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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Automatic differentiation

Posted on 2018-06-03

This post serves as a note and explainer of autodiff. It is licensed under GNU FDL.

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Updates on open research

Posted on 2018-04-29

It has been 9 months since I last wrote about open (maths) research. Since then two things happened which prompted me to write an update.

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