Progressive F# Tutorials - New York City 2012 / Adv track - numerical computing

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Description

Many developers need to implement solutions which require some math or stat modelling. In this session we will show you how F# allows us to write elegant and expressive numerical code. You will work with matrices, random number generators and linear solvers. We'll start with an overview of F# features which make it ideal for numerical development. Then, in a mixture of demos and exercises, we will implement simple Monte Carlo methods and try to fit linear regression model to a dataset. We will be using FCore math library, which you can download from www.statfactory.co.uk.

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Tomas Petricek (tomas.petricek)

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Tomas Petricek is a long time F# enthusiast, using F# since the early Microsoft Research versions. He has been a Microsoft C# MVP since 2004, and together with Jon Skeet wrote Real-world Functional Programming which explains basic functional concepts using C# 3.0 (teaching F# alongside) and which shows several appealing real-world uses of F# and functional techniques. He also contributed to the development of F# during two internships at Microsoft Research.

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on 9/12/2017 9:42 AM
The word "design" is often used when talking about programming languages. In fact, it even made it into the name of one of the most prestigious academic programming conferences, Programming Language Design and Implementation (PLDI). Yet, it is almost[...]
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on 6/14/2017 5:27 AM
Over the last year, I have been working on The Gamma project, which aims to make data-driven visualizations more trustworthy and to enable large number of people to build visualizations backed by data. The Gamma makes it possible to create visualizations [...]
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on 4/12/2017 6:05 AM
As someone who enjoys being at the intersection of the academic world and the world of industry, I'm very happy to see any attempts at bridging this harmful gap. For this reason, it is great to see that more people are interested in reading academic paper[...]
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on 3/7/2017 7:31 AM
If you read a about the history of science, you will no doubt be astonished by some of the amazing theories that people used to believe. I recently finished reading The Invention of Science by David Wootton, which documents many of them (and is well worth[...]
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on 3/2/2017 3:53 AM
As mentioned in an earlier blog post, I've been spending some time at the Alan Turing Institute recently working on The Gamma project. The goal is to make data visualizations on the web more transparent. When you see a visualization online, you should be [...]
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