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