A new book, Computer Age Statistical Inference: Algorithms, Evidence, and Data Science by Bradley Efron and Trevor Hastie, was released in July this year. I finished reading it a few weeks ago and this is a short review from the …
Sebastian's slow blog

Streaming Logsumexp Computation
A common numerical operation in statistical computing is to compute
$$\log \sum_{i=1}^n \exp x_i,$$where \(x_i \in \mathbb{R}\), and \(n\) is potentially very large.
We can implement the above computation by exponentiating each number, then summing …

Where will Artificial Intelligence come from?
Artificial Intelligence (AI) is making progress in great strides, or at least it appears so! Almost no week passes by without some major announcements of new challenges solved by AI technology or new products powered by AI.
Indeed many quantifiable …

The Best of Unpublished Machine Learning and Statistics Books
Nowadays authors in the fields of statistics and machine learning often choose to write their books openly by publishing early draft versions. For popular books this creates a lot of feedback and in the end clearly improves the final book …

The Fair Price to Pay a Spy: An Introduction to the Value of Information
(This article covers the decisiontheoretic concept of value of information through a classic example.)
What is the value of a piece of information?
It depends. Two factors determine the value of information: first, whether the information is new to you …