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Author: Joseph

Diffusion on undirected and unweighted graphs

December 8, 2018 Joseph Leave a comment

$\newcommand{\a}{\alpha}$$\newcommand{\L}{\mathcal L}$$\newcommand{\one}{\mathbf 1}$$\newcommand{\x}{\mathbf x}$$\newcommand{\0}{\mathbf 0}$Let $G = (V,E)$ be an undirected and unweighted graph on $n$ vertices. I’ll have $A\in\{0,1\}^{n\times…

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Posted in: Graphs, Linear algebra

Inferring a hidden Markov chain via MCMC

November 21, 2018 Joseph Leave a comment

$\newcommand{\one}{\mathbf 1}$In this post I’m going to consider the following situation: there is a latent unobserved continuous-state Markov chain $Z…

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Posted in: Linear algebra, Probability, Regression

A column space view of linear regression via the SVD

November 15, 2018 Joseph Leave a comment

$\newcommand{\e}{\varepsilon}$$\newcommand{\E}{\text{E}}$$\newcommand{\C}{\mathcal C}$$\newcommand{\0}{\mathbf 0}$Consider the linear model $y = X\beta+\e$ with $\E\e = \0$, $\E \e\e^T = \sigma^2 I$, and $X\in\mathbb…

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Posted in: Linear algebra, Regression

Treating the error variance as a nuisance parameter in linear regression

November 13, 2018 Joseph Leave a comment

$\newcommand{\e}{\varepsilon}$Suppose I’ve got a linear model $y = X\beta + \e$ with $\e \sim \mathcal N(0, \sigma^2 I)$ and $X\in\mathbb…

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Posted in: Probability, Regression

Fitting a logistic regression with MCMLE

October 15, 2018 Joseph Leave a comment

$\newcommand{\E}{\text{E}}$$\newcommand{\Var}{\text{Var}}$$\newcommand{\Y}{\mathcal Y}$Here I’m going to introduce Monte Carlo maximum likelihood estimation (MCMLE) and I’ll use it to fit a logistic…

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Posted in: Probability, Regression

Normalizing continuous bivariate densities via the shell method

October 3, 2018 Joseph Leave a comment

$\newcommand{\x}{\mathbf x}$ In this post I’m going to dust off the shell method from first semester calculus and use it…

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Posted in: Probability, Real analysis

Euclidean division and base changes

September 29, 2018 Joseph Leave a comment

$\newcommand{\N}{\mathbb N}$ In this post I’m going to use Euclidean division to do changes of base for nonnegative integers. Euclidean…

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Posted in: Algebra and number theory

The Hausdorff Maximal Principle, Zorn’s Lemma, Well Ordering, and AC part 1

September 25, 2018 Joseph Leave a comment

In this post I’m going to prove that the following four statements are equivalent given the ZF axioms: (1) Hausdorff…

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Posted in: Sets and functions

The IVT, Darboux functions, and Conway’s base 13 function

September 15, 2018 Joseph Leave a comment

$\newcommand{\e}{\varepsilon}$In this post I’m going to prove the intermediate value theorem (IVT), Darboux’s theorem, and introduce the Conway base 13…

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Posted in: Real analysis

Every vector space has a basis

September 12, 2018 Joseph Leave a comment

Here I’m going to go through one common proof of the following result: Theorem: assuming Zorn’s lemma, every vector space…

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Posted in: Sets and functions

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  • Changing $y$ without changing $\hat\beta$ and $\hat\sigma^2$ in linear regression
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