[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 26 May 2026 - 6 minute read
[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 25 May 2026 - 5 minute read
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 24 May 2026 - 15 minute read
Speculation: In a dream, we are often emotional but not very logical. For example, it seems we cannot ask Why in a dream. Perhaps we as humans are lucky to be able to think logically. Read more 11 May 2026 - less than 1 minute read
Ref: Coursera - Deeplearning.ai Data Analytics Course. Link to the course: Link. ROUGH NOTES (!) Updated: 21/5/26 DATA ANALYTICS We will consider DATA ANALYTICS FOUNDATIONS: [Welcome to data analytics] As the world has become more digital, a lot of activities now create data. Eg: When you send an email, when you go to a website and cl... Read more 29 Apr 2026 - 27 minute read