A Garden’s Tale

Before – We came home to this garden after 3.5 years away. During – We decided to do a little project. It took quite a bit longer than we anticipated… After But I think it’s all worth it.   Material cost: $1 per paver. Labour cost: $85 per squared meter. A pair of happy birds: Priceless

Privacy Preserving Outlier Detection: A Tutorial

Outlier detection is an important tool in risk modelling. In the context where data are distributed across multiple locations and data privacy is a concern, we need to start looking at privacy-preserving techniques for doing outlier detection. Linked here is a tutorial introduction to this topic I recently prepared. Privacy Preserving Outlier Detection The presentation … More Privacy Preserving Outlier Detection: A Tutorial

Privacy Preserving Support Vector Machines: A Simple Version

Suppose we have two entities P1 and P2 and P1 holds a training dataset and P2 holds a dataset . (Assume for simplicity that the x’s all have the same dimension and each y is a real number. We’ll deal with the case when P1 and P2 measure different sets of variables in a different … More Privacy Preserving Support Vector Machines: A Simple Version

PL/Fortran and PL/C++ on PostgreSQL and Greenplum

Most modern big data platforms support parallel execution of (non-native) code written in languages like Python, Perl, R, and Java. On Greenplum and HAWQ, two massively parallel relational database systems, these facilities come in the form of PL/Python, PL/Perl, PL/R, and PL/Java, which are inherited from PostgreSQL. These programming facilities are useful for a range … More PL/Fortran and PL/C++ on PostgreSQL and Greenplum

Survival Analysis using Logistic Regression

While doing a project involving survival analysis a while back, I learned a useful technique for reducing survival analysis to binary regression. The following discussion is adapted from Chapter 7 of Survival Analysis by David G. Kleinbaum. To illustrate how the technique works, consider a small data set with three subjects. Subjects 1 and 3 are … More Survival Analysis using Logistic Regression