Markov chain

A repulsive random walk

May 28, 2010 | xi'an

Matt Asher posted an R experiment on R-bloggers yesterday simulating the random walk which has the property of avoiding zero by quickly switching to a large value as soon as is small. He was then wondering about the “convergence” of the random walk given that it moves very little once ... [Read more...]

Zone of instability

May 26, 2010 | Matt Asher

I woke up from my afternoon nap feeling a bit off-kilter, so I decided to go for another random walk. In particular, I wanted a journey that avoided the center, but didn’t just run for an exit either. After playing around for a while I came up with this: # ... [Read more...]

Computational Statistics

May 9, 2010 | xi'an

Do not resort to Monte Carlo methods unnecessarily. When I received this 2009 Springer-Verlag book, Computational Statistics, by James Gentle a while ago, I briefly took a look at the table of contents and decided to have a better look later… Now that I have gone through the whole book, I ...
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