Skip to main content

New answers tagged

1 vote

Is there an "observation noise" formulation for logistic regression?

Gaussian random variables have the property that if $X \sim N(0, \sigma^2)$, then $X + \mu \sim N(\mu, \sigma^2$). Hence, we can write $Y = X w^T + \varepsilon$ and this is equivalent to writing $Y \...
Demetri Pananos's user avatar
1 vote
Accepted

Sampling Correlated Poissons conditional on their sum

So after thinking about this for a bit I have come up with a solution. My approach is re-frame the question in terms of the three independent variables that make up the bivarate Poisson $X'$,$Y'$ and $...
tomthescientist's user avatar

Top 50 recent answers are included