Lab Notebook№ 61

Working notes, half-formed thoughts, and experiments in progress.

A scratch pad, not a publication. Much of this is written with—and by—AI. I'm less author than curator. Don't attribute these thoughts to me; I'm not sure I'd claim them myself.

  • AI-assisted throughout
  • Not my employer's views (or mine, really)
  • Errors are likely; corrections welcome
  • Epistemic status: shaky
Index
January2026
JAN12026

January 2026: Minimal Viable System

One keystone habit, two systems, three contingency plans.
goalsmonthlysystemssleepRTO
◈Himalayan Expeditions Data Analysis7 parts
DEC302025

A Dataset for Hierarchical Thinking

882 expeditions, 116 peaks, and the nested structure of risk.
datatidytuesdayhierarchical
DEC302025

Exploratory Data Analysis

What the data tells us before we start modeling.
EDAvisualizationR
DEC302025

Feature Engineering and Shrinkage

From raw data to model-ready features, with Bayesian thinking.
feature-engineeringbayesianshrinkage
DEC302025

Bayesian Hierarchical Models

Partial pooling, shrinkage, and why peaks aren't exchangeable.
bayesianbrmshierarchical
DEC302025

Probabilistic Graphical Models

DAGs, Bayesian networks, and the latent structure of success.
PGMDAGSEM
DEC302025

Causal Inference

From association to causation: propensity scores, doubly robust estimation, and causal forests.
causalpropensityCATE
DEC302025

Synthesis: Three Frameworks, One Answer

What happens when Bayesian, graphical, and causal methods converge.
synthesistriangulationmethodology
December2025
DEC272025

Retrospective 2025

First year of quarterly goals: E[completion]↑10-20%\mathbb{E}[\text{completion}] \uparrow 10\text{-}20\%, Var(sleep)→∞\text{Var}(\text{sleep}) \to \infty.
goalsquarterlypowerliftingchessagents
DEC202025

Type Parity from Database to Browser

FastAPI + SQLModel → OpenAPI → Hey API → Axios, TanStack Query, and Zod.
fastapisqlmodelopenapihey-apiaxiostanstack-queryzodtypegen
DEC72025

Advent of Code 2025

Racket notes and solutions
advent of coderacketdial rotationspattern findingperiodicitybattery banksgrid problemsrange setscolumn transposition
DEC32025

Fund Data Passports & The NAV Registry

From file rooms to Registry+Passport⇒one publish, many reads\text{Registry} + \text{Passport} \Rightarrow \text{one publish, many reads}.
Private EquityData RoomsFund DataSystems SketchInfrastructure
November2025
NOV162025

Stage Tilts to State Space: GP Skill the Bayesian Way

From yf,m∼N(μm,σ2)y_{f,m}\sim\mathcal{N}(\mu_m,\sigma^2) to stage offsets, Student-tt tails, μs\mu_s-anchored managers, γvintage\gamma_{\text{vintage}} cycles, and a μm,t\mu_{m,t} random walk—all inside one workflow.
private equitybayesianworkflowpymchierarchicalposterior predictivesimulation
NOV122025

Intelligence Increase as Control Under Uncertainty

Why Intelligence⁡≈arg⁡max⁡πE[∑tγt−1R(st,at)]\operatorname{Intelligence} \approx \arg\max_\pi \mathbb{E}[\sum_t \gamma^{t-1} R(s_t, a_t)] under tool-augmented constraints.
aiagentscontrolphilosophysmilepompdmcpplotlysystems
NOV122025

Life Extension as Hazard Shaping Under Constraints

Steering λ(t)\lambda(t) so S(t)=exp⁡ ⁣(−∫0tλ(u) du)S(t) = \exp\!\left(-\int_0^t \lambda(u)\,du\right) bends toward longer, healthier time.
longevitybiostatisticssurvival-analysiscontrolsmile
NOV92025

Borrowing Predictive Strength, In Practice

Walking the data flow from p(θ∣y)p(\theta \mid y) draws to JSON moments m=E[g(θ)∣y]m=\mathbb{E}[g(\theta)\mid y].
private equitybayesianpymchierarchicalsqlmodelsynthetic datastress testing
NOV32025

Posterior Multiples for Pricing, Leverage, and Covenants

Letting M~i=wiMi+(1−wi)μ\tilde{M}_i = w_i M_i + (1-w_i)\mu shrink comps before the covenant debate.
private equityvaluationbayesianhierarchicalcompsexitsmixtures
NOV22025

