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djalil.chafai.net
| | jaberkow.wordpress.com

Lately I have been making use of a continuous relaxation of discrete random variables proposed in two recent papers: The Concrete Distribution: A Continuous Relaxation of Discrete Random Variables and Categorical Reparameterization with Gumbel-Softmax. I decided to write a blog post with some motivation of the method, as well as providing some minor clarification on...
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| | aakinshin.net

I have already discussed the concept of the quantile absolute deviation in several previous posts. In this post, we derive the equation for the relative statistical efficiency of the quantile absolute deviation against the standard deviation under the norma...
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| | ergodicity.net

Update: thanks to Yihong Wu for pointing out a typo in the statement of the result, which then took me months to get around to fixing. I came across this paper in the Annals of Probability: Mean absolute deviations of sample means and minimally concentrated binomials Lutz Mattner It contains the following cute lemma, which...
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| | fharrell.com

This is the story of what influenced me to become a Bayesian statistician after being trained as a classical frequentist statistician, and practicing only that mode of statistics for many years.
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