2026
Understanding the Lognormal Distribution
April 25, 2026
The lognormal distribution is NOT a skewed standard normal distribution. But there are a lot of people who seem to believe that this is the case. This post will derive some basic properties of the lognormal distribution.
Probability Statistics
2025
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
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
Positive Definite Matrices - A Primer
October 09, 2025
A discussion on the geometric interpretation of positive definite matrices and how this relates to several of their important properties, including positive eigenvalues, positive determinants, and matrix decompositions. The post also includes a brief discussion of quadratic programming.
Linear Algebra
2023
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
May 28, 2023
This survey reviews recent advances in model-based reinforcement learning (MBRL), focusing on model learning and policy optimization frameworks.
RL Survey