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darrenjw.wordpress.com | ||
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noelwelsh.com
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djalil.chafai.net
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| | | | | 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... | |
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doubleclix.wordpress.com
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| | | | | 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... | |
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almostsuremath.com
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| | | The aim of this post is to motivate the idea of representing probability spaces as states on a commutative algebra. We will consider how this abstract construction relates directly to classical probabilities. In the standard axiomatization of probability theory, due to Kolmogorov, the central construct is a probability space $latex {(\Omega,\mathcal F,{\mathbb P})}&fg=000000$. This consists... | ||