Statistical Learning Theory Part 6: Vapnik–Chervonenkis (VC) DimensionProof of Consistency, Rates, and Generalization Bounds for ML Estimators over Infinite Function Classes leveraging the VC-dimensionNov 7, 20231Nov 7, 20231
Statistical Learning Theory Part 5: Shattering CoefficientProof of Consistency, Rates, and Generalization Bounds for ML Estimators over Infinite Function Classes leveraging the Shattering…Nov 3, 2023Nov 3, 2023
Statistical Learning Theory Part 4: Finite Function Classes — Consistency, Rates, & BoundsProof of Consistency, Rates, and Generalization Bounds for ML Estimators over Finite Function ClassesOct 31, 2023Oct 31, 2023
Statistical Learning Theory Part 3: Consistency of Machine Learning EstimatorsConditions for Convergence and Consistency of Learned ML EstimatorsOct 28, 2023Oct 28, 2023
Statistical Learning Theory Part 2: Optimality of the Bayes ClassifierMotivation and Proof of Optimality of the Bayes ClassifierOct 24, 20231Oct 24, 20231
Statistical Learning Theory Part 1: Hoeffding’s Inequality Derivation & SimulationDerivation of Hoeffding’s Inequality from first principlesOct 20, 20231Oct 20, 20231
Published inTDS ArchiveCausal Inference in Data Science: Conditional Independence via Propensity Score AdjustmentSpecification and Proofs of Propensity Scores, with Accompanied Computational SimulationOct 8, 2021Oct 8, 2021
Published inTDS ArchiveParametric Bayesian Inference: Implementation of Numerical Sampling Techniques with ProofsAcceptance/Rejection Sampling & MCMC Metropolis-Hastings Sampling with full Computational SimulationSep 27, 20212Sep 27, 20212
Published inTDS ArchiveMathematical Statistics — A Rigorous Derivation and Analysis of the Wald Test, Score Test, and…Derivations of the Classic Trinity of Inferential Tests with full Computational SimulationSep 25, 2021Sep 25, 2021
Published inTDS ArchiveMathematical Statistics: Mathematical Justifications for Maximum Likelihood EstimationSpecification and Derivations of Connections between Total Variation, KL Divergence, and MLESep 23, 2021Sep 23, 2021