stephentu's blog
2020-08-13
Volume of Symmetric Operator Norm Bounded Matrices
2019-03-14
Yet Another Kalman Filter Writeup
2018-09-05
The Top Singular Value of Identity Plus a Rank One Perturbation
2018-09-01
A Simple Proof for Lower Bounding the Expected Norm of a Gaussian
2018-07-01
H-infinity Optimal Control via Dynamic Games
2018-06-18
An Upper Bound on the L2 Operator Gain for Discrete-time Volterra Series
2018-02-03
Path Integral Optimal Control in Continuous Time
2018-01-21
The Gradient of Optimal Control Problem
2018-01-12
Path Integral Stochastic Optimal Control
2018-01-08
Maximum Entropy Linear Quadratic Regulator
2017-12-10
Bennett's Inequality for Martingales
2017-12-09
The Discounted Infinite-Horizon LQR Problem
2017-11-12
A Special Case of Boolean Hypercontractivity
2017-11-04
Markov's Inequality for Matrices
2017-10-30
Fibonacci Numbers via Generating Functions
2017-10-23
Packing Hypercubes via the Probabilistic Method
2017-10-16
Upper and Lower Tails of Gaussian Maxima
2017-10-09
Relating the Total Variation Distance to the $L_1$-norm
2017-09-16
Cauchy's Estimate for Derivatives
2017-09-02
RKHS Defined on Subspaces
2017-04-01
No Gain Margins for LQG
2017-03-31
Gain Margins for LQR
2017-03-26
A Frequency Norm Bound Constraint to Hard Time-Domain IQC
2017-03-26
Reachability and Controllability
2017-01-24
The real and complex operator norms coincide for a real-valued matrix
2017-01-22
Hankel versus H-infinity norm
2016-12-29
H-infinity state feedback synthesis
2016-12-26
Dissipative systems and gradient flow
2016-11-14
Computing the H-infinity norm of a linear system
2016-11-13
Optimal control via the linear quadratic regulator (LQR)
2016-09-03
Dual certificates for nuclear norm minimization
2016-08-20
Deriving the dual of the LASSO program
2016-08-17
An operator norm inequality for block partitioned positive semi-definite matrices
2016-08-16
A proximal view of projected gradient descent
2016-08-08
A useful expectation identity for non-negative random variables
2016-07-25
Two quick convergence proofs for gradient descent
2016-06-12
Approximating the unit ball of finite dimensional spaces
2016-06-03
Deriving the dual program in SDCA
2016-06-03
A useful matrix inverse equality
2016-05-26
Best diagonal approximation to a PSD matrix
2016-05-09
Key ideas in basic functional analysis
2016-04-29
Basel problem via Fourier analysis
2016-04-14
Complex differentiation is quite complex
2016-02-28
List of PhD reflections
2016-01-02
Random features as an approximate kernel expansion
2015-12-17
Robust regression
2015-12-11
Inequality regarding limit superior and limit inferior for sequences of sets, take two
2015-12-03
An approximation result for continuous functions by polynomials using probability
2015-09-06
The expectation of random Fourier features via trigonometric identities
2015-07-25
Motivating Newton's method via gradient descent in a particular Hilbert space
2014-11-23
Sampling from convex bodies: analyzing ball walk
2014-11-01
Elementary facts regarding bounded linear operators
2014-10-07
Eigenvalues and singular values as optimization
2014-10-01
Subdifferential of a norm
2014-09-26
Elementary properties of orthogonal projections
2014-09-22
Limit superior and limit inferior for sequences of sets
2014-09-06
Using linear matrix inequalities to certify convergence of gradient descent
2014-08-05
The Dirichlet distribution as a conjugate prior for multinomial/categorical likelihood models
2014-05-12
A quick analysis of the expectation maximization algorithm
2014-02-20
Binary minimax hypothesis testing
2014-01-12
Thoughts on dating and the geometric distribution