Linear Algebra
Notes on calculating online statistics
In this article, I collect simple derivations that demonstrate how to calculate several statistical quantities using point-by-point online statistics. A particular emphasis is made to support multiple weighting schemes (not limited to just uniform weights).
Numerically computing the exponential function with polynomial approximations
Numerically computing any non-trivial function (spanning the trigonometric functions through to special functions like the complex gamma function) is a large field of numerical computing, and one I am interested in expanding my knowledge within. In this article, I describe my recent exploration of how the exponential function can be implemented numerically.
Linear model regression matrices
An extremely common operation on data series is to regress the data with a particular model. Many times, the desired model is a linear combination of known basis functions, and when this is true, the regression of a data series can be encapsulated as a matrix operator. Describing the process as a matrix operation—rather than just using the regression coefficients—isn’t always useful, but it’s description is rarer. Because I needed a regression in this form for my research, I have chosen to write up the solution here.