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Jul
29
awarded  Good Answer
Jul
29
revised Interview puzzle with a deck of cards, some cards upside-down
deleted 7 characters in body
Jul
28
awarded  Nice Answer
Jul
28
comment Interview puzzle with a deck of cards, some cards upside-down
@Wonder Yes, it is the same answer (+1) - I saw that another answer appeared just as I was finishing mine, but since I'd already written it I hit 'post' anyway.
Jul
28
answered Interview puzzle with a deck of cards, some cards upside-down
Jul
18
comment What numerical methods are known to solve $L_1$ regularized quadratic programming problems?
I'll certainly give it a shot. I've already tried several general-purpose solvers (open source and commercial) which have been okay, but not as fast as a couple of hand-rolled special-purpose solvers. I've not tried CVX yet though...
Jul
18
accepted What numerical methods are known to solve $L_1$ regularized quadratic programming problems?
Jul
18
comment What numerical methods are known to solve $L_1$ regularized quadratic programming problems?
Thanks Michael, this is really helpful - I'm exploring several different options you suggested. I never have to solve a particularly tricky problem (mostly quadratic programming with an $L_1$ term and sometimes linear inequality constraints) but I need to solve a lot of them, so speed is a factor for me. Thanks for your help!
Jul
16
asked What numerical methods are known to solve $L_1$ regularized quadratic programming problems?
Jul
9
revised online estimation of autoregressive process
added 1 character in body
Jul
2
awarded  Curious
Jun
18
awarded  Popular Question
May
27
answered Find StdDev of a percentage list
May
23
awarded  Enlightened
May
23
awarded  Nice Answer
May
21
comment A fair coin is flipped 2k times. What is the probability that it comes up tails more often than it comes up heads?
It seems likely that the "2k" in the question refers to a general even number $2k$ rather than "2000".
May
7
comment Help with 2 questions my professor gave us
For (i) assume there are two solutions $a,b$ s.t. $a^2=r$ and $b^2=r$ with $a\neq b$. Then either $a>b$ or $a<b$. Can you derive a contradiction?
May
7
reviewed Approve Help with 2 questions my professor gave us
May
6
comment How to draw contour lines for a bivariate Gaussian distribution by hand!
Are you talking about a 2d gaussian distribution?
May
6
revised A quick way to determine whether a number is prime by hand
added 355 characters in body