Metropolis Hastings algorithm - a python primer

Posted on Tue 18 April 2017 in posts • Tagged with machine learning, implementation, bayesian

Convex Optimization using CVXPY

Posted on Mon 02 January 2017 in posts • Tagged with machine learning

$\DeclareMathOperator*{\argmin}{arg\,min}$

I got introduced to the concept of convex optimization after viewing Stephen P. Boyd's lecture vidoes on the topic from the Machine Learning Summer School 2015 in Tubingen. Prof. Boyd has a very engaging style of explaining the topic. His lectures also included some code samples using the CVXPY library
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