One year ago I had the chance to take a class on Monte Carlo simulation with prof. Ion Văduva, and my assignment for the class was to implement exactly what it says in the title of the blog post. I am going to walk you through the idea behind this …

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## Optimizing Orthogonal Matching Pursuit code in Numpy, part 2

EDIT: There was a bug in the final version of the code presented here. It is fixed now, for its backstory, check out my blog post on it.

When we last saw our hero, he was fighting with the dreaded implementation of least-angle regression, knowing full well that it was …

## Optimizing Orthogonal Matching Pursuit code in Numpy, part 1

After intense code optimization work, my implementation of OMP finally beat least-angle regression! This was the primary issue discussed during the pull request, so once performance was taken care of, the code was ready for merge. Orthogonal matching pursuit is now available in scikits.learn as a sparse linear regression …

## Newton interpolation and numerical differentiation

I am sharing some Python code code that I wrote as a school assignment. This computes the Newton form of the interpolation polynomial of a given set of points, and allows for the evaluation of both the polynomial and its derivative, at a given point. This is an accurate way …