Category: Rstat

This is not normal(ised)

“Sydney stations where commuters fall through gaps, get stuck in lifts” blares the headline. The story tells us that: Central Station, the city’s busiest, topped the list last year with...continue reading.

Efficient MCMC with Caching

This post is part of a running series on Bayesian MCMC tutorials. For updates, follow @StableMarkets. Metropolis Review Metropolis-Hastings is an MCMC algorithm for drawing samples from a distribution known up to...continue reading.

Le Monde puzzle [#1087]

A board-like Le Monde mathematical puzzle in the digit category: Given a (k,m) binary matrix, what is the maximum number S of entries with only one neighbour equal to one?...continue reading.

Direct Optimization of Hyper-Parameter

In the previous post (, it is shown how to identify the optimal hyper-parameter in a General Regression Neural Network by using the Sobol sequence and the uniform random generator...continue reading.