Automatic Differentiation with Scala
This article is a worked-out exercise in applying the Scala type system to solve a small scale optimization problem. For this article we supply complete Scala source code (under a GPLv3 license) and...
View ArticleImportance Sampling
We describe briefly the powerful simulation technique known as “importance sampling.” Importance sampling is a technique that allows you to use numerical simulation to explore events that, at first...
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