Thoughts on Trace Estimation in Deep Learning

Posted on Tue 09 August 2022 in Statistics, Machine Learning

Efficiently estimating the trace \(\textrm{tr}(A) = \sum_{i=1}^d A_{ii}\) of a square matrix \(A \in \mathbb{R}^{d \times d}\) is an important problem required in a number of recent deep learning and machine learning models. In those cases the matrix \(A\) is typically positive-definite, large …


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Longevity and Supplements

Posted on Wed 03 February 2021 in Longevity

TLDR: in the past decade longevity has emerged as a serious research field. There are now a number of studies that indicate that a number of safe supplements may likely extend lifespan and health in adult humans.

Note: I normally blog about statistics and machine learning. This article is different …


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Debiasing Approximate Inference

Posted on Wed 05 December 2018 in Approximate Inference, Machine Learning

This year at NeurIPS 2018 the Symposium on Advances in Approximate Bayesian Inference discussed challenges and advances in approximating probabilistic inference in rich models. It was a genuinely exciting program!

I was lucky enough to give an invited talk at the event.

  • Title: Debiasing Approximate Inference
  • Abstract:

At its heart …


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MLSS 2018 in Madrid

Posted on Sun 02 September 2018 in Machine Learning

The Machine Learning Summer Schools (MLSS) is the largest and most popular machine learning summer school series. For two weeks in August and September the MLSS 2018 is held in Madrid.

I am happy to speak on the topics of generative adversarial networks (GANs) this year.

My talk materials are …


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Do Bayesians Overfit?

Posted on Wed 11 July 2018 in Statistics, Machine Learning

TLDR: Yes, and there are precise results, although they are not as well known as they perhaps should be.

Over the last few years I had many conversations in which the statement was made that Bayesians methods are generally immune to overfitting, or at least, robust against overfitting, or---everybody would …


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