murbard2

21 ms·

181.
by murbard2 10y ago
Edit: ah never mind, variational inference, got it! I was thinking stochastic HMC! --- Ok but that will get an unbiased estimate of the log-likelihood . MCMC or HMC do work with noisy estimators, but they require unbiased estimates of the
182.
by murbard2 10y ago
That's hard to answer because there wasn't a precise point where I started and that's not the only thing I've been studying in my life, and I've studied a lot of this while working full time jobs which didn't r
183.
by murbard2 10y ago
4) which approach are you using? Generalized Poisson Estimator, or estimating the convexity effect of the exponential by looking at the sample variance of the log likelihood? The former is more pure, the latter may be more practical if ugly
184.
by murbard2 10y ago
Very cool, many questions 1) Why create a project distinct from Stan? Was it the prospect of benefiting of all the work going into TF and focus solely on the sampling procedures rather than autodiff or GPU integration? 2) Are you implementi
185.
by murbard2 10y ago
AlexCoventry is right, these are "the mathematics of Bayesian inference", to unpack a bit my recommendation is: - Get a strong grip on linear algebra and euclidean spaces. You should be able to have an intuitive feel for the key
186.
by murbard2 10y ago
I'm not a developer of Stan, but I know many of them and I'm a fan of the project in general.
187.
by murbard2 10y ago
It's easy to design examples that trip MCMC, but they also trip straight Monte Carlo integration even more. You can, of course, construct examples where MCMC will do worse than simple Monte Carlo integration, but these are uncommon. Th
188.
by murbard2 10y ago
That's a good question. If your distribution isn't multimodal but still suffers from having its mass concentrated in one place, and if the variable you're integrating isn't fat-tailed, then MCMC will help you by sticking
189.
by murbard2 10y ago
HMC has better asymptotics than MCMC. If your probability surface is differentiable you should always use that. Riemannian MC takes curvature into account but you need to start storing Hessians which isn't practical. Two missing pieces
190.
by murbard2 10y ago
That's true in the asymptotic, but the dimension find a way to rear its head in the constant to the big O through the variance of your estimator. It's still better than Riemann integration, but it sucks nonetheless. For instance,
191.
by murbard2 10y ago
You do not know anything about the transaction. Not the amount, not the sender. Just that it happened.
192.
by murbard2 10y ago
That would only tell you that a given network participant is making a transaction. The inputs, outputs and amounts are all still private.
193.
by murbard2 10y ago
Glad to hear, we've been very lucky to have Doug advise us on the project! For those reading this who don't know him, Doug has an impressive pedigree both as a lawyer and as a technologist / cypherpunk. He was, for instance,
194.
by murbard2 10y ago
You might be interested in Tezos ( https://tezos.com , disclosure: I'm the lead dev), an upcoming distributed ledger and smart-contract platform with a decentralized governance model. It's not a clone of Ethereum, it&#x2
195.
by murbard2 10y ago
The privacy in ZCash is information theoretical. There just aren't enough bits in the transaction to identify you.
196.
by murbard2 10y ago
Would you prefer automated induction?
197.
by murbard2 10y ago
As much as I love the concept probabilistic programming, the name makes me cringe every time I hear it. It’s verbose, doesn’t abbreviate well and borders on being a tongue twister. More substantially, the name suggests that the act of progr
198.
by murbard2 10y ago
Yes, it's obviously BS on AirBnB's part, but this line of speech is their best chance of not being shut down in NYC. The priority should be alleviating the burden of sclerosing bureaucratic regulations, and if AirBnB can do that w
199.
by murbard2 10y ago
Ah I see. It's true, but there's a good chance these optimizations would be discovered independently, progressively and percolate into the ecosystem. Turning to ASIC was an "optimization" that was replicated and copied.
200.
by murbard2 10y ago
Not my point. The idea is that you can obtain a cheaply checkable proof that you computed a memory bound function, such as a scrypt hash.
201.
by murbard2 10y ago
Hopefully, in the near future, we can just slap a recursive SNARK on scrypt (or any memory hard hash function for that matter) and call it a day.
202.
by murbard2 10y ago
Validation needs to be as light as possible in absolute terms (not just relative to the computation) for DDOS protection. An attacker could spam you with fake blocks and force you to compute expensive hashes to realize they are fake. Also c
203.
by murbard2 10y ago
You get the same properties with a basic proof of work scheme. The difficulty would be to make g memory hard and f not memory hard.
204.
by murbard2 10y ago
It's worth noting that an issue with scrypt for proof-of-work cryptocurrencies is that is is expensive to check. The ideal problem is memory hard to solve but can be checked cheaply. This is what equihash (used by zcash, ( https:&#x2F
205.
by murbard2 10y ago
1) Lone traders can do HFT, you'll get collocated at most exchanges for a couple $1000 a month. 2) You don't need to be have automated high frequency trading infrastructure and algorithms to spoof (though that would help a lot),
206.
by murbard2 10y ago
> You can make homelessness illegal, but then you're just housing the homeless in prisons. Not if you resort to corporal punishment which doesn't impose a cost on the taxpayer and can still act as a deterrent on the most destit
207.
by murbard2 10y ago
That's for creating a transaction. Validating / verifying a transaction takes milliseconds, which is important for the consensus algorithms to work properly.
208.
by murbard2 10y ago
Bonus points, give an intuitive explanation for why it is the dual of an LQR control problem.
209.
by murbard2 10y ago
Understanding what the Kalman filter does and how it does it can be intuitive. Understanding that it can all be done efficiently with matrix operations: also intuitive. Getting a good intuition for the specific update equations? Still beats
210.
by murbard2 10y ago
Thanks, those are good comments and I largely agree. I'll reply on a couple points though: 1) Yes, even in weak models, proving correctness is still intractable in general. However, this does not mean that a general algorithm has to be

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