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Papers & notes

Longer-form work — original analysis and mathematical writing. Everything opens as a PDF.

PDF2020

Spatial Hotelling Problem with Sequential Selection

Three players take turns choosing a point on the unit interval; whoever lands closest to a uniformly random draw wins. An original analysis of the optimal strategies — closed-form proofs for the three-player game, then a computational generalization to four players.

Game TheoryProbabilityPython
PDF2019

Solutions to Selected Exercises in Rick Durrett's Probability: Theory and Examples

Worked solutions to selected exercises from the 4th edition of the classic graduate probability text — measure-theoretic foundations, sigma-fields, and limit theorems, written up while studying at the University of Toronto.

Measure TheoryProbabilityGraduate Coursework
PDF2018

Regression with Bayesian Neural Networks

Standard neural networks give point estimates with no measure of uncertainty. This paper constructs a Bayesian neural network from the ground up and applies it to regression — a detailed mathematical development of variational inference over network weights.

Bayesian InferenceNeural NetworksVariational Inference
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Data scientist & consultant — turning data into decisions that stick.

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