Update - rerouting

Back in January, I’d planned to do a series on fast direct solvers. It’s a neat topic that bridges numerical linear algebra, randomized linear algebra and algorithms, and physics and engineering—after all, these are solvers for PDEs. Long story short, I’m going to postpone that series for a bit.

In the nearer term, I have a few topics that I’d like to unpack, including primers on

  • semidefinite programming (potentially with a foray into sums-of-squares), and
  • game theory and mechanism design (as a related bundle); and a series on common/fundamental trade-offs arising in certain fields, including
  • statistic’s bias versus variance trade-off,
  • reinforcement learning’s exploration versus exploitation trade-off,
  • market design’s stability versus efficiency, and a few others.

To any readers who are out there, thanks for coming back!

husband | son | brother | statistician masquerading as a computer scientist | mathematical optimizer masquerading as a statistician | locomotor | board-rider | meditator | provider for šŸ• ∧ šŸˆā€ā¬› ∧ 🐓 | lifetime learner | kšŸ„·šŸ¼

My nerdy interests include statistics, optimization and computation, and how those things manifest in finance, economics, biology, physics… really in any field.