In Part I of this series, we covered some of the prerequisites for understanding the new paper Universal Inference by Wasserman et al. In particular, we reviewed the classical likelihood ratio test and worked some specific examples. In this post, we’ll look at the split likelihood ratio test which is the key idea behind universal… Read More Universal Inference: Review II
If you are reading this, you probably already know that data pre-processing is the 90% perspiration of machine learning. You might love it or you might dread it, but you probably don’t think of it as a the part of ML where the most interesting mathematics lives. Let me challenge that view a bit with… Read More Can you norm rows and standardize columns at the same time?