Posts Tagged ‘ Markov Chains ’

How to make an absurd twitter bot in python

March 20, 2014
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How to make an absurd twitter bot in python

In my last post, I outlined the steps I took to programmatically mimic the wine reviews of a dilettante sommelier. In this post, I'll explain the steps I took to create the twitter bot @HorseWineReview which combines a random wine with a random computer-generated review. I'll keep it short and sweet–the steps are as follows: »more

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Nonlinear Time Series just appeared

February 25, 2014
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Nonlinear Time Series just appeared

My friends Randal Douc and Éric Moulines just published this new time series book with David Stoffer. (David also wrote Time Series Analysis and its Applications with Robert Shumway a year ago.) The books reflects well on the research of Randal and Éric over the past decade, namely convergence results on Markov chains for validating […]

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How to fake a sophisticated knowledge of wine with Markov Chains

February 20, 2014
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How to fake a sophisticated knowledge of wine with Markov Chains

To the untrained (like me), wine criticism may seem like an exercise in pretentiousness. It may seem like anybody following a set of basic rules and knowing the proper descriptors can feign sophistication (at least when it comes to wine). In this post, we will be exploiting the formulaic nature of wine reviews to automatically »more

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Estimating rates from a single occurrence of a rare event

October 5, 2013
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Estimating rates from a single occurrence of a rare event

Elon Musk’s writing about a Tesla battery fire reminded me of some of the math related to trying to estimate the rate of a rare event from a single occurrence of the event (plus many non-event occurrences). In this article we work through some of the ideas. Elon Musk wrote that the issues of the […] Related posts: Sample size and power for rare events What is a large enough…

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Programming instrumental music from scratch

July 29, 2013
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Programming instrumental music from scratch

I recently posted about automatically making music. The algorithm that I made pulled out interesting sequences of music from existing songs and remixed them. While this worked reasonably well, it also didn't have full control over the basics of the music; it wasn't actually specifying which instruments to use, or what notes to play. Maybe I'm being a control freak, but it would be nice to have complete control over…

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More on Chutes & Ladders

May 20, 2013
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More on Chutes & Ladders

Matt Maenner asked about the sawtooth pattern in the figure in my last post on Chutes & Ladders. Damn you, Matt! I thought I was done with this. Don’t feed my obsession. My response was that if the game ends early, it’s even more likely that it’ll be the kid who went first who won. […]

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Chutes & ladders: How long is this going to take?

May 17, 2013
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Chutes & ladders: How long is this going to take?

I was playing Chutes & Ladders with my four-year-old daughter yesterday, and I thought, “How long is this going to take?” I saw an interesting mathematical analysis of the game a few years ago, but it seems to be offline, though you can read it via the wayback machine. But that didn’t answer my specific […]

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Six Fundamental Methods to Generate a Random Variable

January 20, 2012
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Introduction To implement many numeric simulations you need a sophisticated source of instances of random variables. The question is: how do you generate them? The literature is full of algorithms requiring random samples as inputs or drivers (conditional random fields, Bayesian network models, particle filters and so on). The literature is also full of competing [...] Related posts: What is a large enough random sample? Kernel Methods and Support Vector…

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