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gregorygundersen.com | ||
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almostsuremath.com
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| | | | | It is quite common to consider functions of real-time stochastic process which depend on whether or not it crosses a specified barrier level K. This can involve computing expectations involving a real-valued process X of the form $latex \displaystyle V={\mathbb E}\left[f(X_T);\;\sup{}_{t\le T}X_t \ge K\right] &fg=000000$ (1) for a positive time T and function f:????. I... | |
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aakinshin.net
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| | | | | I have already discussed the concept of the quantile absolute deviation in several previous posts. In this post, we derive the equation for the relative statistical efficiency of the quantile absolute deviation against the standard deviation under the norma... | |
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www.raynergobran.com
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| | | | | In Monte Carlo integration, it is best to fill as much of the search space as possible with area under the curve to be integrated. | |
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sebastianraschka.com
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| | | I'm Sebastian: a machine learning & AI researcher, programmer, and author. As Staff Research Engineer Lightning AI, I focus on the intersection of AI research, software development, and large language models (LLMs). | ||