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Introducing SigAlg: Measure-Theoretic Probability in Python

Stochastic processes
IID processes
Random walks
Probability theory
Sigma-algebras
Information theory
SigAlg
SciPy
Python
For the past four-ish months, I’ve been working on a Python library called SigAlg (named after a \(\sigma\)-algebra, duh), designed to provide mathematically faithful…
Feb 3, 2026

Algebras & information

Information theory
Probability theory
Measure theory
Entropy
Mutual information
Sigma-algebras
R
How do we mathematically represent what someone knows? This question sits at the heart of probability theory, information theory, and decision-making under uncertainty. When…
Oct 14, 2025

Entropy & information

Information theory
Probability theory
Entropy
Surprisal
KL divergence
Mutual information
Python
SciPy
Large language models (LLMs) like ChatGPT have brought probabilistic models into mainstream conversation. Unlike deterministic models that always produce the same output for…
Oct 12, 2025

Gaussian mixture models I: a first look

Mixture models
Gaussian mixture models
Probabilistic graphical models
Machine learning
Probability theory
Python
A mixture of gaussians represents one of the most elegant and practically useful concepts in probability theory and machine learning. At its core, this is a probabilistic…
Sep 26, 2025
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