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francisbach.com | ||
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fa.bianp.net
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| | | | | 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 ... | |
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nhigham.com
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| | | | | A real $latex n\times n$ matrix $LATEX A$ is symmetric positive definite if it is symmetric ($LATEX A$ is equal to its transpose, $LATEX A^T$) and $latex x^T\!Ax > 0 \quad \mbox{for all nonzero vectors}~x. $ By making particular choices of $latex x$ in this definition we can derive the inequalities $latex \begin{alignedat}{2} a_{ii} &>0... | |
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www.daniellitt.com
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kevinventullo.com
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| | | Suppose you knew that 9,273,284,218,074,431 was a perfect 7th power. How would you compute the 7th root? This is a long overdue sequel to the previous post, in which the author promised to derive an efficient algorithm for computing exact k-th roots of integers. That is, computing the k-th root of an integer assumed to... | ||
