• ## Crushing ISAAC

I recently needed a good cryptographically-secure and seedable pseudorandom number generator for Javascript. This didn’t turn out to be as trivial a procedure as I figured it’d be: most Javascript CSPRNGs I found didn’t appear to be manually seedab...

• 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.

• 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
• ## 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...

• 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
• ## 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
• ## 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
• ## 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
• ## Rotating Squares

Here’s a short one.

• 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.

• 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
• ## A Simple Embedded Probabilistic Programming Language

• probabilistic-programming
• language-engineering
• ## 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:

• ## On Measurability

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

• mathematics
• ## Making a Market

• 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.

• statistics
• ## Encoding Statistical Independence, Statically

• 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 th...

• 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 ...

• 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...

• 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 ...

• language-engineering
• recursion

• 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...

• recursion
• ## Markov Chains à la Carte

(This article was originally published at Medium)

• statistics
• ## Practical Recursion Schemes

(This article was originally published at Medium)

• 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