2025

High-Dimensional Variance
High-Dimensional Variance

December 28, 2025

A useful view of a covariance matrix that is a natural generalization of variance to higher dimensions.

Linear Algebra Probability and Statistics

Principal Component Analysis
Principal Component Analysis

November 02, 2025

Principal component analysis (PCA) is a simple, fast, and elegant linear method for data analysis. I explore PCA in detail, first with picture and intuition, then with linear algebra and detailed derivations, and finally with code.

Statistical Modeling Linear Modeling

2023

Active Information Gathering Agent
Active Information Gathering Agent

June 11, 2023

Final project in Deep Reinforcement Learning class; collaborated with Botian Xu.

RL Project

A Survey of Model-Based Reinforcement Learning
A Survey of Model-Based Reinforcement Learning

May 28, 2023

This survey reviews recent advances in model-based reinforcement learning (MBRL), focusing on model learning and policy optimization frameworks.

RL Survey