Posts by Tags

Dynamic programming

A Gentle Intro to MDP

5 minute read


Suffering from my 'memoryless property' a lot, with a MDP coursework alarm ringing in my head at the moment, and vaguely remember this dynamic programming research talk from Chris Kirkbride recently; I decided to organize all that I know about MDP in this one blog post. Hopefully after finish writing this post, I'll have a clean and organized storage of MDP in my head; and hopefully after finish reading this post,  you'll get something useful as well. Read more

Statistical learning

What on earth is Statistical Learning?

4 minute read


Everyone is talking about stats learning or machine learning, as if they are the sexiest terms on earth. Literally, does it have something to do with statistics? Or machine? Depends on the area you are in, and depends on the people you are talking to. According to the omniscient Wiki, stats learning deals with the problem of finding a predictive function based on data.  As for my understanding of stats learning, it's no more than just a tool, that helps people to better understand their data and of course, to thus make better predictions. Usually, people classify stats learning into two categories, supervised and unsupervised. Read more

Time series

Time Series Primer/Revisited

3 minute read


This afternoon we had two soft intro talks to the area of Change Point Detection and  Time Series Analysis (in a discrete setting mainly). In some extent, change point detection is time series as well. Many times,  people are interested in detecting the changes over time and making good predictions for the future. Also, when one abrupt change happens, a natural question to ask is - Is the change intrinsic or is it just an outlier? These are interesting areas I'd like to explore further, but here let me refresh my memory with what I've done with time series so far. Read more