Mathematics Screening

Answer each question independently. Difficulty varies, and you can complete the list over several sittings.

Linear Algebra

Move between algebraic, geometric, and spectral views of matrices.

  1. Matrix arithmetic and invariantsEasy · 4 min · 5 skills
  2. Detect dependence and use a basisEasy · 3 min · 3 skills
  3. Projection and orthogonal residualMedium · 3 min · 2 skills
  4. Thin QR and a least-squares fitMedium · 5 min · 2 skills
  5. Diagonalize a symmetric matrixMedium · 5 min · 4 skills
  6. Certify a quadratic formHard · 5 min · 2 skills
  7. SVD, best rank one, and PCA energyHard · 5 min · 3 skills

Calculus

Differentiate, approximate, and optimize scalar and vector-valued functions.

  1. Gradient and a normalized directionEasy · 3 min · 3 skills
  2. Vector chain ruleMedium · 4 min · 2 skills
  3. A two-variable quadratic approximationMedium · 5 min · 2 skills
  4. Classify all stationary pointsHard · 6 min · 3 skills
  5. Minimum under an equality constraintMedium · 4 min · 1 skills
  6. Implicit tangent slopeMedium · 3 min · 1 skills

Probability

Reason from events and conditioning through multivariate random variables and limit theorems.

  1. Count a union of selection eventsEasy · 3 min · 3 skills
  2. Bayes rule with a base rateMedium · 4 min · 4 skills
  3. A small discrete distributionEasy · 3 min · 5 skills
  4. Transform an exponential variableMedium · 4 min · 5 skills
  5. Read dependence from a joint tableHard · 6 min · 5 skills
  6. Approximate a binomial central rangeMedium · 4 min · 2 skills
  7. State the LLN operationallyEasy · 2 min · 1 skills

Statistics

Derive estimators and interpret uncertainty, tests, and simple models.

  1. Bias, variance, MSE, and consistencyMedium · 6 min · 4 skills
  2. Build and maximize a likelihoodMedium · 4 min · 2 skills
  3. Conjugate update and MAPMedium · 4 min · 2 skills
  4. Method of moments for an endpointEasy · 2 min · 1 skills
  5. Confidence interval with known varianceMedium · 3 min · 1 skills
  6. Hypotheses, critical region, and p-valueMedium · 4 min · 3 skills
  7. Chi-square goodness of fitHard · 5 min · 2 skills
  8. Fit a simple regression lineMedium · 5 min · 1 skills