1003 search results for "Latex"

Once you’re comfortable with 2-arrays and 2-matrices, you…

October 15, 2011
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Once you’re comfortable with 2-arrays and 2-matrices, you…

Once you’re comfortable with 2-arrays and 2-matrices, you can move up a dimension or two, to 4-arrays or 4-tensors. You can move up to a 3-array / 3-tensor just by imagining a matrix which “extends back into the blackboard”. Like a 5 × 5 ma...

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Maximum Loss and Mean-Absolute Deviation risk measures

October 14, 2011
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Maximum Loss and Mean-Absolute Deviation risk measures

During construction of typical efficient frontier, risk is usually measured by the standard deviation of the portfolio’s return. Maximum Loss and Mean-Absolute Deviation are alternative measures of risk that I will use to construct efficient frontier. I will use methods presented in Comparative Analysis of Linear Portfolio Rebalancing Strategies: An Application to Hedge Funds by

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plyr, ggplot2 and triathlon results, part II

October 13, 2011
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plyr, ggplot2 and triathlon results, part II

I ended my previous post by mentioning how one could imagine other ways of looking at the triathlon data with plyr and ggplot2. I couldn’t help but carry on playing with it so here are more stats and graphs from … Continue reading →

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Maximum likelihood

October 13, 2011
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Maximum likelihood

This post is one of those ‘explain to myself how things work’ documents, which are not necessarily completely correct but are close enough to facilitate understanding. Background Let’s assume that we are working with a fairly simple linear model, where … Continue reading →

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Le Monde puzzle [#743]

October 11, 2011
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Le Monde puzzle [#743]

As Le Monde weekend has yet again changed its format (with so much more advertisements for luxurious items that I sometimes wonder whether or not this is the weekend edition of Le Monde!], it took me a while to locate the mathematical puzzle. The good news is there now is a science&techno leaflet with, at

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understanding computational Bayesian statistics

October 9, 2011
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understanding computational Bayesian statistics

I have just finished reading this book by Bill Bolstad (University of Waikato, New Zealand) which a previous ‘Og post pointed out when it appeared, shortly after our Introducing Monte Carlo Methods with R. My family commented that the cover was nicer than those of my own books, which is true. Before I launch into

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Googling Bayes’ pictures

September 29, 2011
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Googling Bayes’ pictures

I am writing way too many posts in a row on Google tools. I promise I will think about something else soon. I find amusing the possibility to launch a search in Google images by just dragging a picture into … Continue reading →

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Bessel integral

September 28, 2011
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Bessel integral

Pierre Pudlo and I worked this morning on a distribution related to philogenic trees and got stuck on the following Bessel integral where In is the modified Bessel function of the first kind. We could not find better than formula 6.611(4) in Gradshteyn and Ryzhik. which is for a=0… Anyone in for a closed form

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Tikz Introduction

September 27, 2011
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Tikz Introduction

The pgf drawing package for LaTeX provides facilities for drawing simple of complicated pictures within a LaTeX document. There are many options available within the package and in this post we consider some of the basics to get up and running. Fast Tube by Casper As with all LaTeX documents we need to select a

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workshop in Columbia [day 3]

September 26, 2011
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workshop in Columbia [day 3]

Although this was only a half-day of talks, the third day of the workshop was equally thought-challenging and diverse.  (I managed to miss the ten first minutes by taking a Line 3 train to 125th street, having overlooked the earlier split from Line 1… Crossing south Harlem on a Sunday morning is a fairly mild

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