Napkin Folding — camdp.com

Suppose we interested in generating exponential survival times with scale parameter \(\lambda\), and having \(\alpha\) probability of censorship, \(0 \le \alpha < 1\). This is actually, at least from what I tried, a non-trivial problem. I've derived a few algorithms: Algorithm 1  Generate \(T \sim \text{Exp}( \lambda )\). If \(\alpha = 0\), return \((T, 1)\).   Solve \(\frac{  \lambda h }{ \exp (\lambda h) -1 } = \alpha \) for \(h\).  Generate \(E \sim  \text{TruncExp}( \lambda, h )\), where \(\text{TruncExp}\) is...

Preface: This example is a (greatly modified) excerpt from the open-source book Bayesian Methods for Hackers, currently being developed on Github Adapted from an example by Ted Dunning of MapR Technologies The Multi-Armed Bandit Problem Suppose you are faced with \(N\) slot machines (colourfully called multi-armed bandits). Each bandit has an unknown probability of distributing a prize (assume for now the prizes are the same for each bandit, only the probabilities differ). Some bandits are very generous, others not so...

(originally posted on camdp.com) Preface: This example is a (greatly modified) excerpt from the open-source book Bayesian Methods for Hackers, currently being developed on Github ;) Why is sorting from "best" to "worst" so difficult? Consider ratings on online products: how often do you trust an average 5-star rating if there is only 1 reviewer? 2 reviewers? 3 reviewers? We implicitly understand that with such few reviewers that the average rating is not a good reflection of the true value...

(Originally on camdp.com) While designing my new apartment, I found a very cool use of machine learning. Yes, that's right, you can use machine learning in interior design. As crazy as it sounds, it is completely legitimate. The Problem I like to show off my collection of books. And with nice new bookshelves in my apartment, I wanted to display the book collection in an interesting way. I've seen organizing books by colour and gradient, a visual trick I find...