Deal Sourcing as a Contextual Bandit

Budgeted Thompson Sampling with at=arg⁡max⁡xθt⊤xa_t = \arg\max_x \theta_t^\top x under ∑tct≤B\sum_t c_t \le B.
private equityoriginationbayesianbanditsthompson-samplingstrategydecision-theory
October2025
OCT262025

We Buy Distributions, Not Deals

Choosing exits by sampling p(r∣D)p(r \mid \mathcal{D}) so E[r]−λ⋅VaRα\mathbb{E}[r]-\lambda \cdot \mathrm{VaR}_\alpha drives the sell/hold call.
private equitybayesiandecision-theoryriskvaluation
OCT122025

Borrowing Predictive Strength

Sharing strength because θdeal∼N(θfund,τd2)\theta_{deal} \sim \mathcal{N}(\theta_{fund}, \tau_d^2) and θfund∼N(θmgr,τf2)\theta_{fund} \sim \mathcal{N}(\theta_{mgr}, \tau_f^2).
private equitybayesianhierarchicalpredictionpooling
OCT52025

Bayesian NAV Updating w/ Kalman Filters

Updating quarterly marks via x^t∣t=x^t∣t−1+Kt(zt−Hx^t∣t−1)\hat{x}_{t\mid t} = \hat{x}_{t\mid t-1} + K_t(z_t - H\hat{x}_{t\mid t-1}).
private equitybayesiannowcastingvaluationkalmanhierarchical
OCT12025

Secondaries as Temporal Arbitrage

Spotting trades whenever D=−1VdVdrD = -\tfrac{1}{V}\tfrac{dV}{dr} and pacing curves fall out of sync.
private equitysecondariesliquiditydurationstochastic-discount-factorportfolio-math
September2025
SEP282025

Market Beta for Private Market Valuation

Showing how β=Cov(rPE,rpub)Var(rpub)\beta = \tfrac{\mathrm{Cov}(r_{PE}, r_{pub})}{\mathrm{Var}(r_{pub})} mutates once marks are smoothed kk quarters.
Private EquityRiskBetaInteractiveRegressionBottom-up
SEP242025

Explore vs Exploit in the Age of AI

Balancing exploration vs exploitation by tuning ϵ\epsilon so E[R∣πϵ]\mathbb{E}[R \mid \pi_\epsilon] stays above ship-it.
StudyPracticeEngineeringAIProductivityStrategy
SEP212025

Risk-Free Rates in PE

Building WACC inputs with rf=yUST−πer_f = y_{UST} - \pi_e anchoring ke=rf+β⋅ERPk_e = r_f + \beta \cdot \mathrm{ERP}.
Private EquityRisk-Free RateWACCDCF SurfaceHamadaLBO Monte CarloInteractiveSimulation
SEP142025

Hawkes Processes for Portfolio Rollups

Modeling capital-call waves with λ(t)=μ+∑ti<tαe−β(t−ti)\lambda(t) = \mu + \sum_{t_i<t} \alpha e^{-\beta(t-t_i)} triggers.
Private EquityPoint ProcessesHawkesInteractiveSimulation
SEP72025

The Denominator Effect Playbook

Watching policy bands break when wt=NAVtNAVt+∑jLj,tw_t = \tfrac{NAV_t}{NAV_t + \sum_j L_{j,t}} spikes and forces secondaries.
private equitysecondariesstrategydenominator-effectliquidityportfolio-math
August2025
AUG312025

Geometry of Fund Multiples vs Rates

When IRR\mathrm{IRR} solves ∑tCFt(1+r)−t=0\sum_t CF_t (1+r)^{-t}=0 but TVPI=NAV+DistPaid In\mathrm{TVPI}=\tfrac{NAV+\mathrm{Dist}}{\mathrm{Paid\ In}} tells another story.
Private EquityIRRTVPIInteractiveSimulationCopulas
AUG242025

PME, Direct Alpha, & Replication

Contrasting PME=∑CFt(1+rb)T−t∑Callst(1+rb)T−t\mathrm{PME} = \tfrac{\sum \mathrm{CF}_t (1+r_b)^{T-t}}{\sum \mathrm{Calls}_t (1+r_b)^{T-t}} with α=ln⁡(PME)T\alpha = \tfrac{\ln(\mathrm{PME})}{T}.
Private EquityBenchmarkingInteractiveKaplan-SchoarDirect AlphaReplication & PME+
December2024
DEC272024

