I consider it food for the soul.
Back in the day, when I still had a lot of free time, I used to do this almost every week. 80 more words
Simulating a bivariate normal under the constraint (or conditional to the fact) that x²-y²=1 (a non-linear zero measure curve in the 2-dimensional Euclidean space) is not that easy: if running a random walk along that curve (by running a random walk on y and deducing x as x²=y²+1 and accepting with a Metropolis-Hastings ratio based on the bivariate normal density), the outcome differs from the target predicted by a change of variable and the proper derivation of the conditional. 122 more words
This post is about my paper Quantum walks can find a marked element on any graph with Hari Krovi, Frédéric Magniez, and Jérémie Roland. We wrote it in 2010, but after spotting a subtle mistake in the… 876 more words
For those of you new to the random game, a random walk is not a spontaneous evening outing about the neighborhood. Rather, a random walk is just a path consisting of random steps. 543 more words