.

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Shapley, LIME and SHAP

Posted on 2018-12-02

In this post I explain LIME (Ribeiro et. al. 2016), the Shapley values (Shapley, 1953) and the SHAP values (Strumbelj-Kononenko, 2014; Lundberg-Lee, 2017).

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