We have not succeeded in answering all our problems.
The answers we have found only serve to raise a whole set
of new questions. In some ways we feel we are as confused
as ever, but we believe we are confused on a higher level
and about more important things.
- Posted outside the mathematics reading room at Tromsø University
Notes for my own benefit. You can subscribe to be notified of new posts.
2024
- 12/14 - Discrete Neyman-Pearson via external randomization
- 09/09 - A sequential median-of-means template
- 09/06 - Game-theoretic probability: Testing forecasters
- 06/10 - The variational approach to concentration
- 06/08 - P-values and counterfactuals
- 05/21 - A dimension-free Bernstein bound
- 03/08 - The game-theoretic vs measure-theoretic LLN
- 03/07 - The Catoni-Giulini estimator
2023
- 10/28 - de Bruijn, Relative Entropy, and the CLT
- 08/23 - A Table of Exponential Inequalities
- 05/18 - Median-of-Means for Multivariate Distributions
- 04/25 - Median-of-Means for Univariate Distributions
- 03/29 - Inverting Sequential Tests
- 01/29 - Continuous Online Learning
2022
- 12/24 - Introduction to Differential Privacy
- 11/13 - PAC-Bayes: McAllester and Motivation
- 09/08 - Supermartingales for Nonparametric Confidence Sequences
- 08/24 - Markov for Martingales
- 07/05 - Degrees of Freedom and Stein's Estimator
- 05/31 - Liquidity Provider Wealth in Constant Product AMMs
- 05/25 - OPE in RL vs Mean Estimation in Survey Sampling
- 03/21 - Understanding Automated Market Makers (AMMs)
- 03/19 - Introduction to Game-Theoretic Probability
- 02/07 - Itô Processes and The Fundamental Theorem of Stochastic Calculus
- 01/16 - Itô Integral: Construction and Basic Properties
- 01/16 - Intuition for LP Duality
