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Author: Heiko Wagner

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Notes on stochastic count processes with independent non stationary increments

Problem Statement Let thus , we construct a stochastic process as , this kind of random variable are called hypoexponential random variables. We define a counting process such that . …

All Articles / Coding / Large Language Models / Python

Generalized Semantic Regression using Contextual Embeddings

In many applications actuaries, data scientists or researchers are confronted with datasets like shown in Table 1. While nominal variables, as in the first or second column, can be used …

Coding / Introduction / Passwords / Python / Python

Guessing Passwords using an LSTM Network

Introduction A while ago I applied NLP strategies to implement an algorithm that is capable to guess a password. Since then a new method called transformer was developed and successfully …

All Articles / Finance / Introduction

Expected maxima of a Brownian Motion- Does my stock trading strategy work?

I recently realized that I have a certain habit when it comes to stock trading even though I used to tell myself that “every trading strategy is useless because the …

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Estimating the extrema of noisy curves and optimization using spline surface approximation

Estimating maxima and minima of a noisy curve turns out to be very hard and to a large part is still an open question. In this blog post we will discover some strategies …

All Articles / Introduction

A WordPress Plugin to embed raw.githubusercontent

Working at my post about the dask cluster, I realized that the code snippets presented in the post will eventually change in my GitHub Repo. I wanted to avoid having …

All Articles / Cluster / Kubernetes / Python

Building a minimal, cost efficient Dask cluster

In this article we will show a way to do high performance parallel computing at a Kubernetes cluster using task. A primary focus is that we want to archive the …

All Articles / Coding / Fundamentals / Introduction

Frequency-Severity Modeling in consideration of COVID-19 induced effects

This post is supposed to give a brief introduction in Frequency-Severity models. These models are very popular for determine the optimal price for an insurance. We will take a look …

All Articles / Coding / Python

Kernel Regression using the Fast Fourier Transform

1. Setup In a previous post it was shown how to speed up the computation of a kernel density using the Fast Fourier Transform. Conceptually a kernel density is not …

All Articles / Hardware

Cluster Monitoring using a ST7789 Display

In the articles Kuberentes at an OrangePi and Setting up the OrangePi it was described how I build my toy cluster. Meanwhile the cluster received some updates. Two more nodes …

All Articles / Coding / Python

Fast Kernel Density Estimation using the Fast Fourier Transform

1. Setup This Post is about how to speed up the computation kernel density estimators using the FFT (Fast Fourier Transform). Let be be a random sample drawn from an …

All Articles / Coding / Fundamentals / Python / Spark

Non-Linear Classification Methods in Spark

In a previous post I covered how to apply classical linear estimators like support vector machines or logistic regression to a non-linear dataset using the kernel method. This article can …

All Articles / Fundamentals / Hardware

Kubernetes at an OrangePi

1. Install k3s at the OrangePI In a previous article I explained how to get spark running at an OrangePi to create a toy computing-cluster.  If you look at this …

All Articles / Coding / Introduction / JavaScript

An AI with less than 200 lines of code

In the last two articles we covered the topics “How to teach a computer gamerules” and “The Multiarmed Bandit Problem”. Indeed these two articles where intended to be an introduction …

All Articles / Coding / JavaScript

Teaching a Computer Gamerules

Sequential games with perfect information 1. A very short course in Game Theory In the twenties people start to describe games using math. Since then Game Theory becomes an important …

All Articles / Coding / Fundamentals / Introduction / JavaScript

Solving the Multiarmed Bandit problem with JavaScript

1. Formulation of the Multiarmed Bandit Problem Consider the following problem: A gambler enters a casino with slot machines. The probability to receive a reward for each slot machine follows …

All Articles / Fundamentals / Introduction

An introduction to the Registration Problem

To explain the registration problem i will start with an example. In Figure 1 the pinch force dataset is shown, to collect the data a group of 20 subjects were …

All Articles / Coding / Fundamentals / Python / Spark

Non-Linear Support Vector Machines (SVM)

1. Introduction This blog post is about Support Vector Machines (SVM), but not only about SVMs. SVMs belong to the class of classification algorithms and are used to separate one …

All Articles / Coding / Functional Data Analysis with Spark / Projects / Python / Spark

Kernel Regression using Pyspark

1. Kernel Regression using Pyspark In a previous article I presented an implementation of a kernel denisty estimation using pyspark. It is thus not difficult to modify the algorithm to …

All Articles / Coding / Functional Data Analysis with Spark / Python / Spark

Nonparametric Density estimation using Spark

1. A Nonparametric Density implementation in Spark One of my previous blog post concerns about nonparametric density estimation. In this post i presented some Matlab code. An advantage of this …

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Recent Posts

  • Notes on stochastic count processes with independent non stationary increments
  • Generalized Semantic Regression using Contextual Embeddings
  • Guessing Passwords using an LSTM Network
  • Expected maxima of a Brownian Motion- Does my stock trading strategy work?
  • Estimating the extrema of noisy curves and optimization using spline surface approximation

Recent Comments

  • Anders Munk-Nielsen on Fast Kernel Density Estimation using the Fast Fourier Transform
  • Heiko Wagner on Fast Kernel Density Estimation using the Fast Fourier Transform
  • Nichole on Fast Kernel Density Estimation using the Fast Fourier Transform
  • Building a minimal, cost efficient Dask cluster – The Big Data Blog on Cluster Monitoring using a ST7789 Display
  • Building a minimal, cost efficient Dask cluster – The Big Data Blog on Kubernetes at an OrangePi

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