Category Archives: random walks
This is the second installment of the Podcast here, hopefully with better sound quality.
Hat tip to And then there’s Physics …: On climate change and Astrobiology , by Adam Frank.
I’m currently studying random walk and diffusion processes and their connections with random fields. I’m interested in this because at the core of dynamic linear models, Kalman filters, and state-space methods there is a random walk in a parameter space. … Continue reading