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SMC sampler | Journey into Randomness
https://linbaba.wordpress.com/2012/09/29/smc_sampler
September 29, 2012 at 9:21 pm ( Monte Carlo. Tags: Sequential monte carlo. Sequential Monte Carlo (SMC) methods are usually designed to deal with probability distributions of increasing dimensions. The canonical example is the sequence of distributions. Is a hidden Markov chain and. Is an observation process. The notation. Is a shortcut for. This is usually called a Hidden Markov Model. In the literature. If the Markov chain. Is a probability on. Is typically very easy to sample from and. This algorithm ...
Travelling between cities … | Journey into Randomness
https://linbaba.wordpress.com/2011/12/19/travelling-between-cities
Travelling between cities …. December 19, 2011 at 12:29 am ( probability. Consider the standard plane lattice. And suppose that each point. Represents a city. Each city is connected to its. Neighbors only and each edge. Carries a weight that represents the time it takes to go from city. A natural question is the following:. Given two (non-neighboring) cities on the map, how long does take to travel between them? In other words, each edge of the lattice. Carries a random variable. For those who want to pl...
An army of gamblers and a martingale | Journey into Randomness
https://linbaba.wordpress.com/2012/09/22/gamblers
An army of gamblers and a martingale. September 22, 2012 at 9:12 pm ( markov chain. Start flipping a coin. How long should you wait (on average) before observing the pattern. Easy you might say, that’s simply the hitting time of the state. Of the following Markov chain. Indeed, one can solve this kind of problem using a first step analysis. In other words, if. Is the expected number of steps before reaching. Is the expected number of steps before reaching. Is the expected number of steps before reaching.
A sweet probabilistic proof that zeta(2)=… | Journey into Randomness
https://linbaba.wordpress.com/2012/06/24/zeta-two-probabilistic-proof
A sweet probabilistic proof that zeta(2)=…. June 24, 2012 at 5:19 pm ( Brownian motion. Tags: "brownian conformal invariance". Zeta series probabilistic proof martingale euler. Here is a delightful probabilistic proof that. Extracted from a recent article. This starts with pretty lemma (which can originally be found in this article. On the exit time of a. Function on the neighbourhood of the unit disk. This function maps the unit disk. A two dimensional brownian motion started at. To exit the domain.
17×17 Challenge | Journey into Randomness
https://linbaba.wordpress.com/17x17-challenge
The other day I stumbled upon this blog post. One could read the following:. The 17×17 challenge:. Worth $289.00. I am not kidding. The n x m grid is c-colorable if there is a way to c-color the vertices of the n x m grid so that there is no rectangle with all four corners the same color. (The rectangles I care about have the sides parallel to the x and y axis.). The 17×17 challenge:. It all started over there,. An excellent article in bit-player. Of attacking the problem,. Also mentioned the challenge.
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Martingales and Elementary Integrals | Almost Sure
https://almostsure.wordpress.com/2009/12/06/martingales-and-elementary-integrals
Martingales and Elementary Integrals. Filed under: Filtrations and Processes. 8212; George Lowther @ 4:35 PM. Is a stochastic process which stays the same, on average. That is, the expected future value conditional on the present is equal to the current value. Examples include the wealth of a gambler as a function of time, assuming that he is playing a fair game. The canonical example of a continuous time martingale is Brownian motion. And, in discrete time, a symmetric random walk. Is said to be. Is a s...
Martingales are Integrators | Almost Sure
https://almostsure.wordpress.com/2010/03/22/martingales-are-integrators
Filed under: Martingales as Integrators. 8212; George Lowther @ 11:45 AM. A major foundational result in stochastic calculus is that integration can be performed with respect to any local martingale. In these notes, a semimartingale. Every local martingale is a semimartingale. This result can be combined directly with the fact that FV processes are semimartingales. Every process of the form X=M V. For a local martingale M. And FV process V. Let us now move on to the proof of Theorem 1. Noting that, by lo...
The Stochastic Integral | Almost Sure
https://almostsure.wordpress.com/2010/01/03/the-stochastic-integral
Filed under: Stochastic Calculus Notes. 8212; George Lowther @ 2:00 PM. Having covered the basics of continuous-time processes and filtrations. In the previous posts, I now move on to stochastic integration. In standard calculus and ordinary differential equations, a central object of study is the derivative. This does, however, require restricting attention to differentiable functions. By integrating, it is possible to generalize to bounded variation. Is such a function and. This method was later extend...
RStudio is good for you | Statisfaction
https://statisfaction.wordpress.com/2011/04/29/rstudio-is-good-for-you
Skip to search - Accesskey = s. RStudio is good for you. By Julyan Arbel on 29 April 2011. I was recently introduced to RStudio. A new integrated development environment for R, it is just amazing! It is free, and open, compatible with PC/Mac/Linux OSs. You can also choose to run it in the cloud, and access it from your favorite web browser. Icons (as well as saving, printing), or by a shortcut (Command or Ctrl Enter). For more shortcuts you can check this page. Laquo; How to make a poster with LaTeX.
