The Stack Overflow podcast is back! Listen to an interview with our new CEO.

Questions tagged [asymptotic-covariance]

The tag has no usage guidance.

Filter by
Sorted by
Tagged with
1
vote
1answer
121 views

Variance of evidence lower bound(ELBO) loss function

When using Bayesian optimisation in a neural network our loss function is equal to: Here the first term is the KL divergence between the approximate and true posteriors. The second term is the ...
0
votes
0answers
65 views

Asymptotic covariance matrix of the maximum likelihood estimator of the parameters of a multivariate normal distribution

I would like to know how to derive the asymptotic covariance matrix of the maximum likelihood estimator of the two parameters (mean vector and covariance matrix) of a multivariate normal distribution. ...