Latest from the Blog
- How would Pascal and Fermat have solved the Monty Hall problem?Background In 1654 French mathematicians Pascal and Fermat were actively engaged in a correspondence regarding some problems involving games of chance. For example, suppose there are two players each having several turns to make a certain number of points to win a game—e.g., by rolling a die. If the game is interrupted midway and the… Read more: How would Pascal and Fermat have solved the Monty Hall problem?
- Combining symbolic computation systems with numeric computation systems — Part IIThis post is a follow-up to my recent one (link) regarding symbolic computation. Application 1: Laplace approximation One of the difficulties in applying Bayesian methods to data analysis has to do with finding closed-form solutions for the posterior density function, . Nowadays, the most commonly used approaches use sophisticated Markov Chain Monte Carlo (MCMC) algorithms… Read more: Combining symbolic computation systems with numeric computation systems — Part II
- Combining symbolic computation systems with numeric computation systems — Part ISince most of my work involves numeric computation, such as processing data and fitting statistical models to such data, I’ve never really paid much attention to computer algebra systems. These systems perform symbolic computation on mathematical expressions. For example, such a system can expand and factor polynomials, take derivatives of functions, solve definite and indefinite… Read more: Combining symbolic computation systems with numeric computation systems — Part I