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djalil.chafai.net | ||
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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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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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danieltakeshi.github.io
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| | | | | In my STAT 210A class, we frequently have to deal with the minimum of asequence of independent, identically distributed (IID) random variables. Thishappens b... | |
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zevross.com
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| | | We use the R library mgcv for modeling environmental data with generalized additive models (GAMs). It's a great library loaded with functionality but we often find that the default diagnostic ... | ||