"Problem Solving is Often a Matter of Cooking Up an Appropriate Markov Chain". Olle Häggström cooked with this one.But I would like to distill it a little more. "Problem solving is often a matter of ensuring Markov's "memoryless" property in between the steps". And this is an incredibly hard thing to do. Having a full, … Continue reading Markov Musings
Category: Math and Tech
From Paradox to Theory: An example from St. Petersburg
Some of the most powerful theories in existence have come from paradoxes and thought experiments. One that continues to fascinate me is the St. Petersburg Paradox, probably because of its simplicity.At its core, the St. Petersburg Paradox is a deceptively simple coin-flipping game. The rules are: flip a fair coin until it lands heads. The payout … Continue reading From Paradox to Theory: An example from St. Petersburg
An optimistic, yet opinionated take on Vibe Coding
I've been exploring different dimensions of Vibe Coding over the past couple of months. It’s a nuanced topic, yet it often gets framed in extremes. The discussion surrounding it are hyperbolic to say the least. At one end of the spectrum, we hear about PMs spinning up full-stack products over a weekend and landing YC … Continue reading An optimistic, yet opinionated take on Vibe Coding
Rearrangement Correlation: First Principle Thinking to capture Non-linear Relationships?
Couple of weeks ago, I was hunting for a non-linear association measure for a use case I was working on. That’s when I came across this paper that introduces "Rearrangement Correlation." It provides a fresh take on the tried-and-tested Pearson's r. I couldn't use the result for my specific problem. Nonetheless, the paper is a pretty … Continue reading Rearrangement Correlation: First Principle Thinking to capture Non-linear Relationships?
Vapnik’s Principle: What was actually said?
If you google Vapnik's Principle, this is the first search result: When solving a problem of interest, do not solve a more general problem as an intermediate step We will come back to this "principle" later. Allow me to take a rather elaborate detour for now. Over the years, I've delved into several self-help books. … Continue reading Vapnik’s Principle: What was actually said?
Finally a good start for the foundational models for timeseries?
Plot twist: It is Chronos by AWS Supply Chain Optimization Technology (SCOT). NeurIPS 2023 saw a proliferation of papers on the applicability of LLMs in time series forecasting. Some of the papers were so bad that I seriously have started (and continue to do so) questioning the review process of NeurIPS. Seeing that particular trend, … Continue reading Finally a good start for the foundational models for timeseries?
Self Fulfilling Prophecy
In timeseries forecasting, the phenomenon that is most difficult to identify, yet the most dangerous to handle is "self fulfilling prophecy". Let me give you an example. Let's say you own a coffee shop. I give you a forecast that underestimates the demand for a given day. You take that forecast and schedule your baristas … Continue reading Self Fulfilling Prophecy
Avoiding Data Leakage in Timeseries 101
You've Already Made The Choice. You're Here To Understand Why You've Made It.The Oracle, The Matrix Reloaded Timeseries is one of the very few data disciplines where things are getting difficult to model, almost every day. For example, the abundance of data is a great news for many other domains. We can train better model … Continue reading Avoiding Data Leakage in Timeseries 101
Randomized SVD with Power Iterations for Large Data Matrices
What is Randomized SVD? Few days ago, I happened to come across a question in a forum. Someone was asking for help about how to perform singular value decomposition (SVD) on an extremely large matrix. To sum up, the question was roughly something like following "I have a matrix of size 271520*225. I want to … Continue reading Randomized SVD with Power Iterations for Large Data Matrices
My transition from MATLAB to Julia and learning from previous mistakes
I have been using MATLAB for eight good years. MATLAB served and still serves my purpose beautifully. In this entire span of time, I made repeated attempt to switch my go-to language from MATLAB to other alternatives, like Python or R, several times. The reason has never been that my work require something that is … Continue reading My transition from MATLAB to Julia and learning from previous mistakes
Shah Mahdi Hasan 