Monthly Archives: March 2013

graph algorithms shrugged

Praised as one of the best textbooks on algorithms, CLRS nonetheless suffers from a certain degree of excessive unwarant formalism that makes it hard to follow on a portable device such as my android phone. Here is one example: when … Continue reading

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a nice optional sampling problem

While learning the proof of Burkholder-Gundy-Davis inequality, I had to review the statement and proof of Doob’s maximal inequality (one of my favorite results in elementary probability). In the proof of the latter, I had to recall the meaning of … Continue reading

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product of Gaussian probability densities

So lately I have been following Udacity’s wonderful course on robotics and in particular was fascinated by the procedure of Kalman filter. My attempt here will be to expound on certain mathematical subtleties and missing deductive steps in the videos. … Continue reading

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