What Every Data Scientist Should Know About Floating Point
What Every Data Scientist Should Know About Floating Point (link)
Importance Sampling
We describe briefly the powerful simulation technique known as “importance sampling.” Importance sampling is a technique that allows you to use numerical simulation to explore events that, at first look, appear too rare to be reliably approximated numerically. The correctness of importance sampling follows almost immediately from the definition of […]
Automatic Differentiation with Scala
This article is a worked-out exercise in applying the Scala type system to solve a small scale optimization problem. For this article we supply complete Scala source code (under a GPLv3 license) and some design discussion.