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darrenjw.wordpress.com | ||
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isaacslavitt.com
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| | | | | [AI summary] The article discusses the German Tank Problem, a statistical estimation challenge where the goal is to infer the total number of tanks based on observed serial numbers, using Bayesian methods and MCMC libraries like Sampyl, PyMC3, and PyStan. | |
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www.ethanepperly.com
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| | | | | [AI summary] A computational scientist writes a detailed mathematical proof of the fundamental theorem of Markov chains using coupling methods. | |
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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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reasonabledeviations.com
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| | | Academic blog about quantitative finance, programming, maths. | ||