Category Archives: percolation theory

Sampling: Rejection, Reservoir, and Slice

Posted on 29 September 2018 by

An article by Suilou Huang for catatrophe modeler AIR-WorldWide of Boston about rejection sampling in CAT modeling got me thinking about pulling together some notes about sampling algorithms of various kinds. There are, of course, books written about this subject, … Continue reading →

Posted in accept-reject methods, American Statistical Association, Bayesian computational methods, catastrophe modeling, data science, diffusion processes, empirical likelihood, Gibbs Sampling, insurance, Markov Chain Monte Carlo, mathematics, Mathematics and Climate Research Network, maths, Monte Carlo Statistical Methods, multivariate statistics, numerical algorithms, numerical analysis, numerical software, numerics, percolation theory, Python 3 programming language, R statistical programming language, Radford Neal, sampling, slice sampling, spatial statistics, statistics, stochastic algorithms, stochastic search | Leave a comment

France, and Mathematics

Posted on 11 June 2016 by

Cédric Villani, does Mathematics. “Problems worthy of attack, prove their worth by hitting back.” — Piet Hein

Posted in abstraction, Google, mathematics, mathematics education, maths, networks, Pagerank, percolation theory, point pattern analysis, probability, rationality, reasonableness, stochastic algorithms | Leave a comment