Writing

2023

• Attention: a tale of three spaces

  December 18 - 15 minute read

• 13.8 billion years on a 10.1'' screen

  August 4 - 9 minute read

• Lie derivatives and cluttered notation

  June 25 - 11 minute read

• How Cartesian can we make coordinates on Earth?

  May 11 - 27 minute read

• My favorite math problem

  April 16 - 4 minute read

• AUC as Loss: directly fitting to optimize ROC AUC

  January 27 - 13 minute read

2022

• Dribbling through Jensen's inequality

  September 25 - 8 minute read

• Variance of the ROC AUC: a full derivation

  September 22 - 21 minute read

• Linear trees in LightGBM: how to use

  September 21 - 2 minute read

• A ROC AUC partial to misclassification cost

  September 20 - 4 minute read

• The Carr-Madan decomposition of arbitrary payoff functions

  September 20 - 1 minute read

• A vector space structure for probabilities

  September 18 - 5 minute read