I am a research scientist with interest in probability theory, its applications in statistical mechanics and forecasting, as well as languages and programming. My papers can be found here.

For further details, see my CV or contact me via email.

• petermuehlbacher
• peter-muehlbacher

Mathematics

• Kelly Betting

  A collection of interesting properties of and arguments for and against the Kelly criterion.

• Löb's Theorem

  Open source game theory makes non-trivial use of a result from mathematical logic.

• Forecasting Martingales

  Identifying shortcomings of evolutions of forecasts and improving upon them.

• High-dimensional Statistics

  Notes about where intuition for high-dimensional statistics fails.

Forecasting

• Metaculus

  Metaculus is an information aggregation website which allows users to compare their probabilistic forecasts to those of others. My track record can be found here.

• Aggregating Forecasts

  Thoughts on different methods to combine different forecasts.

• Post-mortems

  Here I try to analyse where some of my worst forecasts went wrong.

• Useful Priors

  A collection of priors useful for forecasting.

Programming

• Eldrow

  Eldrow is a puzzle about how 'unlucky' one can get when playing Wordle on hard-mode.

• Diffusion Maps

  A brief motivation and implementation in Python of dimensionality reduction via the diffusion maps algorithm.

• Max-entropy Distributions

  Notes on finding the max-entropy distribution satisfying some constraints. Comes with discussions on applications to forecasting & finance and a Python implementation.

Languages

• Anki for Chinese

  A quick primer on how to use Anki (a spaced repetition software) in general and how to set it up for learning Chinese in particular.

• (Pitfalls of) Teaching German

  Some notes of my course for beginners and a collection of grievances about the language.