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| | | | | djalil.chafai.net | |
| | | | | Markov-Chains-Monte-Carlo (MCMC for short) methods are widely used in practice for the approximate computation of integrals on various types of spaces. More precisely, let \(\mu\) be a probability measure on \(E\), known only up to a multiplicative constant. Let \(K\) be an irreducible Markov kernel on \(E\). Then by using a classical Metropolis-Hastings type construction, one cook up a computable... | |
| | | | | isaacslavitt.com | |
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| | | | | doubleclix.wordpress.com | |
| | | | | I am spending this weekend with Yann LeCun (virtually, of course) studyingthe excellent video Lectures and slidesat the College de France.A set of 8 lectures by Yann LeCun (BTW pronounced as LuCaan) and 6 guest lectures. The translator does an excellent job - especially as it involves technical terms and concepts ! (I will post... | |
| | | | | djalil.chafai.net | |
| | | Let $X$ be an $n\times n$ complex matrix. The eigenvalues $\lambda_1(X), \ldots, \lambda_n(X)$ of $X$ are the roots in $\mathbb{C}$ of its characteristic polynomial. We label them in such a way that $\displaystyle |\lambda_1(X)|\geq\cdots\geq|\lambda_n(X)|$ with growing phases. The spectral radius of $X$ is $\rho(X):=|\lambda_1(X)|$. The singular values $\displaystyle s_1(X)\geq\cdots\geq s_n(X)$ of $X$ are the eigenvalues of the positive semi-definite Hermitian... | ||