The Curse of Dimensionality and Decision Theory

High-dimensional data pitfalls (CoD) and core decision theory: risk, posterior-based rules, reject option.

September 2,2024 | Estimated reading time: 16 min | 3356 words | Author: khanhnn

Transformations of random variables

Change-of-variables for PDFs: scalar and multivariate cases, Jacobian determinant, convolution and CLT.

August 15,2024 | Estimated reading time: 10 min | 2023 words | Author: khanhnn

Polynomial curve fitting

Polynomial regression from least squares to Bayesian view: closed-form, regularization, predictive uncertainty.

July 5,2024 | Estimated reading time: 13 min | 2689 words | Author: khanhnn