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Blog Posts

Building an Autodiff Library

Until recently, despite my extensive experience with auto-differentiation frameworks, I have never implemented one myself. I believe that implementing a tool that you commonly use yourself can yield g

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Backpropagation A Modern Explanation

Manual differentiation is prone to errors and does not scale to functions that involve thousands of parameters, e.g. neural networks. This necessitates procedures which are able to take functions and

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Hardware Accelerated Bootstrapping

Following my investigation into bootstrap confidence intervals, I set out to run some simulation experiments to observe how the coverage of these confidence intervals approached their nominal levels.

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Understanding Bootstrap Confidence Intervals

Recently I set out to understand Bias-Corrected Accelerated (BCa) bootstrap confidence intervals. I was aware that it was the "gold standard" for bootstrapping and that many statistical packages used

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