Andrew RothmanStatistical Learning Theory Part 6: Vapnik–Chervonenkis (VC) DimensionProof of Consistency, Rates, and Generalization Bounds for ML Estimators over Infinite Function Classes leveraging the VC-dimension5 min read·Nov 7, 2023--1--1
Andrew RothmanStatistical Learning Theory Part 5: Shattering CoefficientProof of Consistency, Rates, and Generalization Bounds for ML Estimators over Infinite Function Classes leveraging the Shattering…5 min read·Nov 3, 2023----
Andrew RothmanStatistical Learning Theory Part 4: Finite Function Classes — Consistency, Rates, & BoundsProof of Consistency, Rates, and Generalization Bounds for ML Estimators over Finite Function Classes4 min read·Oct 31, 2023----
Andrew RothmanStatistical Learning Theory Part 3: Consistency of Machine Learning EstimatorsConditions for Convergence and Consistency of Learned ML Estimators3 min read·Oct 28, 2023----
Andrew RothmanStatistical Learning Theory Part 2: Optimality of the Bayes ClassifierMotivation and Proof of Optimality of the Bayes Classifier3 min read·Oct 24, 2023--1--1
Andrew RothmanStatistical Learning Theory Part 1: Hoeffding’s Inequality Derivation & SimulationDerivation of Hoeffding’s Inequality from first principles7 min read·Oct 20, 2023----
Andrew RothmaninTowards Data ScienceCausal Inference in Data Science: Conditional Independence via Propensity Score AdjustmentSpecification and Proofs of Propensity Scores, with Accompanied Computational Simulation·8 min read·Oct 8, 2021----
Andrew RothmaninTowards Data ScienceParametric Bayesian Inference: Implementation of Numerical Sampling Techniques with ProofsAcceptance/Rejection Sampling & MCMC Metropolis-Hastings Sampling with full Computational Simulation·7 min read·Sep 27, 2021--2--2
Andrew RothmaninTowards Data ScienceMathematical Statistics — A Rigorous Derivation and Analysis of the Wald Test, Score Test, and…Derivations of the Classic Trinity of Inferential Tests with full Computational Simulation·9 min read·Sep 25, 2021----
Andrew RothmaninTowards Data ScienceMathematical Statistics: Mathematical Justifications for Maximum Likelihood EstimationSpecification and Derivations of Connections between Total Variation, KL Divergence, and MLE·3 min read·Sep 23, 2021----