The date of my last blog post — the 30th of August, 2013 — has been increasingly tormenting me (2013!) so I’ve decided that the start of the new year is as good a time as any to start writing here again.
I’m not entirely sure why blogging fell by the wayside in 2014. As my news feed suggests, it’s not as though there has been a lack of things to write about in the last 16 months:
a fantastic, month-long visit at Microsoft’s New York lab;
a two week visit to Tsinghua University as part of the Australia-China Young Scientist Exchange Program;
and last, but not least, Mindika Premachandra submitted her PhD thesis on prediction markets for review.
Amongst all that, I’ve been working with a number of collaborators on some fascinating connections via convex duality between fast rates for online learning, mirror descent, risk measures, prediction markets, and graphical models. You can grab preprints of some of this stuff on the arXiv (Risk Dynamics in Trade Networks and Generalized Mixability via Entropic Duality).
I’ve been meaning to write up some overviews of this most recent work for ages so expect some posts on risk measures and entropic duals very soon.Mark Reid January 5, 2015 Canberra, Australia