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fa.bianp.net
| | francisbach.com

[AI summary] This mathematical post explores the geometry of positive semi-definite matrices using the von Neumann entropy and related Bregman divergences to derive concentration inequalities for random matrices.
4.5 parsecs

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| | tcsmath.github.io

Continuous-time mirror descent analysis
2.6 parsecs

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| | statisticaloddsandends.wordpress.com

Let's say we have a convex, differentiable function $latex f: \mathbb{R}^p \rightarrow \mathbb{R}$ and that we want to minimize it. In this previous post, we saw that a gradient descent step at time $latex t$ (from point $latex \beta^t$) could be viewed as the minimizer of a quadratic approximation of $latex f$ at $latex \beta^t$:...
2.6 parsecs

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| | rapuran.wordpress.com

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12.0 parsecs

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