As a result of a new work project, I've now gotten the opportunity to use Julia in anger. The first part of the project was a standard Julia task - a purely scientific R&D project, culminating in a command line script. The problem involves deriving algebraic constraints on a business …

I've switched this blog over to https. Some time back a talk was given by some folks at google arguing that we should use https everywhere, and I believe they are correct. Cloudflare (my CDN) made it very easy - I simply created a page rule for http://www.chrisstucchio.com …

I've just released a new version of my Python LRU Cache library. Source code is available on github.

The new version of the library allows you to evict keys from the cache using a daemon thread. Previous versions would only evict whenever a method was called on the cache. As …

The last month or so of my life hasn't been awesome. That's me prepped for surgery. But life is improving - I'm now out of the hospital, with both the upper and lower half of my body pain free! While I was inside, I had a lot of time to read …

Foundations of Data Science. I've read through the first few chapters + markov chains - so far this book is excellent. If you have an interest in data science, you should work through this book.

Handling Sparsity via the Horseshoe Prior. Very nice paper on Bayesian estimation of sparse signals.

Blind Denoising …

Complex Step Differentiation. This is so simple and perfect - for a real analytic function f(x), Im(f(x+ih)) = f'(z)+O(h^2). Proof is exactly what you think. Also related, which I linked to last time: Introduction to Automatic Differentiation

The MCMC Handbook.

Andrew Gelman has an …

Computers are made of metal. It's an important fact to remember. It's wonderful to treat the world as being made of category theory and lambda calculus. The world of math is wonderful and I enjoy it too much. But hidden underneath all that lovely abstraction lies a much less beautiful …

Hanuman issued biometric ID card. Ganesh is still the cutest of them all.

The Log: What every software engineer should know about real-time data's unifying abstraction

Microservice Prerequisites - a good guide. Also a great reason to stick to monolithic architecture for as long as possible. Relatedly, distributed balls of mud …

A commonly asserted fact is that as an individual employee's working hours increase, his hourly productivity decreases. This is supported by a variety of studies. This naturally begs the question - why do employers often demand that employees work for long hours? Are employers simply irrational? In this post I'll use …

Attribution theory is the practice in advertising where you attempt to figure out how to allocate credit for a sale to a given advertisement. I argue that attribution theory is asking the wrong question - it doesn't matter how to allocate credit for your past purchases. What matters is how to alter your advertising portfolio to maximize your next purchases.