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MCMC programming in R, Python, Java and C – Darren Wilkinson's research blog
https://darrenjw.wordpress.com/2010/04/28/mcmc-programming-in-r-python-java-and-c
Darren Wilkinson's research blog. Statistics, computing, data science, Bayes, stochastic modelling, systems biology and bioinformatics. Feeds for this blog. A scalable particle filter in Scala. First steps with monads in Scala. HOFs, closures, partial application and currying to solve the function environment problem in Scala. Data frames and tables in Scala. Calling R from Scala sbt projects using rscala. Calling Scala code from R using rscala. Index to first 50 posts. Darrenjw’s twitter feed. I find ea...
Stochastic Volatility | Maths, Stats & Functional Programming
https://idontgetoutmuch.wordpress.com/2015/03/11/stochastic-volatility
Maths, Stats and Functional Programming. Formerly known as Idontgetoutmuch's Weblog. March 11, 2015. March 11, 2015. Simple models for e.g. financial option pricing assume that the volatility of an index or a stock is constant, see here. For example. However, simple observation of time series show that this is not the case; if it were then the log returns would be white noise. There is evidence that Stochastic Volatility models ( Kim, Shephard, and Chib (1998). Fridman and Harris (1998). Give an example ...
The Nearest Correlation Matrix | Nick Higham
https://nickhigham.wordpress.com/2013/02/13/the-nearest-correlation-matrix
Applied mathematics, software and workflow. Posts at SIAM News. SIAM Conference on Computational Science and Engineering 2013 Preview →. The Nearest Correlation Matrix. February 13, 2013. A correlation matrix is a symmetric matrix with unit diagonal and nonnegative eigenvalues. In 2000 I was approached by a London fund management company who wanted to find the nearest correlation matrix (NCM) in the Frobenius norm to an almost correlation matrix. The alternating projections algorithm is widely used, but ...
Gibbs sampling a Gaussian Markov random field (GMRF) using Java – Darren Wilkinson's research blog
https://darrenjw.wordpress.com/2012/06/01/gibbs-sampling-a-gaussian-markov-random-field-gmrf-using-java
Darren Wilkinson's research blog. Statistics, computing, data science, Bayes, stochastic modelling, systems biology and bioinformatics. Feeds for this blog. A scalable particle filter in Scala. First steps with monads in Scala. HOFs, closures, partial application and currying to solve the function environment problem in Scala. Data frames and tables in Scala. Calling R from Scala sbt projects using rscala. Calling Scala code from R using rscala. Index to first 50 posts. Darrenjw’s twitter feed. The model...
Getting started with Bayesian variable selection using JAGS and rjags – Darren Wilkinson's research blog
https://darrenjw.wordpress.com/2012/11/20/getting-started-with-bayesian-variable-selection-using-jags-and-rjags
Darren Wilkinson's research blog. Statistics, computing, data science, Bayes, stochastic modelling, systems biology and bioinformatics. Feeds for this blog. A scalable particle filter in Scala. First steps with monads in Scala. HOFs, closures, partial application and currying to solve the function environment problem in Scala. Data frames and tables in Scala. Calling R from Scala sbt projects using rscala. Calling Scala code from R using rscala. Index to first 50 posts. Darrenjw’s twitter feed. Covariate...
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SITIO OFICIAL DE INFORMACIÓN DE LA PROVINCIA DE LOJA, ECUADOR Y EL MUNDO. Jueves, 2 de junio de 2016. José Castillo: “He dispuesto desvió de fondos para no paralizar proyecto Regenerar” (vídeo). Enviar por correo electrónico. Martes, 28 de febrero de 2012. El perdón presidencial se dio en un acto político y mediático. El perdón presidencial se dio en un acto político y mediático. Enviar por correo electrónico. Régimen llama a FF.AA. a combatir crimen. Régimen llama a FF.AA. a combatir crimen. La economía...
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Lindon Storage Center offers safe and secure storage units at an affordable price. We offer a variety of storage sizes, including office and shop units! We have been in business for over 30 years, we are family owned and operated and have been in the same location since we opened our doors. Large aisles make it a breeze to get trailers in and out, while leaving plenty of room to get around for others. Get the best that Utah County. 98 South State Street. Lindon, UT 84042.
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