Firefox fonts Ubuntu Karmic 9.10

October 31, 2009 | Filed Under Uncategorized | 4 Comments 

To fix the strangely large Firefox fonts in Ubuntu Karmic:

sudo rm /etc/fonts/conf.d/10-hinting-slight.conf
sudo rm /etc/fonts/conf.d/10-no-sub-pixel.conf
sudo ln -s /etc/fonts/conf.available/10-hinting-medium.conf /etc/fonts/conf.d/.
sudo ln -s /etc/fonts/conf.available/10-sub-pixel-rgb.conf /etc/fonts/conf.d/.
sudo dpkg-reconfigure fontconfig

Thanks to this post on the Ubuntu forums.



Markov Decision Processes and the UCT algorithm

October 29, 2009 | Filed Under Uncategorized | Leave a Comment 

At EuroPython 2009 I met a guy from Bet Fair who told me about the UCT algorithm. I decided to implement the UCT algorithm for the sailing problem and compare my results to normal Monte Carlo rollout planning. The files are here, the main document that I wrote is mdp.pdf.

The original paper on UCT is Levente Kocsis and Csaba Szepesvári: Bandit based Monte-Carlo Planning. Improvements to UCT are given by Gelly, Silver: Combining Online and Offline Knowledge in UCT. Sparse sampling is another approach to large MDPs: Kearns, Mansour, Ng: A Sparse Sampling Algorithm for Near-Optimal Planning in Large Markov Decision Processes. For a gentle introduction to reinforcement learning see Greenwald’s notes.



Into an ice age

October 20, 2009 | Filed Under Uncategorized | Leave a Comment 

Just putting up a PDF of an interesting article: Kurt M. Cuffey, Palaeoclimate: Into an ice age, Nature 431, 133-134 (9 September 2004).



Protected: Midsummer weirdness

October 3, 2009 | Filed Under Uncategorized | Enter your password to view comments 

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Note and references on the Slutsky effect

October 1, 2009 | Filed Under Uncategorized | Leave a Comment 

To quote Barnett (2006), the Slutsky effect, as understood by most economists, is the following:

If the variables that were taken to represent business cycles were moving averages of past determining quantities that were not serially correlated – either real-world moving averages or artificially generated moving averages – then the variables of interest would become serially correlated, and this process would produce a periodicity approaching that of sine waves.

I wrote a short note using SageTeX demonstrating the effect, closely following Royoma’s book (look at the price!!!).

My note: slutsky_effect.tex, or slutsky_effect.pdf

Two useful papers (click for PDF):

Barnett, Vincent (2006). “Chancing an Interpretation: Slutsky’s Random Cycles Revisited”, European Journal of the History of Economic Thought, 13 (3): 411-32.

Slutsky, 1937. The summation of random causes as the source of cyclic processes. Econometrica 1937;5:105-46.