Contact: thickstn at cs.washington.edu

I am a PhD student in Computer Science & Engineering at the University of Washington, co-advised by Sham Kakade and Zaid Harchaoui. My current research interests include representation learning, time series models, structured prediction, and applications to music.

My resume is available here.

The MusicNet Dataset

Publications

John Thickstun, Zaid Harchaoui, and Sham Kakade. Learning Features of Music from Scratch. International Conference on Learning Representations (ICLR), 2017.

Notes and Tutorials

Conditional Random Fields as a generalization of logistic regression

Some notes on Hilbert-Schmidt operators

Heuristics for manipulating stochastic differential equations

Estimating the Shannon capacity of a graph

Finance

Three perspectives on the Black-Scholes formula:

Negative probabilities in the binomial option pricing model

Probability

The fast Johnson-Lindenstrauss transform

The coin flip martingale

Probability densities from a measure-theoretic perspective

Change of measure

Fun stuff

Some linguistic observations

The dangers of blindly changing variables

Quotient sigma-algebras

Climbing a tower of abstractions