please guide me for this question: Suppose that you have run a Monte Carlo analysis (m samples) and wish to cut the standard deviation in half. How many samples do you need to run?
At 6:56, shouldn't there also be a multiplication with the function you divide by? Because the mean E_g[x] should only be sum over x*g(x), or should it not?
Just curious if you use mathematica in your day to day workflow? The graphics / animations you have shown in mathematica seem like they could be really helpful and it requires a fair bit of work to do the same thing in something like python.
Hi, thanks for your comment. Yes, it is by far the most important tool in my day to day work (R is, perhaps, second). There's a bit of a learning curve when you start with Mathematica. But the ease with which you can create interactive graphics and animations really leaves Matlab in the dust, in my view. Best, Ben
Ben, Thanks for the response. Ok interesting well I may have to give it a go. I use python at work for doing different machine learning tasks but being able to create animations as you have done is very helpful for understanding different concepts. Anyways , great series and I am enjoying the book so far as well!
At 2:47, for the continuous case, isn't there an f(x) missing?
Yes, good spot. There should be a f(x) after the fraction. Sorry for any confusion this causes people! Best, Ben
@@SpartacanUsuals You could give it a quick fix by just popping up some text during the video saying there will be an additional f(x).
It's very helpful! Thank you very much for making this.
please guide me for this question: Suppose that you have run a Monte Carlo analysis (m samples) and wish to cut the standard deviation in
half. How many samples do you need to run?
At 6:56, shouldn't there also be a multiplication with the function you divide by? Because the mean E_g[x] should only be sum over x*g(x), or should it not?
Just curious if you use mathematica in your day to day workflow? The graphics / animations you have shown in mathematica seem like they could be really helpful and it requires a fair bit of work to do the same thing in something like python.
Hi, thanks for your comment. Yes, it is by far the most important tool in my day to day work (R is, perhaps, second). There's a bit of a learning curve when you start with Mathematica. But the ease with which you can create interactive graphics and animations really leaves Matlab in the dust, in my view. Best, Ben
Ben, Thanks for the response. Ok interesting well I may have to give it a go. I use python at work for doing different machine learning tasks but being able to create animations as you have done is very helpful for understanding different concepts. Anyways , great series and I am enjoying the book so far as well!
very nice! Maybe follow up with video on approximating likelihoods plus some resampling to avoid degeneracy.
Hey can you give link for the animation so i can also play it myself?
How we choose h(x)?
Very nice explanation! Can someone explain how to make that funny animation with Mathematica?