Recent Posts

AI in Society: 2. Algorithmic Fairness

6 minute read

Data is to machine learning as fuel is to cars. None of the AI superpowers can be gained without abundant data. But it is not only the quantity of the data t...

Robust PCA

3 minute read

PCA is great because you can reduce a data matrix to a lower dimension without losing much. Although it is widely used, PCA doesn’t work well when there are ...

SVD -> PCA

2 minute read

I wrote a blog about Robust PCA. As a prerequisite for the readers, I will explain what SVD and PCA are. As we shall see, PCA is essentially SVD, and learnin...

EM, Mixture of Gaussians and K-means

5 minute read

This post ties together EM (Expectation Maximization), GMM (Gaussian Mixture Models), K means and variational inference. If you have taken an introductory ma...

Multivariate Normal Cheatsheet

less than 1 minute read

Multivariate normal (MVN) is used everywhere in machine learning, from simple regressions, linear discriminant analysis, Kalman filters to gaussian processes...

What regression coefficients really mean

3 minute read

There is nothing in statistics that is as easy as regressions to use but as hard to make a correct interpretation. Especially in causal inference, even the c...

Formal definition of an experiment

4 minute read

Science experiments, social experiments, thought experiments, … We use the word “experiment” somewhat often in real life. But have you ever wondered what exp...

What is probability?

2 minute read

We come across probability not just in statistics classrooms but also in real life. But, have you thought about what probability really means? I would like t...

20 questions to detect fake data scientists

7 minute read

I found an interesting blog post recently, titled: 20 Questions to Detect Fake Data Scientists. I could answer some of them, but not all. So I decided to ans...