How do we sample uniformly at random from the unit dimensional simplex? It turns out there is an easy way to do it: generate i.i.d. uniform variables in [0,1] and let denote the k-th smallest among them. Then, is a desired sample from the unit simplex . It is straight-forward to prove now the […]
As I bid farewell to Boston University, a place that has been my academic home over these past years, I am filled with a mix of emotions. The years since I started at BU and became a father have truly flown by. My tenure at BU, while challenging due to serious personal circumstances, has been […]
Jim Simons, the math genius who conquered Wall Street, died yesterday. Jim Simons was a renowned mathematician and hedge fund manager, widely recognized for founding Renaissance Technologies, one of the world’s most successful quantitative investment firms. With a background in mathematics, Simons contributed significantly to the field of geometry and topology before transitioning to finance. […]
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