demos

Demos

Explanatory scripts beside the papers, separated by which paper they serve.

siam2021/ — the original transform (SIAM J. Financial Math., 2021)

• race_field_demo.py — the multiplicative cavity: one shared survival field prices every competitor by division (plain NumPy, O(N) vs the naive O(N^2)).
• cavity_downdate_demo.py — the rank-one cavity twin: one inverse contains every leave-one-out inverse.
• Curated migrations of the thurstone examples land here (one demo per concept; no dumping).

factor/ — the factor paper (Scalable Share Calibration for Factor

Multinomial Probit Models)

• photo_finish_circuit.py — the circuit: tie densities as conductances, a Newton step as an electrical solve, deletion flows against IIA (factor-similar runners gain disproportionately; +0.56 mean correlation across 30 seeds). Interactive browser version at winning.microprediction.org/circuit.html, powered by js/factor/.