Let's Talk About Variational Inference
October 16, 2021#math#probability#machine-learningPreviously on this blog I’ve discusses Markov chain Monte Carlo (MCMC) and how we can use it to estimate a complex posterior distribution we…
probability (6 posts)
Normalizing Flows Are Awesome
October 08, 2021#machine-learning#probabilitySample from complex posteriors by just sampling from a simple Gaussian distribution?! Sign me up!
Estimating Baseball Event Probabilities With log5
December 03, 2020#baseball#probability#mathIn his 1981 and 1983 Baseball Abstracts, pioneering sabermetrician Bill James proposed the log5 method for mixing event probabilities, which…
Disentangling VAEs, KL Divergence, and Mutual Information
September 24, 2020#probability#math#machine-learning#jointvaeI’ve recently been reading about the JointVAE model proposed by Emilien Dupont in the paper Learning Disentangled Joint Continuous and…
Markov Chain Monte Carlo Sampling
September 23, 2020#probability#mathOne of my courses recently introduced Markov Chain Monte Carlo (MCMC) sampling, which has a lot of applications. I’d like to dive into those…
Belief Propagation
September 16, 2020#probability#mathLet’s say that you and I are roommates, and I notice you’ve been gone the last two Friday nights. This is not necessarily unusual, and…