February 25, 2025
· 11 min read
How do we compute the QR decomposition of a sparse matrix? I explore the differences between two methods of how to compute Householder vectors in Python and C++.
February 25, 2025
· 9 min read
See what goes wrong when we use a dense algorithm to factor a sparse matrix.
February 15, 2021
· 31 min read
This post is the first in a series on tests for independence of random
variables.
February 3, 2021
· 24 min read
Consider two independent samples $X_1, \dots, X_n$, and $Y_1, \dots, Y_m$ of independent, real-valued, continuous random variables, and assume that the $X_i$’s are i.i.d. with some cdf $F$ and that the $Y_i$’s are i.i.d. with some cdf $G$. We want to test whether $F = G$.
