Blog (mostly math)

UW ML-1 Case Studies

Ref: Coursera - University of Washington Machine Learning Course. Link to the course: Link. ROUGH NOTES (!) Updated: 4/06/26 MACHINE LEARNING We will consider MACHINE LEARNING: CASE STUDIES [Machine learning is changing the world] Old view of ML Data -> ML Algorithm -> “My curve is better than your curve” -> Write a paper. In... Read more

Bridging AI

Link to Bridging AI courses: Link, Link. Read more

Stein Lemma

[This is a heuristic explanation.] Ref: “Inference and Learning from Data” by Sayed. “A multivariate version of Stein’s identity” by Arnold, Castillo, Sarabia. Lem [Stein Lemma] Let ${ \mathbf{x} \in \mathbb{R} ^p }$ be a Gaussian random vector ${ \mathbf{x} \sim N(\overline{x}, R _x) }$ with ${ R _x > 0 . }$ Let ... Read more

Trace Inequality

[This is just a repetition of user1551’s wonderful Math.SE answer. Link to the answer: Link.] Ref: user1551’s Math.SE answer. Link to the answer: Link. Let ${ A , B \in \mathbb{C} ^{n \times n} . }$ Consider the inner product \[{ \text{tr}(A ^{\ast} B) = \sum _{1 \leq i, j \leq n} \overline{a _{i,j}} b _{i, j} . }\] Consider the SVDs... Read more

Weyl's Inequality

Refs: Main refs. Wiki pages: Min-max theorem, Weyl’s inequality. “Inference and Learning from Data” by Sayed. Qiaochu Yuan’s blogpost: Link. “Matrix Analysis and Applied Linear Algebra” by Meyer. “Analysis and Linear Algebra” by Bisgard. [Courant-Fischer Theorem] Let ${ A \in \mathbb{C} ^{n ... Read more