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 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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on 1/25/2017 4:31 AM
There were a lot of rumors recently about the death of facts and even the death of statistics. I believe the core of the problem is that working with facts is quite tedious and the results are often not particularly exciting. Social media made it extremel[...]
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on 10/11/2016 9:30 AM
This blog post is an edited and more accessible version of an article Thinking the unthinkable that I recently presented at the PPIG 2016 conference. The original article (PDF) has proper references and more details; the minimalistic talk slides give a [...]
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on 9/27/2016 8:53 AM
When you start working in the programming language theory business, you'll soon find out that lambda abstraction and functions break many nice ideas or, at least, make your life very hard. For example, type inference is easy if you only have var x = ...,[...]
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