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 dfm.io
Autocorrelation time estimation | Dan Foreman-Mackey
| | gouthamanbalaraman.com
Variance Reduction in Hull-White Monte Carlo Simulation Using Moment Matching - G B
3.2 parsecs away

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| | This post explains how to use moment matching to reduce variance in Monte Carlo simulation of the Hull-White term structure model.
| | erikbern.com
The hacker's guide to uncertainty estimates ยท Erik Bernhardsson
2.3 parsecs away

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| | I made a New Year's resolution: every plot I make during 2018 will contain uncertainty estimates. Nine months in and I have learned a lot, so I put together a summary of some of the most useful methods.
| | tiao.io
Density Ratio Estimation for KL Divergence Minimization between Implicit Distributions | Louis Tiao
2.2 parsecs away

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| | This post demonstrates how to approximate the KL divergence (in fact, any f-divergence) between implicit distributions, using density ratio estimation by probabilistic classification.
| | haifengl.wordpress.com
LLM | Haifeng's Random Walk
15.8 parsecs away

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| Generative artificial intelligence (GenAI), especially ChatGPT, captures everyone's attention. The transformerbased large language models (LLMs), trained on a vast quantity of unlabeled data at scale, demonstrate the ability to generalize to many different tasks. To understand why LLMs are so powerful, we will deep dive into how they work in this post. LLM Evolutionary Tree...