How Clear Probabilistic Models Can Strengthen Intelligent Systems in an Uncertain World

Software engineer Sai Bhargav Yalamanchi notes that mathematical tools helping practitioners interpret uncertainty have ...
PBS

Can a Chess Piece Explain Markov Chains?

In this episode probability mathematics and chess collide. In this episode probability mathematics and chess collide. What is the average number of steps it would take before a randomly moving knight ...
JSTOR Daily

Several Types of Ergodicity for M/G/1-type Markov Chains and Markov Processes

In this paper we study polynomial and geometric (exponential) ergodicity for M/G/1-type Markov chains and Markov processes. First, practical criteria for M/G/1-type Markov chains are obtained by ...
JSTOR Daily

Markov Chain Monte Carlo Convergence Assessment via Two-Way Analysis of Variance

In this article we discuss the problem of assessing the performance of Markov chain Monte Carlo (MCMC) algorithms on the basis of simulation output. In essence, we extend the original ideas of Gelman ...