Blog (mostly math)

Gaussian Errors

Consider the plane ${ \mathbb{R} ^2 . }$ Consider the origin ${ (0, 0) . }$ Consider the natural error generating process: The random error vector is ${ \mathcal{E} = (\varepsilon _1, \varepsilon _2) . }$ The components ${ \varepsilon _1, \varepsilon _2 }$ are independent and identically distributed. The distribution of ${ \mathcal{E} }$... Read more

Kernel Density Estimators

Ref: “Data Analysis for Social Scientists” by Duflo, Ellison. Lec-5. Link to the lecture: Link. Scikit-learn’s Density estimation documentation. Link to the page: Link. “Introduction to Mathematical Statistics” by Hogg, McKean, Craig. “Introduction to Nonparametric Estimation” by Tsybakov. “Smoothing methods in Statistics” by Simonoff... Read more

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Life in North Korea. Andhra Pradesh seems to be moving in this direction. They remember but they are not coming out. Read more

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Speculation. How did we learn as infants? We learn by a combination of: innate curiosity, innate drives, mimicking the people around us. We do the same as adults at a subconscious level. Eg: The concept of an anthropomorphic god can be a useful mental device. Eg: Bhakti for Krishna. Namely, love and devotion for Krishna. Being a ser... Read more

Entropy Power Inequality

Ref: “On the similarity of the Entropy Power Inequality and the Brunn Minkowski inequality” by Costa, Cover. “The Convolution Inequality for Entropy Powers” by Blachman. “Simple Proof of the Concavity of the Entropy Power with respect to added Gaussian Noise” by Dembo. “Stochastic Models, Information Theory, and Lie Groups, Vol 1” by Ch... Read more