Category: Bernoulli factory

riddles on Egyptian fractions and Bernoulli factories

Two fairy different riddles on the weekend Riddler. The first one is (in fine) about Egyptian fractions: I understand the first one as Find the Egyptian fraction decomposition of 2 into 11 distinct unit fractions that maximises the smallest fraction. And which I cannot solve despite perusing this amazing webpage on Egyptian fractions and making […]

Bernoulli race particle filters

Sebastian Schmon, Arnaud Doucet and George Deligiannidis have recently arXived an AISTATS paper with the above nice title. The motivation for the extension is facing intractable particle weights for state space models, as for instance in discretised diffusions.  In most cases, actually, the weight associated with the optimal forward proposal involves an intractable integral which […]