Sebastian's slow blog

  • History of Monte Carlo Methods - Part 3

    Sebastian Nowozin - Fri 13 November 2015 -

    This is the third part of a three part post. The first part covered the early history of Monte Carlo and the rejection sampling method, the second part covered sequential Monte Carlo.

    Part 3

    In this part we are going …


  • History of Monte Carlo Methods - Part 2

    Sebastian Nowozin - Fri 30 October 2015 -

    This is the second part of a three part post. The last part covered the early history of Monte Carlo and the rejection sampling method.

    Part 2

    In this part we are going to look at importance sampling and sequential …


  • History of Monte Carlo Methods - Part 1

    Sebastian Nowozin - Fri 16 October 2015 -

    Some time ago in June 2013 I gave a lab tutorial on Monte Carlo methods at Microsoft Research. These tutorials are seminar-talk length (45 minutes) but are supposed to be light, accessible to a general computer science audience, and fun …


  • The Julia language for Scientific Computing

    Sebastian Nowozin - Fri 02 October 2015 -

    Julia is a relatively new programming language with the declared goal to become the leading language for scientific computing.

    I have probably annoyed half of my colleagues by raving about how great the language is and what it is good …


  • How good are your beliefs? Part 2: The Quiz

    Sebastian Nowozin - Fri 18 September 2015 -

    This post continues the previous post, part 1 on scoring rules. However, today we will be more hands on, testing your skill of making good and well-calibrated predictions.

    To this end, I will ask you several questions about numerical quantities …