The recent The Atlantic article “The Man Who Broke Atlantic City” tells the story of Don Johnson who won millions of dollars in private room custom rules high stakes blackjack. The method Mr. Johnson reportedly used is, surprisingly, not card counting (as made famous by professor Edward O. Thorp in […]
Elon Musk’s writing about a Tesla battery fire reminded me of some of the math related to trying to estimate the rate of a rare event from a single occurrence of the event (plus many non-event occurrences). In this article we work through some of the ideas.
Recently Heroku was accused of using random queue routing while claiming to supply something similar to shortest queue routing (see: James Somers – Heroku’s Ugly Secret and more discussion at hacker news: Heroku’s Ugly Secret). If this is true it is pretty bad. I like randomized algorithms and I like […]
We describe ergodic theory in modern notation accessible to interested computer scientists. The ergodic theorem (http://en.wikipedia.org/wiki/Ergodic theory (link)) is an important principle of recurrence and averaging in dynamical systems. However, there are some inconsistent uses of the term, much of the machinery is intended to work with deterministic dynamical systems […]
Introduction To implement many numeric simulations you need a sophisticated source of instances of random variables. The question is: how do you generate them? The literature is full of algorithms requiring random samples as inputs or drivers (conditional random fields, Bayesian network models, particle filters and so on). The literature […]