I had a fun discussion with Sam Savage explaining the collider at www.microprediction.org who has been in what he calls the distribution distribution business much longer than I have, and realized there is a very terse way to describe what I've built to those familiar with existing terminology.
| Sam's terminology |
My glossary or code examples |
Andrew Gelman's terminology |
| Stochastic information package (SIP) |
Submission vector ("samples") |
Random variable object |
More specifically I use what Sam would call the "DC" (direct current) representation of a univariate probability. Thus we might say that www.microprediction.org is a high-velocity exchange for clearing a market of stochastic information packets, or a "SIP collider". It is also, of course, a turnkey way to source these SIPs for fast-moving, instrumented processes.
An interesting thread to pull on is the relationship between the z1-streams and the "copula layer" in Sam's work.
I had a fun discussion with Sam Savage explaining the collider at www.microprediction.org who has been in what he calls the distribution distribution business much longer than I have, and realized there is a very terse way to describe what I've built to those familiar with existing terminology.
More specifically I use what Sam would call the "DC" (direct current) representation of a univariate probability. Thus we might say that www.microprediction.org is a high-velocity exchange for clearing a market of stochastic information packets, or a "SIP collider". It is also, of course, a turnkey way to source these SIPs for fast-moving, instrumented processes.
An interesting thread to pull on is the relationship between the z1-streams and the "copula layer" in Sam's work.