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Measure Theory for Probability: A Very Brief Introduction

August 18, 2015 by Will Kurt

In this post we discuss an intuitive, high level view of measure theory and why it is important to the study of rigorous probability.

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August 18, 2015 /Will Kurt
August 2015, Integration
9 Comments

The Riemann Integral

August 04, 2015 by Will Kurt

The Fundamental Theorem of Calculus is a beautiful thing, but it fails to describe some very simple integrals. In this post we look at how the Riemann Integral can solve some of these problems.

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August 04, 2015 /Will Kurt
August 2015, Integration
1 Comment

Programming the Fundamental Theorem of Calculus

July 21, 2015 by Will Kurt

In this post we build an intuition for the Fundamental Theorem of Calculus by using computation rather than analytical models of the problem.

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July 21, 2015 /Will Kurt
July 2015, Integration
3 Comments

How Big is the Difference Between Being 90% and 99% Certain?

July 07, 2015 by Will Kurt

People often discuss the idea of being "90% certain" or "99% sure that this is true", but how big is the difference between these two values? It turns out that the difference between these values is similiar to the difference between having $10 and $100 in your wallet.

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July 07, 2015 /Will Kurt
July 2015
20 Comments

Rejection Sampling and Tricky Priors

June 23, 2015 by Will Kurt

We have looked at working with a variety of analytical priors, but how can you sample from a prior probability that is not so mathematically pleasant to work with? In this post we learn about Rejection Sampling as one method of solving this problem.

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June 23, 2015 /Will Kurt
June 2015, parameter estimation
10 Comments

Moments of a Random Variable Explained

June 09, 2015 by Will Kurt

Why is Variance related to X squared? To understand this we need to understand Moments of a Random Variable. Read on to learn about the relationship between Variance, Moments of a Random Variable and Jensen's inequality. 

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June 09, 2015 /Will Kurt
variance and expectation, June 2015
12 Comments

Writing Finnegans Wake with a Recurrent Neural Net

May 26, 2015 by Will Kurt

A short post playing with the idea of using a Recurrent Neural Network to automatically generate text from James Joyce's Finnegans Wake.

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May 26, 2015 /Will Kurt
May 2015, Machine Learning
10 Comments

Small List of Gigantic Books for Summer Reading!

May 20, 2015 by Will Kurt

Some people like "light" beach reading during the summer. I prefer sinking my teeth into a massive, challenging and summer long book. Here are a few of my favorites.

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May 20, 2015 /Will Kurt
May 2015
2 Comments
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