#### On stochastic gradient descent

What happens if someone uses stochastic gradient descent with batch size **one** in a simple linear regression problem? Does the estimator converge to the OLS estimator which uses the full data?

#### How does a deep neural network solve a recursive dynamic problem: A simple example

Using deep neural nets to solve an optimal control problem. Example from Recursive Macroeconomic Theory by Lars Ljungqvist and Tom Sargent, 3rd edition, Exercise 5.11

#### Having fun with the Law of Large Numbers

The code is written as a gift for a great teacher and mentor

#### Concentration of measures: A simple observation

“It is of course impossible to even think the word Gaussian without immediately mentioning the most important property of Gaussian processes, that is concentration of measure.” M. Talagrand

#### Symmetry: Dimensionality reduction and generalization (Working on it)

Symmetry as an a priori information can lead to extensive dimensionality reduction (alleviation of curse of dimensionality) and extreme generalization power. I provide two examples: rotation and permutation invariance