# Questions tagged [convergence]

Convergence generally means that a sequence of a certain sample quantity approaches a constant as the sample size tends to infinity. Convergence is also a property of an iterative algorithm to stabilize on some aim value.

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### convergence of sample covariance matrix in case sample size depends on dimesion

Let $X_1,X_2,\dots,X_n$ be random sample from $\mathcal{N}_p(\mathbf{0},\mathbf{\Sigma})$ and put $\mathbf{S}=\frac{1}{n}\sum_{i=1}^nX_iX_i^t$, which is sample covariance matrix. If $p<n$, it is ...
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### Why isn't my gradient descent code converging to solution for GB2 probability distribution?

I'm running gradient descent code in R on an $n$=10,000 test dataset simulating insurance claims records that follow the Generalized Beta of the 2nd Kind ...
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### Intuitive understanding of the difference between consistent and asymptotically unbiased [duplicate]

I am trying to to get an intuitive understanding and feel for the difference and practical difference between the term consistent and asymptotically unbiased. I know their mathematical/statistical ...
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### Does the convergence of algorithms in machine learning to train set make sense?

Think of the hypothetical situation where we have a y reponse and a scalar input x, we want a function that maps x to y perfectly at least in the training set. This does not make sense, it is just ...