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gregorygundersen.com
| | www.randomservices.org
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| | [AI summary] The text presents a comprehensive overview of the beta-Bernoulli process and its related statistical properties. Key concepts include: 1) The Bayesian estimator of the probability parameter $ p $ based on Bernoulli trials, which is $ rac{a + Y_n}{a + b + n} $, where $ a $ and $ b $ are parameters of the beta distribution. 2) The stochastic process $ s{Z} = rac{a + Y_n}{a + b + n} $, which is a martingale and central to the theory of the beta-Bernoulli process. 3) The distribution of the trial number of the $ k $th success, $ V_k $, which follows a beta-negative binomial distribution. 4) The mean and variance of $ V_k $, derived using conditional expectations. 5) The connection between the beta distribution and the negative binomial distributi...
| | www.jeremykun.com
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| | Machine learning is broadly split into two camps, statistical learning and non-statistical learning. The latter we've started to get a good picture of on this blog; we approached Perceptrons, decision trees, and neural networks from a non-statistical perspective. And generally "statistical" learning is just that, a perspective. Data is phrased in terms of independent and dependent variables, and statistical techniques are leveraged against the data. In this post we'll focus on the simplest example of thi...
| | tiao.io
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| | One weird trick to make exact inference in Bayesian logistic regression tractable.
| | iclr-blogposts.github.io
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| Diffusion Models, a new generative model family, have taken the world by storm after the seminal paper by Ho et al. [2020]. While diffusion models are often described as a probabilistic Markov Chains, their underlying principle is based on the decade-old theory of Stochastic Differential Equations (SDE), as found out later by Song et al. [2021]. In this article, we will go back and revisit the 'fundamental ingredients' behind the SDE formulation and show how the idea can be 'shaped' to get to the modern form of Score-based Diffusion Models. We'll start from the very definition of the 'score', how it was used in the context of generative modeling, how we achieve the necessary theoretical guarantees and how the critical design choices were made to finally arri...