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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

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Computationally efficient solution for the measure of central tendency minimizing Lp loss fo...

We know that the measure of central tendency that minimizes the Lp loss is $\min_c \sum_{i=1}^n |x_i - c|^p$ For $p=1$ (L1 loss), this is the median. For $p=2$ (L2 loss), this is the mean. Both of the …
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