A Technical Blog
Index
- Maximum cut and Goemans-Williamson
- Layout optimization for a solar tower power plant
- Lasso dual
- Topological features applied to the MNIST data set
- Some math behind water towers
- Covid Calculator
- On Storey's direct approach to false discovery rates
- Ridge regression
- Multicollinearity effect on OLS regression
Maximum cut and Goemans-Williamson
The famous semidefinite programming relaxation and the duality with the Sum-of-Squares hierarchy framework.
Layout optimization for a solar tower power plant
Finding the optimal arrangement of heliostats to maximize the energy production of a solar tower power plant.
Lasso dual
Derivation of the Lasso solution from dual formulation using projection operator and some non-obvious properties that follow from the geometry of the dual formulation.
Topological features applied to the MNIST data set
A tutorial on extracting topological features that can be used as input to standard algorithms to obtain qualitative geometric information.
Some math behind water towers
Finding the optimal arrangement of metal rings to reinforce the cylindrical structure of a water tank.
On Storey's direct approach to false discovery rates
Properties of Storey's estimator and duality with Benjamini-Hochberg procedure.
Ridge regression
Derivation of ridge regression estimator and it's properties, the role of the penalty function and the analysis of regularization parameter.
Multicollinearity effect on OLS regression
The cause of inflation effect of highly correlated regressors on ordinary least squares estimator.