A Jackknife Example

I’m working through Wasserman’s All of Nonparametric Statistics, a wonderful and concise tour of nonparametric techniques. What is nonparametric statistics? It is a collection of estimation techniques that make as few assumptions as possible about the distribution from which your data came. Let’s work through an example in R that’s mentioned in Chapter 3 of… Read More A Jackknife Example

Sparse quadratic programming with osqp

In the past, I wrote frequently about quadratic programming especially in R, for example here and here. It’s been a while and at least one great new library has emerged since my last post on quadratic programming — OSQP. OSQP introduces a new technique called operator splitting which offers significant performance improvements over standard interior… Read More Sparse quadratic programming with osqp

Word2Vec: Skip-Gram Feedforward Architecture

Reading through papers on the Word2vec skip-gram model, I found myself confused on a fairly uninteresting point in the mechanics of the output layer. What was never made explicit enough (at least to me) is that the output layer returns the exact same output distribution for each context. To see why this must be true,… Read More Word2Vec: Skip-Gram Feedforward Architecture