Explore >> Select a destination
|
You are here 
|
ericphanson.com | ||
| | | | |
www.ethanepperly.com
|
|
| | | | | [AI summary] The provided text is a detailed mathematical exploration of Markov chains, focusing on their convergence properties, the role of reversibility in ensuring convergence to a stationary distribution, and the analysis of total variation distance and chi-squared divergence as measures of convergence. It also includes derivations of bounds on the mixing time of Markov chains and the application of spectral properties of the transition matrix to analyze convergence rates. | |
| | | | |
djalil.chafai.net
|
|
| | | | | This post is devoted to few convex and compact sets of matrices that I like. The set \( {\mathcal{C}_n} \) of correlation matrices. A real \( {n\times n} \) matrix \( {C} \) is a correlation matrix when \( {C} \) is symmetric, semidefinite positive, with unit diagonal. This means that \[ C_{ii}=1, \quad C_{ji}=C_{ji},\quad \left\geq0 \] for every \(... | |
| | | | |
mycqstate.wordpress.com
|
|
| | | | | Today I'd like to sketch a question that's been pushing me in a lot of different directions over the past few years --- some sane, others less so; few fruitful, but all instructive. The question is motivated by the problem of placing upper bounds on the amount of entanglement needed to play a two-player non-local... | |
| | | | |
aurimas.eu
|
|
| | | a.k.a. why you should (not ?) use uninformative priors in Bayesian A/B testing. | ||
