The Curious Engineer

All blogs / Haskell

Maths, Stats & Functional Programming

idontgetoutmuch.wordpress.com

Formerly known as Idontgetoutmuch's Weblog

HaskellMathAI / MLScienceEngineering blogs

’10’15’20’25
Posts
85 from 17 Apr 2008 to 26 Apr 2020
Posting
quiet since 2020
Kind
personal blog
Feed
https://idontgetoutmuch.wordpress.com/feed/

2020 1

  1. Stochastic Systems, Fokker-Planck and the Heat Equation via Haskell

2019 3

  1. One Dimensional Heat Equation via SUNDIALS and Haskell
  2. Naperian Functors meet surface sea temperatures
  3. Data Science in Haskell: An example using temperature data from Thailand and Myanmar

2018 5

  1. Estimating Parameters in Chaotic Systems
  2. Cartography in Haskell
  3. Workshop on Numerical Programming in Functional Languages (NPFL)
  4. Implicit Runge Kutta and GNU Scientific Library
  5. Reproducibility and Old Faithful

2017 5

  1. Haskell for Numerics?
  2. Trouble with Tribbles
  3. Warming up for NUTS (No U-Turn)
  4. Calling Haskell from C
  5. UK / South Korea Trade: A Bayesian Analysis

2016 8

  1. Mercator: A Connection with Torsion
  2. Modelling an Ecosystem via Hamiltonian Monte Carlo
  3. Ecology, Dynamical Systems and Inference via PMMH
  4. Fun with LibBi and Influenza
  5. Every Manifold is Paracompact
  6. The Lie Derivative
  7. Particle Smoothing
  8. Inferring Parameters for ODEs using Stan

2015 12

  1. Naive Particle Smoothing is Degenerate
  2. Floating Point: A Faustian Bargain?
  3. Girsanov’s Theorem
  4. Stochastic Integration
  5. Conditional Expectation under Change of Measure
  6. Some Background on Hidden Markov Models
  7. Population Growth Estimation via Hamiltonian Monte Carlo
  8. Population Growth Estimation via Markov Chain Monte Carlo
  9. The Flow of the Thames: An Autoregressive Model
  10. Rejection Sampling
  11. Stochastic Volatility
  12. A Type Safe Reverse or Some Hasochism

2014 15

  1. Stopping Times
  2. Fun with (Extended Kalman) Filters
  3. Haskell Vectors and Sampling from a Categorical Distribution
  4. Importance Sampling
  5. Fun with (Kalman) Filters Part II
  6. Fun with (Kalman) Filters Part I
  7. Gibbs Sampling in Haskell
  8. A Monoidal Category Example
  9. Hölder’s and Minkowski’s Inequalities
  10. Gibbs Sampling in R, Haskell, Jags and Stan
  11. Student’s T and Space Leaks
  12. Bayesian Analysis: A Conjugate Prior and Markov Chain Monte Carlo
  13. Laplace’s Equation in Haskell: Using a DSL for Stencils
  14. Getting Financial Data in R
  15. Fundamental Group of the Circle

2013 12

  1. Haskell, Ising, Markov & Metropolis
  2. Parking in Westminster: An Analysis in Haskell
  3. Backpropogation is Just Steepest Descent with Automatic Differentiation
  4. The Precession of the Perihelion of Mercury via Legendre Polynomials
  5. Planetary Simulation with Excursions in Symplectic Manifolds
  6. Neural Networks and Automated Differentiation
  7. Cabal Hacking at OdHac
  8. Logistic Regression and Automated Differentiation
  9. Regression and Automated Differentiation
  10. Comonads, Life and Klein Bottles
  11. Parallelising Path Dependent Options in Haskell
  12. Option Pricing Using Haskell Parallel Arrays

2012 8

  1. Plotting a Distribution
  2. The Metropolis Algorithm
  3. A Triple Birthday Paradox
  4. The Implicit Euler Method
  5. Solving a Partial Differential Equation Comonadically
  6. The Quadratic Variation of Brownian Motion
  7. A Note on the Symmetric Random Walk
  8. Catamorphisms are Post Order, Anamorphisms are Pre Order

2011 6

  1. A Topos Example Part 1
  2. Anamorphism Example
  3. Doob’s Inequality II
  4. Doob’s Inequality
  5. Monadic Caching Folds
  6. A Martingale Example

2009 1

  1. Tensor Derivation

2008 9

  1. Skorokhod Representation of a Random Variable
  2. Immersions
  3. (Induced) Covariant Derivative
  4. Isomorphic Types
  5. Product Rule for Tensors
  6. Tensor Derivations
  7. Sub-manifolds
  8. Differential of a Linear Map
  9. Integral Curves