Technical Notes and Slides

Hitting Distribution of 2-dimensional Brownian Motions on a Wedge

Shall We Always Avoid Overfitting? -- A generalized framework of the classical bias-variance trade-off in modern deep learning regime (Slides for introducing the double-descent phenomenon)

Conditional Quantile Regression With Applications to User-Preferred Price Prediction (Slides for applying conditional quantile regression and conformal inference in practice)

Paper Reading Notes

1. Robust Optimization and Inference on Manifolds (by Lizhen Lin, Drew Lazar, Bayan Sarpabayeva, David B. Dunson):

2. An Efficient and Continuous Voronoi Density Estimator (by Giovanni Luca Marchetti, Vladislav Polianskii, Anastasiia Varava, Florian T. Pokorny, Danica Kragic):

3. Smoothed Nonparametric Derivative Estimation using Weighted Difference Quotients (by Yu Liu and Kris De Brabanter):

Link for the Paper,
Final Report, Presentation Slides, and Code Repository for my preliminary exam at UW.

4. A Family of Density-Scaled Filtered Complexes (by Abigail Hickok):

Link for the Paper,
My Slides at the Topological Data Analysis course.

Course Notes and Project Reports

Overlapping Community Detection via Edge-Space Representation, Poster (Final project of STAT 548 at UW)

Rank-Sparsity Matrix Decomposition (Lecture scribing of STAT 538 at UW), Surprises in High-Dimensional Ridgeless Least Squares Interpolation (Final presentation of STAT 538 at UW)

Detecting Higgs Boson Particles Through Machine Learning Classifiers (Final project of STAT 535 at UW)

Hidden Markov Model, Python Code (Final project of STAT 534 at UW), Kernel Density Estimation, Regression and Classification (Lecture scribing of STAT 534 at UW)

Regression Analysis on Salaries of NBA Players (Poster), Presentation Slides (Final project of STAT 504 at UW)

Matrix Analysis Lecture Notes