Retrospective 2024

2024 wrap where ∇plan2025\nabla \text{plan}_{2025} is set by residual et=goalt−shipte_t = \text{goal}_t - \text{ship}_t.
goals
November2024
NOV82024

Advent of Code 2020 21-25

Resolving allergens with I=⋂kIkI = \bigcap_k \mathcal{I}_k and CRT shuttles using t≡ai(modni)t \equiv a_i \pmod{n_i}.
advent of coderacketalgorithms
October2024
OCT102024

Advent of Code 2020 16-20

Parsing tickets via x∈⋂jRjx \in \bigcap_j \mathcal{R}_j and tiling monsters so f(x)=Rx+tf(x)=R x + t lines up.
advent of coderacketalgorithms
September2024
SEP152024

Advent of Code 2020 11-15

Sim seating automata until ∣St+1−St∣=0\lvert S_{t+1}-S_t\rvert=0 then docking with v=∑ibi2iv = \sum_i b_i 2^i bitmasks.
advent of coderacketalgorithms
SEP132024

Advent of Code 2020 6-10

Tracking group answers via ∣∪iSi∣\lvert \cup_i S_i \rvert and grid paths with ft+1=ft+Δf_{t+1}=f_t+\Delta.
advent of coderacketalgorithms
SEP112024

Advent of Code 2020 1-5

Racket runs for a+b=2020a+b=2020, seat IDs 8r+c8r+c, and expense reports as (n2)\binom{n}{2} hunts.
advent of coderacketalgorithms
SEP102024

Canto I: Momentum Basics

Comparing baselines to rt(k)=∑i=1kwiRt−ir_t^{(k)} = \sum_{i=1}^{k} w_i R_{t-i} trend signals.
algorithmic tradingcantomomentumbacktesting
August2024
AUG132024

Gomper

Layering color fields where c(x,y)=∑iwiηi(x,y)c(x,y)=\sum_i w_i \eta_i(x,y) from Poisson-disk seeds.
Generative ArtPoisson Disk SamplingSimplex Noise
AUG32024

Of a Momentous Fixed Point

A plotting toy where mt+1=βmt+(1−β)rtm_{t+1} = \beta m_t + (1-\beta) r_t keeps pulsing.
Generative ArtStonksMomentumBuy!Sell!
AUG12024

Bebop Rift

Ribbon improvisations where c(t)=∑ksin⁡(2πfkt+ϕk)c(t)=\sum_k \sin(2\pi f_k t + \phi_k) drives the palette.
generative artharmonicswave
AUG12024

Magic Pig Detective

A noisy sleuth built from xt+1=Axt+εtx_{t+1} = A x_t + \varepsilon_t pink-noise textures.
generative artMelvins
AUG12024

An Imaginary Country

Drifting landscapes with h(x,y)=∑kαkPerlin⁡(2kx,2ky)h(x,y) = \sum_k \alpha_k \operatorname{Perlin}(2^k x, 2^k y) fog.
generative artnoiseTim Hecker
July2024
JUL252024

Rothko Generator

Stacking shader layers c(z)=∫01w(t)exp⁡(−∥z−μt∥2/σt2) dtc(z)=\int_0^1 w(t)\exp(-\|z-\mu_t\|^2/\sigma_t^2)\,dt.
generative artMark RothkoSympathetic Magicinteractive
JUL252024

The 3-Fiber Kullback-Liebler Poisson Experiment

Weaving Poisson arrivals λxyz\lambda_{xyz} with DKL(P∥Q)D_{KL}(P\|Q) texture maps.
generative art3DKullback-Leiber DivergencePoisson
JUL182024

Playing With Chaos

Tuning x˙=σ(y−x)\dot{x} = \sigma(y-x)-style systems until attractors fill R3\mathbb{R}^3.
generative artchaos theory
June2024
JUN292024

Blog V2

Shipping MDX so post(x)=Markdown(x)+∫React(x) dx\text{post}(x) = \text{Markdown}(x) + \int \text{React}(x)\,dx.
new softwareoverview
JUN282024

Black-Scholes-Merton Model

Walking from dSt=μStdt+σStdWtdS_t = \mu S_t dt + \sigma S_t dW_t to C0=S0N(d1)−Ke−rTN(d2)C_0 = S_0 N(d_1) - K e^{-rT} N(d_2).
OptionsInteractive
December2023
DEC272023

