Posts – Data science ramblings

Early data validation saves you trouble down the line

data

data science

Working with poor-quality data sucks. It leads to bugs due to the implicit assumptions we make that turn out to be incorrect. For example:

The Gumbel distribution

I recently learned about the Gumbel softmax trick, which seemingly allows smooth sampling from a discrete distribution. In writing this post, I want to learn more about the…

Asymptotics of estimators

In my PhD thesis, I compare two methods to perform optimal importance sampling: the Cross-Entropy method (CE) and Efficient Importance Sampling (EIS). There are several…

Fisherian reduction for the t-Test

In the second chapter of (Cox 2006) the authors talks about a Fisherian reduction which I think of as a framework of doing inference given a sufficient statistic \(S\). An…