Technical Notes and Slides
Sampling Methods for the von Mises-Fisher Distributions and Smoothed Bootstrap
Shall We Always Avoid Overfitting? – A generalized framework of the classical bias-variance trade-off in modern deep learning regime (Slides for a brief introduction to the double-descent phenomenon)
Hitting Distribution of 2-dimensional Brownian Motions on a Wedge
Conditional Quantile Regression With Applications to User-Preferred Price Prediction (Slides for applying conditional quantile regression and conformal inference in a recommendation setting)
Paper Reading Notes and Other Presentation Slides
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):
- Link for the Paper I, Link for the Paper II
- My Slides at the UW Geometric Data Analysis (GDA) Reading Group.
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.
5. Synthetic Multimodal Data Modelling for Data Imputation (by Francisco Carrillo-Perez, Marija Pizurica, Kathleen Marchal, and Olivier Gevaert):
- Link for the Paper,
- My Slides at the AI health reading group.