state-space distributions and decisions
Project description
uncertainty, confidence, knowledge
their evolution with time and various processes, including noise and observations
risk and the cost of errors
The Flaw of Averages: Why We Underestimate Risk in the Face of Uncertainty, Sam L. Savage
Bayesian Signal Processing: Classical, Modern, and Particle Filtering Methods, James V. Candy
Stochastic Processes and Filtering Theory, Andrew H. Jazwinski
Kalman Filtering: Theory and Practice, Mohinder S. Grewal, Angus P. Andrews
Capital Ideas: The Improbable Origins of Modern Wall Street, Peter L. Bernstein
in ubuntu, install or upgrade os-level dependencies
sudo apt-get -qq update -qy
sudo apt-get -qq install -y python3.6 python3-venv python3-pip
clone the git project, start a venv virtual environment, install the package
git clone git@gitlab.com:noahhsmith/statespace.git statespace
cd statespace
python3 -m venv venv
. venv/bin/activate
python3 setup.py install
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