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πr8's user avatar
πr8's user avatar
πr8
  • Member for 6 years, 4 months
  • Last seen this week
12 votes
Accepted

Unbiased estimator of exponential of measure of a set?

7 votes
Accepted

Separating $X$ from $Y$ in $E[(X^T Y))^p]$ for $p = 3$ and $4$?

5 votes
Accepted

$E[X^T (Y-Z)] = E[X^T] E[Y-Z]$ but what about $E[(X^T (Y-Z))^2]$?

4 votes

Show That $Cov(X,\frac{1}{X})\le0$ if $X$ Is Positive Random Variable?

4 votes
Accepted

Variational inference with dependent variables

4 votes

How is typical set defined for general high-dimensional distributions?

3 votes
Accepted

Upper bound on total variation between two Gaussian mixture

3 votes
Accepted

Optimization as sampling for stochastic functions

3 votes
Accepted

Is the transition kernel of a Metropolis-Hastings chain of the form $P(x,A)=\varrho(x)\tilde P(x,A)+(1-\varrho(x))1_A(x)$?

3 votes
Accepted

Why is $\frac1n\sum_{i=0}^{n-1}\sum_{j=0}^i1_{\{\:X_i\:=\:Y_j\:\}}f(Y_j)$ an equivalent representation for the usual Metropolis-Hastings estimator?

3 votes

For Hamiltonian Monte Carlo, what should be done when one of the steps in the leapfrog path yields no solution?

3 votes
Accepted

Proof of convergence in original Metropolis algorithm paper

3 votes
Accepted

A particular method for estimating the gradient of a log-density from samples

2 votes

How does the celebrated result about the diffusion limit of the Random Walk Metroplis-Hastings algorithm help us to find the optimal scaling

2 votes

expectation of log of expectation by Monte Carlo

2 votes
Accepted

SMC Samplers - Optimal Backward Kernel Explanation

2 votes
Accepted

predictive distribution of beta

2 votes

Inferring a Markov chain from its invariant measure

2 votes
Accepted

Is John Skilling's Nested Sampling Algorithm a Supervised or Unsupervised Learning Technique?

2 votes

Rewrite $\frac{1}{2}||x-u||_2^2$ subject to $||x||_1\le c$ to lagrangian form with multiplier $\lambda \ge 0$

1 vote

Combining unbiased estimators with unknown variance

1 vote

Relationship between variational inference and sampling in a Boltmzann-machine-like network

1 vote

Can I do HMC with the wrong Hamiltonian?

1 vote
Accepted

Fast Evaluation of a Double Sum

0 votes
Accepted

Bootstrapping for Control Variates

0 votes

Intuition for why the (log) partition function matters?

0 votes
Accepted

Hamiltonian Monte Carlo with distributions on the unit sphere (Von Mises Fisher distribution)

0 votes

Unbiased Metropolis-Hastings estimator of the form $\frac{\sum_{i=1}^nW_if(Y_i)}{\sum_{i=1}^nW_i}$. How do we need to choose $W_i$?

0 votes

Numerical examples proving and disproving the optimal scaling heuristic by Roberts et al

0 votes

Is it possible to use an estimated Likelihood without summary statistics for MCMC sampling?