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djalil.chafai.net | ||
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almostsuremath.com
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| | | | | I start these notes on stochastic calculus with the definition of a continuous time stochastic process. Very simply, a stochastic process is a collection of random variables $latex {\{X_t\}_{t\ge 0}}&fg=000000$ defined on a probability space $latex {(\Omega,\mathcal{F},{\mathbb P})}&fg=000000$. That is, for each time $latex {t\ge 0}&fg=000000$, $latex {\omega\mapsto X_t(\omega)}&fg=000000$ is a measurable function from $latex... | |
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thirdorderscientist.org
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jaberkow.wordpress.com
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| | | | | Lately I have been making use of a continuous relaxation of discrete random variables proposed in two recent papers: The Concrete Distribution: A Continuous Relaxation of Discrete Random Variables and Categorical Reparameterization with Gumbel-Softmax. I decided to write a blog post with some motivation of the method, as well as providing some minor clarification on... | |
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inventingsituations.net
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| | | Suppose you're buildinga widget that performs some simple action, which ends in either success or failure. You decide it needs to succeed 75% of the time before you're willing to release it. You run tentests, and seethat it succeeds exactly 8times. So you ask yourself, is that really good enough? Do you believe the test... | ||