My Personal Blog
In the simplest implementations of reinforcement learning, state and action spaces are represented as tables. The entries in these tables correspond to the value estimates of particular states or actions. For these simple implementations, whether the action or state space are of a fixed size isn’t a concern. If a state has a different action […]
Thoughts on RL with a changing action/state space Read More »
Computers aren’t getting faster anymore. Well, computers are still getting “faster” but not in the traditional sense. The speed of computerswas historically given in terms of the clock speed or frequency of the Central Processing Unit (CPU). After the introduction of the first commercial CPU in 1971 (The intel C4004 that I’ve attempted to capture
Designing algorithms for parallel computing Read More »
In the puzzle known as Tower of Hanoi (named after the style of buddhist temples in Vietnam, I assume) , you have three rods or pegs and a number of disks of different diameters. The puzzle begins with a set up like the one shown below (for three disks) where all of the disks are
Solving the Tower of Hanoi puzzle using recursion Read More »
The Particle Filter … this doesn’t look like a phrase you’d expect to see on a statistics and operational research blog, maybe in a fluid dynamics textbook. Despite this, the particle filter is an incredibly current method of inference in statistics. The name is just a result of an old mathematical convention that has stuck
The Particle Filter Read More »
In the early 1960s, the Soviet Union was giving their cold war enemies the USA a thrashing in the space race. In response, president John F. Kennedy decided to focus NASAs efforts on getting a human to set foot on the moon to try and score a big victory for the Americans. This challenge was
How NASA used the Kalman Filter in the Apollo program Read More »
In today’s blog post I want to give a very brief overview of a problem that is so important it features in the Clay Mathematical Institute’s “Millennium Problems“, a list of problems that were considered the most important and challenging unsolved problems in the field of mathematics at the turn of the millennium. The problem
The P vs NP Problem Read More »
How studying the brain is helping to build “brains”. Unless you’ve been living under a rock for the last few years, you’ve probably heard of the terms machine learning and neural networks. Maybe you saw the media frenzy surrounding the Go match between GOAT Lee Sedol and the computer program alphaGo (If not, I recommend
Artificial Neural Networks Read More »
Bootstrapping is an incredibly intuitive and powerful tool in statistics. We resample sampled data many times to generate a sampling distribution for a given statistic from which we can calculate a standard error for that statistic.
Bootstrapping in Statistics Read More »
Portfolio Optimisation is a statistical tool used in finance to try and quantify the uncertainty associated with a collection of assets, be these stocks, currencies, commodities, bonds etc., based on their historical performance.
Portfolio Optimisation Read More »