The posts below range from technical deep-dives in probability, statistics, and machine learning to practical applications in finance and risk. Some draw from my expertise as a mathematician, others from my journey as a beginner. Written in three languages: Python and R for computation, mathematics for precision.
Algebras & information
Information theory
Probability theory
Measure theory
Entropy
Mutual information
Sigma-algebras
R
Entropy & information
Information theory
Probability theory
Entropy
Surprisal
KL divergence
Mutual information
Python
SciPy
Gaussian mixture models I: a first look
Mixture models
Gaussian mixture models
Probabilistic graphical models
Machine learning
Probability theory
Python
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