Sigma-Algebras and Automatic Differentiation
I stumbled across these two post on wordpress this morning and they’re both excellent:
- The need for defining observations and then events/sigma-algebras on un-countably infinite domains, the “smallest” sigma-algebra, borel sigma-algebras and non-measurable sets: https://omnicognate.wordpress.com/2013/11/04/sigma-algebras-and-filtrations-in-probability-theory-part-1/
- Forward Mode Automatic Differentiation: for which I will provide a simple q/KDB example (translated from the Python in the article) sometime after Christmas: https://omnicognate.wordpress.com/2014/09/10/ad-algorithmicautomatic-differentiation/
Finally, this great joke on al-gebras and math instruction: https://www.youtube.com/watch?v=Pk-zBUDgesM
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