The optional stopping theorem states that for a martingale, stopping at a stopping time with finite expectation preserves the martingale property
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The optional stopping theorem states that for a martingale, stopping at a stopping time with finite expectation preserves the martingale property
Kolmogorov complexity
Kolmogorov complexity is uncomputable
the minimax theorem says: in zero-sum games, there's a saddle point strategy
In zero-sum games, minimax theorem guarantees a saddle point strategy
Law of large numbers
Law of large numbers: X̄_ n → μ as n → ∞ with probability 1
Local martingale
E[X_{n+1}|X_1,...,X_n] = X_n
temperature T in softmax(x/T) controls entropy: T→0 is argmax, T→∞ is uniform
As T approaches 0, softmax concentrates probabilities; as T approaches ∞, probabilities become uniform
t-SNE preserves local structure
t-SNE preserves local structure by converting distances to probabilities and minimizing Kullback-Leibler divergence
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