Rao’s Quasimartingale Decomposition | Almost Sure
https://almostsure.wordpress.com/2012/06/18/raos-quasimartingale-decomposition
Rao’s Quasimartingale Decomposition. Filed under: Stochastic Calculus Notes. The General Theory of Semimartingales. 8212; George Lowther @ 12:30 PM. In this post I’ll give a proof of Rao’s decomposition for quasimartingales. That is, every quasimartingale decomposes as the sum of a submartingale and a supermartingale. Equivalently, every quasimartingale is a difference of two submartingales, or alternatively, of two supermartingales. This was originally proven by Rao ( Quasi-martingales. Rao’s deco...
Unfortunate typos in read paper | Statisfaction
https://statisfaction.wordpress.com/2014/12/03/unfortunate-typos-in-read-paper
Skip to search - Accesskey = s. Unfortunate typos in read paper. By nicolaschopin on 3 December 2014. Mathieu and I have just realised that the version. Of our SQMC paper made available on the RSS web site contains several unfortunate typos. In particular, the symbol for “small o” has been replaced by a “big O” by editors. For instance, Theorem 9 should state the QMC beats standard SMC; i.e. the MSE (mean square error) of an SQMC estimator is. But in the RSS version, it reads. Laquo; SQMC read paper.
robustmathematicalmodeling.blogspot.com
The Robust Mathematical Modeling Blog: Uncertainty Quantification at the Statistical and Applied Mathematical Sciences Institute
http://robustmathematicalmodeling.blogspot.com/2011/11/uncertainty-quantification-at.html
The Robust Mathematical Modeling Blog. When modeling Reality is not an option. Friday, November 25, 2011. Uncertainty Quantification at the Statistical and Applied Mathematical Sciences Institute. Here are different videos available from the Statistical and Applied Mathematical Sciences Institute. That features several workshops on Uncertainty Quantification:. See their 2011-12 Program on Uncertainty Quantification. October 14, 2011. October 14, 2011. October 14, 2011. October 14, 2011. September 9, 2011.
robustmathematicalmodeling.blogspot.com
The Robust Mathematical Modeling Blog: April 2012
http://robustmathematicalmodeling.blogspot.com/2012_04_01_archive.html
The Robust Mathematical Modeling Blog. When modeling Reality is not an option. Sunday, April 8, 2012. Mathematical Foundations of V&V Pre-publication NAS Report. From the Various Consequences Blog. I found that the National Academy Press is about to release a report on the Mathematical Foundations of Validation, Verification and Uncertainty Quantification. Is available on the National Academies Press site. Recent connection between Compressive Sensing and Uncertainty Quantification. Workflow for Completi...
robustmathematicalmodeling.blogspot.com
The Robust Mathematical Modeling Blog: Why Economics Needs Data Mining
http://robustmathematicalmodeling.blogspot.com/2011/12/why-economics-needs-data-mining.html
The Robust Mathematical Modeling Blog. When modeling Reality is not an option. Wednesday, December 28, 2011. Why Economics Needs Data Mining. From Mathbabe's Economist versus quant. Video is featured in INET's website. Subscribe to: Post Comments (Atom). The Robust Mathematical Group at SCM. Description of the program starts here. Enter your email address:. Congrats to John Moeller, Ph.D. My student John Moeller (moeller.fyi) just defended his Ph.D thesis today! Hypersonics Basic and Applied Lectures.
robustmathematicalmodeling.blogspot.com
The Robust Mathematical Modeling Blog: December 2011
http://robustmathematicalmodeling.blogspot.com/2011_12_01_archive.html
The Robust Mathematical Modeling Blog. When modeling Reality is not an option. Wednesday, December 28, 2011. Why Economics Needs Data Mining. From Mathbabe's Economist versus quant. Video is featured in INET's website. Subscribe to: Posts (Atom). The Robust Mathematical Group at SCM. Description of the program starts here. Enter your email address:. Bayes, reproducibility, and the quest for truth. KDnuggets: Data Mining and Analytics. 7 Big Data Steps in Health Science. Take that, Bruno Frey! Regular rea...
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Journey into Randomness | random stuffs, mainly related to randomness
September 29, 2012 at 9:21 pm ( Monte Carlo. Tags: Sequential monte carlo. Sequential Monte Carlo (SMC) methods are usually designed to deal with probability distributions of increasing dimensions. The canonical example is the sequence of distributions. Is a hidden Markov chain and. Is an observation process. The notation. Is a shortcut for. This is usually called a Hidden Markov Model. In the literature. If the Markov chain. Is a probability on. Is typically very easy to sample from and. This algorithm ...
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Väl hemma efter jakten hade Qulla börjat valpa! Hade precis kommit en lite godbit, helt blöt och go'! Nu blir det att sova några timmar, god natt! 2015-08-02 @ 05:31:11 Permalink. Som övergår i söndag! Natten spenderades med storebror Ville på grävlingsjakt hemma! Blev en spännande natt där Hubbe hittade på grävling under en lada som vi aldrig fick läge att skjuta! Sen gick den lös och iväg 7 km! När vi väl var framme så stod Hubbe och ståndade grävlingen under en stor sten! Att göra saft på älgört!
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