Parsiad Azimzadeh

Blog

Post Date
Maximum likelihood and Bayesian estimators for Bayesian networks February 09, 2024
Deriving the Fokker-Planck equation January 19, 2024
The LogSumExp trick December 17, 2023
A pedagogical introduction to the determinant December 16, 2023
Maximum likelihood estimation of autoregressive model parameters November 04, 2023
Standardizing a random vector and applications October 10, 2023
Motivating the cross-entropy loss September 23, 2023
Updating the Cholesky Decomposition of a Matrix July 14, 2023
Softmax sensitivity to temperature November 14, 2022
Replicate Travis CI builds on your local machine September 24, 2022
lazy-table - A python-tabulate wrapper for producing tables from generators. September 30, 2021
Multivariate Taylor’s Theorem July 20, 2021
Gigabyte RTX 3090 glmark2 score February 08, 2021
Brownian bridge September 27, 2020
Maximum likelihood estimation of geometric Brownian motion parameters September 25, 2020
Principal component analysis - part two December 25, 2019
Motivating the Poisson distribution December 01, 2019
Principal component analysis - part one November 17, 2019
Hypothesis testing for mathematicians November 02, 2019
Generating finite difference coefficients November 02, 2018
mlinterp - Fast arbitrary dimension linear interpolation in C++ June 19, 2017
Octave Financial 0.5.0 released February 02, 2016
SDEs and Monte Carlo in Octave Financial December 01, 2015
Closed-form expressions for perpetual and finite-maturity American binary options March 01, 2015
Introduction to the FFT January 01, 2015