Introduction to Stochastic Calculus(jiha-kim.github.io)

414 points by ibobev 1 year ago | 69 comments

A blog post by Ji-Ha Kim giving a beginner-friendly, intuition-focused introduction to stochastic calculus using calculus-based derivations.

Cubic spline interpolation(eli.thegreenplace.net)

78 points by signa11 3 years ago | 25 comments

Knuth and McIlroy Approach a Problem (2021)(matt-rickard.com)

49 points by ingve 3 years ago | 18 comments

Demystifying Tupper's Formula(eli.thegreenplace.net)

103 points by picture 3 years ago | 15 comments

Shannon’s Source Coding Theorem (2020)(mbernste.github.io)

117 points by ElFitz 3 years ago | 35 comments

Monte-Carlo Simulations(eli.thegreenplace.net)

154 points by ibobev 13 days ago | 35 comments

Eli Bendersky blog post explaining Monte Carlo simulations with examples like estimating pi by throwing darts, using Rust and Python.