|
You are here |
www.ethanepperly.com | ||
| | | | |
fa.bianp.net
|
|
| | | | | The Langevin algorithm is a simple and powerful method to sample from a probability distribution. It's a key ingredient of some machine learning methods such as diffusion models and differentially private learning. In this post, I'll derive a simple convergence analysis of this method in the special case when the ... | |
| | | | |
djalil.chafai.net
|
|
| | | | | This post is mainly devoted to a probabilistic proof of a famous theorem due to Schoenberg on radial positive definite functions. Let us begin with a general notion: we say that \( {K:\mathbb{R}^d\times\mathbb{R}^d\rightarrow\mathbb{R}} \) is a positive definite kernel when \[ \forall n\geq1, \forall x_1,\ldots,x_n\in\mathbb{R}^d, \forall c\in\mathbb{C}^n, \quad\sum_{i=1}^n\sum_{j=1}^nc_iK(x_i,x_j)\bar{c}_j\geq0. \] When \( {K} \) is symmetric, i.e. \( {K(x,y)=K(y,x)} \) for... | |
| | | | |
lucatrevisan.wordpress.com
|
|
| | | | | In which we show how to find the eigenvalues and eigenvectors of Cayley graphs of Abelian groups, we find tight examples for various results that we proved in earlier lectures, and, along the way, we develop the general theory of harmonic analysis which includes the Fourier transform of periodic functions of a real variable, the... | |
| | | | |
matthewmcateer.me
|
|
| | | Important mathematical prerequisites for getting into Machine Learning, Deep Learning, or any of the other space | ||