Sam’s blog

Hi! This is a place for me to store notes as I learn about topics like functional programming, performant computing and statistics.

You can find me on GitHub here: https://github.com/dignissimus

Archive

• Efficiently fitting a rolling linear regression model using the Sherman-Morrison Formula
• Calculating prefix sums and numerically solving recurrence relations in parallel
• Implementing Iteratively Reweighted Least Squares to numerically estimate parameters for a GLM in C++
• Market Microstructure: Modelling Limit Order Books as a Continuous Time Markov Process
• Implementing Markov Chain Monte Carlo algorithms for Bayesian inference in C++: Metropolis-Hastings and Hamiltonian Monte Carlo
• Quantifying the middle of nowhere using geospatial data in Python
• Benchmarking my perception of sound using Bayesian statistics: Learning about the Jeffreys Prior
• What is a good Brier score? - Looking at implied probabilities from Manifold Markets
• Pricing options with Stochastic Difference Equations using a jump-difusion model and simulating economies in parallel using co-arrays in Fortran
• Modelling branch mispredicts
• Writing a kernel module for speed and profit
• Optimising a Graph Clustering Algorithm
• Lehmer’s Algorithm: Computing the Greatest Common Divisor of multiple-precision integers
• Every infinite c.e. set has an infinite computable subset
• A programming language based on set theory
• Intuitionistic Excluded Middle, Glivenko’s theorem and the Gödel-Gentzen translation
• The Type-Theoretic Axiom of Choice
• I enjoy solving problems
• A cool combinator
• My favourite proof
• The Fibonacci sequence and primitive recursion
• Let’s do some coursework
• Buzzword: Durhack 2022
• Functional Programming in Go
• Just Another Perl Hacker