jtobin.io

Reservoir Sampling

I have a little library called sampling floating around for general-purpose sampling from arbitrary foldable collections. It’s a bit of a funny project: I originally hacked it together quick...

• statistics
• haskell

More Recursive Stochastic Processes

Some years ago I wrote about using recursion schemes to encode stochastic processes in an embedded probabilistic pro...

• statistics
• recursion
• haskell

Kelvin Versioning

Long ago, in the distant past, Curtis introduced the idea of kelvin versioning in an informal blog post about Urbit. ...

• protocols
• urbit

Email for l33t h4x0rz

(UPDATE 2024/09/08: while hosting your own mailserver is not covered in this post, I recommend you check out Simple NixOS Mailserver for a borderline trivial way to do...

• admin

Basic Hoonery

In my last post I first introduced hnock, a little interpreter for Nock, and then demonstrated it on a hand-rolled dec...

• urbit

A Nock Interpreter

I wrote a little Nock interpreter called hnock some months ago and just yesterday updated it to support the latest version of Nock, 4K. N...

• haskell
• urbit

Crushing ISAAC

(UPDATE 2020/06/30: the good people at tweag.io have since published a Nix shell environment that appears to make te...

• statistics
• cryptography
• language-engineering

Transforming to CPS

I recently picked up Appel’s classic Compiling with Continuations and have been refreshing my continuation-fu more generally.

• haskell
• language-engineering

Embedded DSLs for Bayesian Modelling and Inference: a Retrospective

Why does my blog often feature its typical motley mix of probability, functional programming, and computer science anyway?

• statistics
• mathematics
• language-engineering
• haskell

Fubini and Applicatives

Take an iterated integral, e.g. \(\int_X \int_Y f(x, y) dy dx\). Fubini’s Theorem describes the conditions under which the order of integration can be swapped o...

• haskell
• mathematics
• language-engineering

Byzantine Generals and Nakamoto Consensus

You can recognize truth by its beauty and simplicity.

– Richard Feynman (attributed)

• consensus

Recursive Stochastic Processes

Last week Dan Peebles asked me on Twitter if I knew of any writing on the use of recursion schemes for expressing stochastic processes or other probability distributions. And I don’t! So I’ll write some of what I do know myself.

• statistics
• recursion
• haskell

The Applicative Structure of the Giry Monad

In my last two posts about the Giry monad I derived the thing from its categorical and measure-theoretic foundations. I kind of thought that those posts wouldn’t be of m...

• mathematics
• statistics
• haskell

Implementing the Giry Monad

In my last post I went over the categorical and measure-theoretic foundations of the Giry monad, the ‘canonical’ probability monad that operates on the level of probability measures.

• mathematics
• statistics
• haskell

Foundations of the Giry Monad

The Giry monad is the canonical probability monad that operates on the level of measures, which are the abstract constructs that canonically represent probability distributions. It’s sort of the baseline by which all other probability monads can be...

• mathematics
• statistics
• haskell

Rotating Squares

Here’s a short one.

• haskell
• recursion

Promorphisms, Pre and Post

To the.. uh, ‘layperson’, pre- and postpromorphisms are probably well into the WTF category of recursion schemes. This is a mistake - they’re simple and useful, and I’m going to try and convince you of this in short order.

• haskell
• recursion

Comonadic Markov Chain Monte Carlo

Some time ago I came across a way to in-principle perform inference on certain probabilistic programs using comonadic structures and operations.

• probabilistic-programming
• language-engineering
• haskell

A Simple Embedded Probabilistic Programming Language

What does a dead-simple probabilistic programming language look like? The simplest thing I can imagine involves three components:

• probabilistic-programming
• language-engineering
• haskell

Randomness in Haskell

Randomness is a constant nuisance point for Haskell beginners who may be coming from a language like Python or R. While in Python you can just get away with something like:

• haskell

On Measurability

.. this one is pretty dry, I’ll admit. David Williams said it best:

• mathematics

Making a Market

Suppose you’re in the derivatives business. You are interested in making a market on some events; say, whether or not your friend Jay will win tomorrow night’s poker game, or that the winning pot will be at least USD 100. Let’s examine some rules ...

• probability
• statistics

flat-mcmc Update and v1.0.0 Release

I’ve updated my old flat-mcmc library for ensemble sampling in Haskell and have pushed out a v1.0.0 release.

• haskell
• statistics

Encoding Statistical Independence, Statically

Applicative functors are useful for encoding context-free effects. This typically gets put to work around things like parsing...

• haskell
• statistics
• language-engineering

Time Traveling Recursion Schemes

In Practical Recursion Schemes I talked about recursion schemes, describing them as elegant and useful patterns for expressing general computation. In that article I introduced a number of things ...

• haskell
• recursion

Monadic Recursion Schemes

I have another few posts that I’d like to write before cluing up the whole recursion schemes kick I’ve been on. The first is a simple note about monadic versions of the schemes introduced thus far.

• haskell
• recursion

Sorting Slower with Style

I previously wrote about implementing merge sort using recursion schemes. By using a hylomorphism we could express the algorithm concisely and true to its high-level descr...

• haskell
• recursion

Yo Dawg We Heard You Like Derivatives

I noticed this article by Tom Ellis today that provides an excellent ‘demystified’ introduction to automatic differentiation. His exposition is ...

• haskell
• language-engineering
• recursion

A Tour of Some Useful Recursive Types

I’m presently at NIPS and so felt like writing about some appropriate machine learning topic, but along the way I wound up talking about parameterized recursive types, and here we are. Enjoy!

• haskell
• recursion

Sorting with Style

Merge sort is a famous comparison-based sorting algorithm that starts by first recursively dividing a collection of orderable elements into smaller subcollections, and then finishes by recursive...

• haskell
• recursion

Markov Chains à la Carte

I’ve released a number of libraries for doing Markov Chain Monte Carlo (MCMC) in Haskell.

• haskell
• statistics

Practical Recursion Schemes

Recursion schemes are elegant and useful patterns for expressing general computation. In particular, they allow you to ‘factor recursion out’ of whatever semantics you may be trying to express when interpreting programs, keeping your interpreters co...

• haskell
• recursion

Automasymbolic Differentiation

Automatic differentiation is one of those things that’s famous for not being as famous as it should be (uh..). It’s useful, it’s convenient, and yet fewer know about it than one would think.

• language-engineering
• haskell

Sharing in Haskell EDSLs

Lately I’ve been trying to do some magic by way of nonstandard interpretations of abstract syntax. One of the things that I’ve managed to grok along the way has been the problem of sharing in deeply-embedded languages.

• language-engineering
• haskell

Basic EC2 Management with Ansible

(UPDATE 2016/08/15: Here be monsters. This code is ancient, the style is not really idiomatic Ansible, and it’s likely that nothing works anymore.)

• infrastructure