My Paris colleague (and fellow-runner) Aurélien Garivier has produced an interesting comparison of 4 (or 6 if you consider scilab and octave as different from matlab) computer languages in terms of speed for producing the MLE in a hidden Markov model, using EM and the Baum-Welch algorithms. His conclusions are that ... [Read more...]

For a long time I have been puzzled by the apparent lack of a comprehensive Open Source computer algebra software, i.e. what Octave is to MatLab and what R is to S. In other words, where is the Open Source … Continue reading → [Read more...]