Sebastian's slow blog

  • Stochastic Computation Graphs

    Sebastian Nowozin - Fri 24 July 2015 -

    This post is about a recent arXiv submission entitled Gradient Estimation Using Stochastic Computation Graphs, and authored by John Schulman, Nicolas Heess, Theophane Weber, and Pieter Abbeel.

    In a nutshell this paper generalizes the backpropagation algorithm to allow differentiation through …

  • Multilevel Splitting

    Sebastian Nowozin - Fri 10 July 2015 -

    This article is about multilevel splitting, a method for estimating the probability of rare events.

    Estimating the probability of rare events is important in many fields. One vivid example is in the study of reliability of systems; imagine for example …

  • Bayesian P-Values

    Sebastian Nowozin - Sat 27 June 2015 -

    P-Values (see also Jim Berger's page on p-values) are probably one of the most misunderstood concepts in statistics and certainly have been abused in statistical practice. Originally proposed as an informal diagnostic by Ronald Fisher, there are many reasons for …

  • The Entropy of a Normal Distribution

    Sebastian Nowozin - Sat 13 June 2015 -

    The multivariate normal distribution is one of the most important probability distributions for multivariate data. In this post we will look at the entropy of this distribution and how to estimate the entropy given an iid sample.

    For a multivariate …

  • A quick summary of CVPR 2015

    Sebastian Nowozin - Thu 11 June 2015 -

    CVPR 2015, "Computer Vision and Pattern Recognition" is the main conference of the computer vision community and just finished. I unfortunately was only able to stay for the three main conference days, but here is my short subjective summary.

    For …