This page is an assortment of interesting links and ressources I collect over time. Links to the major topics:

Deep Learning
Finance and Monetary System
Machine Learning and Statistics
Natural Language Processing and LLMs
Python
Rust
Software Development
Various
Virtual Reality

Deep Learning

A Visual Guide to Quantization | Maarten Grootendorst

keywords: deep learning, quantization

comment: The website provides very helpful visuals to understand quantization, which is often used for LLMs to run on less capable hardware.

info: blog | 2024-07-22 00:00:00

Defusing Diffusion Models | Paweł A. Pierzchlewicz

keywords: diffusion models, math

comment: Introduction to diffusion model maths with very nice visualizations.

info: blog | 2023-02-14

How diffusion models work: the math from scratch | Sergios Karagiannakos, Nikolas Adaloglou

keywords: diffusion models, math

comment: Walkthrough of math in diffusion models.

info: blog | 2022-09-29

Linear Diffusion: Building a Diffusion Model from linear Components

keywords: diffusion models, midjourney, dalle

comment: Explains the principles of a diffusion model and applies it to a linear approach to generate MNIST digits.

info: blog | 2023-04-23

Perspectives on diffusion

keywords: diffusion models, midjourney, dalle

comment: Introduction to diffusion models with a decent chunk of visualizations and sources.

info: blog | 2023-07-20

The Annotated Diffusion Model | Niels Rogge, Kashif Rasul

keywords: diffusion models, pytorch, python

comment: Tutorial for diffusion models with extensive code samples in pytorch

info: blog | 2022-06-07

Finance and Monetary System

Activist Treasury Issuance | Hudson Bay Capital

keywords: monetary policy, quantitative tightening, treasury issuance

comment: The report outlines mechanisms how adjusting the maturity profile of the treasury’s issuance could counteract the quantitative tightening efforts, thereby limiting the expected downside in the near term

info: research report | 2024-07-01

Code based illustration of the Silicon Valley Bank Failure | Ashwin Rao

keywords: bank failure, leverage, bond risk

comment: Interactive and code based explanation of the Silicon Valley Bank failure.

info: python google colab notebook

Dirk Ehnts über Staatsschulden & die Modern Monetary Theory | Jung & Naiv

keywords: monetary policy, government deficit, modern monetary theory

comment: Dirk Ehnts is an advocate of modern monetary policy (MMT). In most cases I personally disagree with the assessments from advocates of the MMT school. However, I still find it interesting and valuable to follow the discussion and then come up with arguments as to why I disagree and would not recommend to follow the policy implications. Certainly the polar opposite to the lecture by Lars Feld.

info: youtube | 2023-11-29

Modern Monetary Theory – An Overview

keywords: monetary policy, government deficit, modern monetary theory

comment: Report from the German Bundestag that lays our major points of criticism regarding the practical application of Modern Monetary Theory.

info: report | 2023-01-27 00:00:00

Money still matters for monetary policy presentation by Isabel Schnabel (ECB) | Isabel Schnabel (ECB)

keywords: inflation, money supply, macroeconomics, monetary policy

comment: After the recent decade of low inflation and nominal interest rates before covid, I thought it was quite interesting to read the view by the ECB on the inflation surge. Especially since it was argued in different outlets (talk shows, news papers, agencies) that the inflation was primarily a supply side shock, this analysis from the ECB seems quite balanced and acknowledges the potential inflationary pressure, depending on the regime a sovereign state is in.

info: blog | 2023-09-25

The benefits and costs of asset purchases | Isabel Schnabel (ECB)

keywords: monetary policy

info: speech transcript | 2024-05-28 00:00:00

Zur Sinnhaftigkeit von Schuldenbremsen und Fiskalregeln | Lars Feld (IFO Institute)

keywords: debt management, interest rates, debt brake, fiscal deficits

comment: This talk lays out the basic arguments for fiscal rules in general and specifically the debt brake in Germany. Since the topic is so frequently in media and talk shows, it is quite interesting to have the pro side of this debate laid out compactly. Aspect I would have liked a few words about: Focus on nominal debt vs interest expenses against background of recent low interest environment.

info: youtube | 2023-11-20

Machine Learning and Statistics

Science as Amateur Software Development | Richard McElreath

keywords: bayesian statistics, statistical inference, scientific research

comment: Talk by Richard McElreath (highly recommended content in general) about the importance of software development in science.

info: youtube | 2023-09-14

Statistical Rethinking (Bayesian Statistics) | Richard McElreath

keywords: bayesian statistics, statistical inference, scientific research

comment: Starts from the very principles and explains how we can reason about the world coming from a Bayesian point of view. Basically any content by Richard McElreath is of insanely high quality. Check out the Book “Statistical Rethinking” and accompanying code.

info: youtube | 2023-01-02

Stumpy docs

keywords: time series analysis, machine learning, feature transformation

comment: Python library to compute matrix profile. Represent time series as nearest neighbor distance of a sliding window. Can be used to represent a time series and identify outliers.

info: docs

Natural Language Processing and LLMs

BERTopic | Maarten Grootendorst

keywords: large language model, topic modeling, clustering

comment: Topic mining library based on BERT and c-TF-IDF. Haven't used it myself but looks very promising.

info: library

Chunking Visualizer for RAG

keywords: large language model, retrieval augmented generation

comment: Helps to visualize different approaches for chunking that is relevant when building RAG apps.

info: web app

Interactive LLM Visualization in Browser | Brendan Bycroft

keywords: natural language processing, large language model, evaluation

comment: Insanely cool visualization of the dimensions of the matrices in a transformer model. Together with the tutorial videos by Karpathy really helps to create a good intution for the structure of LLMs.

info: web app

RAG over complex PDFs

keywords: natural language processing, large language model, evaluation

comment: Goes into detail how to set up a python app to perform retrieval augmented generation (RAG) over complex PDFs.

info: youtube | 2023-12-07

Transformer Slide Deck | Lucas Beyer (Google Deepmind)

keywords: natural language processing, large language model

comment: Nice slide deck on the transformer logic.

info: powerpoint

Python

Writing Python like it's Rust | Kobzol

keywords: python, rust

comment: Describes what the author has learned from using Rust and how that informs the designs how he writes Python code. Interesting in terms of reliability and making code more reliable.

info: blog | 2023-05-20

Rust

My Ideal Rust Workflow

keywords: rust

comment: Blog post on working with rust. But the whole blog is briliant, also check out the other artices.

info: blog | 2021-10-26

Zig and Rust | Alex Kladov

keywords: rust, zig, programming languages

comment: This post compares Rust and Zig, which are quite popular at the moment, in terms of design and tooling. But this blog has in general many insightful articles.

info: blog | 2023-03-26