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On the link between maximizing the likelihood and minimizing the Kullback-Leibler divergence
This blog post clarifies the links between the maximizing the likelihood and minimizing the Kullback-Leibler divergence between a parametric distribution \(p_\theta\) and the true distribution \(\pdata\).
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The Hutchinson trick
The Hutchinson trick: a cheap way to evaluate the trace of a Jacobian, without computing the Jacobian itself!
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Advice for presentations or how to avoid losing your audience
TLDR: Never underestimate how easily and quickly you can lose the audience, and how hard it is for them to catch up afterwards.
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Advice for CNRS and INRIA recruitment
INRIA and CNRS “chargé de recherche” positions offer unique conditions of freedom to do first-grade research: lifelong contract, no teaching involved.
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Finding equivalent for sequences: the alpha trick
The alpha trick is a very cute and efficient trick to find equivalent to sequences defined recursively as \(x_{k+1} = f(x_k)\).