sl8r

I left the TENET references on the cutting room floor.

I too found it really surprising that the reverse-time equation has a simple closed form. Like, surely breaking a glass is easier than unbreaking it? That’s part of what got me interested in this stuff in the first place!

If you haven’t seen it yet, highly recommend the blogs of Sander Dieleman & Yang Song (who co-invented the SDE interpretation).

The production of tears is left as an exercise to the reader. /s

Thanks for reading. The 2D simulation section might be more interesting on a first read — it makes the math less mysterious, I hope!

Hey, I’m the post author — thanks for reading.

Theta represents all the model params — all the weights in the neural network. The convention is to write theta for the “learned” score function and omit theta for the “true” score function.

> This has been the promise over and over again, for centuries, and it has consistently not paid off. Where's the predicted society where automation allows us all to work for two hours a day, and spend the rest at leisure?

In the “Sad Irons” chapter of Caro’s LBJ biography, he talks about the pre-electrification lives of Texas farmers. In comparison with that, our whole day is leisure.

Similarly: As late as 1900, the poor in Europe were so severely malnourished that growth stunting was common. Look at Our World in Data’s charts of height over time. Or Robert Fogel’s “The Escape from Hunger and Premature Death.”

Etc. Etc.

I'm not saying that crises aren't predictable — I'm pointing out that institutional failure isn't always a leading indicator (as in OP's argument).

what major institution failed in the early stages of [1] the japan asset bubble or [2] the dot com bubble? Or farther back, the 1840s railroad mania or the south sea bubble?

credit bubbles often pop when some institution can't cover its obligations, but asset bubbles don't seem to need such a failure — and can deflate on their own.

Interestingly, they’re actually used all the time in LBO models. Because the default is to sweep all FCF to pay down debt, but then the interest expense is dependent on FCF, which depends on the interest expense… Sort of a trivial example b/c you could solve it by being more granular with time periods, but in practice people just use the circular ref.

Won't you possibly get some information about some passengers by doing this, if you know / can figure out the distribution of the random numbers?

E.g., say that the random numbers are uniformly distributed between -200 and 200. If somebody says a number like 425, then I know they weigh at least 225 pounds. And the probability they weigh more than 225 - k pounds is 1 - k/400.

* "the dream machine" is an fascinating, joyful account of jr licklider's work in interactive computing

* "hard landing" makes the airline industry seem tumultuous and exciting

* "a man for all markets" is the autobiography of ed thorpe, father of card counting and quant hedge funds

* "unix: a history and a memoir" is a mischievous first hand account from brian kernighan (of unix / c / awk fame)