Physics and Python stuff. Most of the videos here are either adapted from class lectures or solving physics problems. I really like to use numerical calculations without all the fancy programming ...

We suggest a method for estimating a covariance matrix on the basis of a sample of vectors drawn from a multivariate normal distribution. In particular, we penalize the likelihood with a lasso penalty ...

The purpose of this paper is to provide explicit formulas for a variety of probabilistic quantities associated with an asymmetric random walk on a finite rectangular lattice with absorbing barriers.