Introduction In this post I detail a randomized algorithm (that looks rather like black magic) to count the number of distinct elements in a data stream. Naive solution Suppose that data is presen...
The St. Petersburg paradox
In this post, I want to talk through a simple mathematical result that forces us to think twice about relying too heavily on averages. Quick review of expected values Given an opportunity to play ...
Solving Wordle
Introduction For those who don’t know what Wordle is, check it out. It’s essentially a word game that works like the game MasterMind. If you’ve been on the internet in the past couple of weeks, you...
Interpolation
Introduction In this post, I want to demonstrate how helpful visual intuition can be. To do this, we are going to think about how to extend a technique called linear interpolation from one dimensio...
Probabilistic interpretation of regularization
Introduction If you’ve read enough of my posts over the years, you know that some of my favorite topics to write about are those that can be thought about or studied from different perspectives. In...
Solving sudoku as a linear program
Introduction During the last several months, my wife and I went through a Kenken phase. For those not familiar with Kenken, check out this website. Kenken is a great example of a class of problems ...
My first academic publication!
I wanted to share that I’ve been fortunate enough to publish my first bit of academic research that I collaborated on with Nick Moehle, Prof. Stephen Boyd, and Prof. Mykel Kochenderfer! When people...
Finding eigenvalues
Introduction Over the past few months, I’ve been working on some optimization-related projects at work. Making optimization algorithms efficient and effective often comes down to command of numeric...
QR factorization
Introduction This post was inspired by some conversations with my brother about concepts from linear algebra. I’m writing it mostly to better understand the idea myself, but hopefully some others ...
Anniversary math
My wife and I got married one year ago today, on 11/27/2019. In honor of this very special day, I wanted to write a special short post showing that, in some sense, we’ve actually been married longe...