They asked questions about my job market paper and some statistical questions. The statistical part was about some variables with an assumed distribution - you are expected to use Bayes theorem to solve it.
Interview questions [1]
Question 1
Given three variables x, y, and z, where: x ~ n(0,1), z ~ n(0,sigma^2), and y = x + z.
x is independent of z. For a given draw of y, what is the expected distribution of x? p(x|y)
- Questions on Linear Algebra and Coding
- Discussion of a problem at the intersection of optimization and classical machine learning
- No behavioural questions or anything about my personality or work experience, the interview was purely technical
Interview questions [1]
Question 1
- Explain how to compute a product of two very large matrices in a computationally efficient way, using the structure of the problem and the matrices
Start with my own self-introduction and the interviewer's self-introduction first for five minutes, then a couple of technical questions for like thirty minutes, and in the end, questions for the interviewers about the company.
I received the interview a few weeks after applying online. During the interview i was asked by the interviewer about my past experience and also some other related technical questions.