Machine Learning Trick of the Day (4): Reparameterisation Tricks

Our ability to rewrite statistical problems in an equivalent but different form, to reparameterise them, is one of the most general-purpose tools we have in mathematical statistics. We used reparameterisation in all the tricks we explored in this series so far: trick 1 re-expressed a … Continue reading Machine Learning Trick of the Day (4): Reparameterisation Tricks