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data mining

The conditional query fallacy: Applying Bayesian inference from discrete mathematics perspective

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Preamble    The Tilled Field, Joan Miró (Wikipedia)One of the core concepts in data sciences is conditional probabilities, $p(x|y)$ appear as logical description of many of the tasks, such as formulating regression or as a core concept in Bayesian Inference. However, there is operationally no...

Bayesian rabbit holes: Decoding conditional probability with non-commutative algebra

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Preamble    The White Rabbit (Wikipedia)A novice analyst or even experienced (data) scientist would have thought that the bar notation $|$ in representing conditional probability carries some different operational mathematics. Primarily when written in explicit distribution functions $p(x|y)$....

Physics origins of the most important statistical ideas of recent times

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Figure: Maxwell's handwritings, state diagram (Wikipedia)PreambleThe modern statistics now move into an emerging field called data science that amalgamate many different fields from high performance computing to control engineering. However, the emergent behaviour from researchers in machine...

Matrix Sketching

Jeffrey Wang

Last time, I wrote about a clever algorithm for approximating the histogram for a stream using bounded memory. The post was motivated by this paper, which is an extension of that algorithm to a problem that seems unrelated at first glance, which is matrix sketching. The matrix sketching problem is...

Streaming Frequency Approximation

Jeffrey Wang

It's been a while, but I finally motivated myself to write another blog post! Today's topic is approximating the frequency of items in a stream. With all the data that is generated today, streaming algorithms have become very popular as one of the efficient ways to process datasets that are far...