Mathematix

Discussion of design and simulation results of NMPC controlled small-scale car

The PDF of (X, X) does not exist… in the ordinary sense

Making sense of PCA

Here we look at the universality-based definition of the tensor product

We are trying to make sense of tensors and the tensor product of vector spaces

Sufficient statistics

The Cramér-Rao Bound is a lower bound on the variance of an unbiased estimator. Here we focus on one-parameter models.

Introduction of the notion of Fisher information: a quantity of central importance in statistics.

Statistics and Estimators: definitions of statisics and an introduction to the concepts of bias and variance of an estimator; several examples.

We study the class of sub-Gaussian random variables: those random variables whose tails are dominated by a Gaussian. Such random variables satisfy Hoeffding-type bounds and possess several interesting properties. We also define the sub-Gaussian norm and study its properties.