Posts

Post category: Simulation

• The Metropolis-Hastings algorithm in C with multi-variable densities
• The Metropolis-Hastings algorithm in C
• Quantum-enhanced Markov chain Monte Carlo
• The Metropolis-Hastings algorithm in Python, Julia, R, and MATLAB
• The Metropolis(-Rosenbluth-Rosenbluth-Teller-Teller)-Hastings algorithm
• Connectivity in device-to-device networks in Poisson-Voronoi cities
• Creating a reversible Markov chain using acceptance(-rejection)
• Markov goes to Monte Carlo
• The second MC in MCMC methods
• The first MC in MCMC methods

Post category: Markov chain Monte Carlo

• The Metropolis-Hastings algorithm in C with multi-variable densities
• The Metropolis-Hastings algorithm in C
• Quantum-enhanced Markov chain Monte Carlo
• The Metropolis-Hastings algorithm in Python, Julia, R, and MATLAB
• The Metropolis(-Rosenbluth-Rosenbluth-Teller-Teller)-Hastings algorithm
• Creating a reversible Markov chain using acceptance(-rejection)
• Markov goes to Monte Carlo
• The second MC in MCMC methods
• The first MC in MCMC methods

Post category: Blockchain

• Modeling and analysis of block arrival times in the Bitcoin blockchain
• A further study of some Markovian Bitcoin models from Göbel et al.
• Block arrivals in the Bitcoin blockchain

Post category: News

• Lecture slides based on Baccelli, Błaszczyszyn, and Karray
• Quantum-enhanced Markov chain Monte Carlo
• Connectivity in device-to-device networks in Poisson-Voronoi cities
• Book manuscript: Random Measures, Point Processes, and Stochastic Geometry
• A Fields Medal goes to another percolation researcher
• News: Accelerated PyTorch learning on Mac
• Frozen code
• Coverage probability in wireless networks with determinantal scheduling
• Some remarks regarding “On the Laplace Transform of the Aggregate Discounted Claims with Markovian arrivals”
• Determinantal thinning of point processes with network learning applications

Popular posts by number of comments

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• Simulating Poisson random variables in Fortran
• Simulating a Matérn cluster point process
• Simulating a Poisson line process
• Lecture slides based on Baccelli, Błaszczyszyn, and Karray

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• Simulating Poisson random variables – Direct method
• A Fields Medal goes to another percolation researcher
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