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math.ST2022
Householder Meets Student
John H. Elton, Andrew B. Gardner
The Householder algorithm for the QR factorization of a tall thin n x p full-rank matrix X has the added bonus of producing a matrix M with orthonormal columns that are a basis for…
math.PR2022
Exact Solution to the Chow-Robbins Game for almost all n, using the Catalan Triangle
John H. Elton
The payoff in the Chow-Robbins coin-tossing game is the proportion of heads when you stop. Knowing when to stop to maximize expectation was addressed by Chow and Robbins(1965), who…