There is more than Monte Carlo when talking about randomized algorithms. It is not uncommon to see the expresions “Monte … More

# Category: Uncategorized

# Basic Statistics with Sympathy – Part 4: Building arbitrary RNGs in Sympathy

Remember your friend from our very first post? . Well, I am sorry to say that he never really reached … More

# Studying random variables with Doob-Martingales

Or “Martingales are awesome!”. In a previous post, we talked about bounds for the deviation of a random variable from … More

# Useful rules of thumb for bounding random variables (Part 2)

In the previous post we looked at Chebyshev’s, Markov’s and Chernoff’s expressions for bounding (under certain conditions) the divergence of … More

# Book Chapter Review: If your model is mis-specified, are you better off?

This post is my interpretation of Chapter 10 of the book “Advanced Data Analysis from an Elementary point of view“. … More