Retrospective 2023

Reviewing 2023 via ΔOKR=∑i(actuali−targeti)\Delta \mathrm{OKR} = \sum_i (\text{actual}_i - \text{target}_i) and shrinking σfocus2\sigma^2_{\text{focus}}.
goalsgpt4summitracketpowerlifting
May2023
MAY152023

From PDE to Price: Solving Black-Scholes and Delta Hedging

Solve LV=0\mathcal{L}V=0, go risk-neutral, then hedge with Δ=∂V/∂S\Delta = \partial V/\partial S so dΠt=rΠtdtd\Pi_t = r\Pi_t dt.
Black-Scholes-Mertonrisk-neutral measuredelta hedgingGreeksEuropean option
April2023
APR262023

Jammin' with GPT4

Pair sessions where d flowdt\tfrac{d\,\text{flow}}{dt} tracks E[tokens∣prompt]\mathbb{E}[\text{tokens} \mid \text{prompt}].
GPT
APR262023

Outpainting with Dall-e 2

Extending canvases by sampling xt+1∼N(μt,Σt)x_{t+1} \sim \mathcal{N}(\mu_t,\Sigma_t) from p(pixels∣prompt)p(\text{pixels}\mid\text{prompt}).
OutpaintingDall-e 2GPT-4ArtPhotographyPlagiarismPainting
January2023
JAN242023

The Black-Scholes Partial Differential Equation

Deriving ∂tV+12σ2S2∂SSV+rS∂SV−rV=0\partial_t V + \tfrac{1}{2}\sigma^2 S^2 \partial_{SS} V + rS \partial_S V - rV = 0 and why it prices hedges.
Black-Schole-Mertonpartial differential equationEuropean derivative
December2022
DEC272022

Retrospective 2022

A scorecard where P2022=∑iwi⋅ΔhabitiP_{2022} = \sum_i w_i \cdot \Delta \text{habit}_i.
goalskanbanbookssynth
November2022
NOV192022

Itô's Lemma

Applying df=∂tf dt+∂xf dXt+12∂xxf σ2dtdf = \partial_t f\,dt + \partial_x f\,dX_t + \tfrac{1}{2}\partial_{xx} f\,\sigma^2 dt to finish the derivation.
Itô's LemmaItô CalculusGeometric Brownian MotionTaylor expansionlog-normal
October2022
OCT212022

Stochastic Differential Equations & Geometric Brownian Motion

Tracking how ΔXt∼N(0,Δt)\Delta X_t \sim \mathcal{N}(0,\Delta t) becomes dSt=μStdt+σStdWtdS_t = \mu S_t dt + \sigma S_t dW_t.
stochastic differential equationsgeometric brownian motionjump diffusionsquare root diffusion
September2022
SEP272022

Brownian Motion as a Symmetric Random Walk Limit

Watching Sn/n⇒WtS_n/\sqrt{n} \Rightarrow W_t as Δt→0\Delta t \to 0.
random walkbrownian motionpythonmathematical financeoptions pricingCLTInteractive
SEP112022

Kaprekar's Routine

Iterating γt+1=sort⁡↓(γt)−sort⁡↑(γt)\gamma_{t+1} = \operatorname{sort}_\downarrow(\gamma_t) - \operatorname{sort}_\uparrow(\gamma_t) until 6174.
algorithmnumber theoryuniqueness
July2022
JUL122022

Montana

Field notes where exposure E∝Af2E \propto \tfrac{A}{f^2} keeps geysers and big skies in range.
montanayellowstonegeysershot springs
June2022
JUN262022

Cyborg Lisps

When host stacks embed λ\lambda-calculus so code≡data\text{code} \equiv \text{data} across the cyborg membrane.
lispembedded programming languagesmacrosmetacircular evaluator
JUN222022

A Spoonful of Metaprogramming

Binding tidy-eval spells to λ\lambda-expressions so f(x;θ)f(x;\theta) pipelines synthesize themselves.
Rmetaprogrammingtidy eval
JUN202022

Searching For Chaos

Scanning coefficient vectors a\mathbf{a} until Lyapunov λmax⁡(a)>0\lambda_{\max}(\mathbf{a}) > 0 lights up.
pythongenerative artchaos theorydifferential equationsconvex hullclustering
JUN12022

O/blog/itory First Post

Setting t=0t=0 with blogt+1=blogt+ε\mathbf{blog}_{t+1} = \mathbf{blog}_t + \varepsilon experiments.
introduction