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ABK's user avatar
ABK's user avatar
ABK
  • Member for 4 years, 4 months
  • Last seen more than a week ago
  • Scandinavia
6 votes
1 answer
3k views

KL-divergence: P||Q vs. Q||P

6 votes
1 answer
776 views

probability calibration and Brier score

5 votes
2 answers
1k views

disadvantage of bootstrap (from wiki)

5 votes
1 answer
579 views

Estimation of ARMA from state-space generated data

4 votes
0 answers
1k views

AR(1) model with autoregressive intercept

4 votes
1 answer
125 views

Linearisation of Kalman filter

4 votes
0 answers
252 views

estimation of polynomial regression: bootstrap approach

4 votes
1 answer
821 views

Signs of the lasso solution

4 votes
0 answers
143 views

multicollinearity and predictive power [duplicate]

4 votes
0 answers
36 views

Fused lasso for image denonising

3 votes
0 answers
385 views

Geometric distribution and entropy

3 votes
1 answer
2k views

Score-probability obtained from Random Forest

3 votes
0 answers
77 views

variance estimation for fused lasso

3 votes
0 answers
71 views

Average correlation

3 votes
1 answer
418 views

Kalman filter: asymptotic of state estimate

3 votes
0 answers
177 views

log transform in linear regression

3 votes
0 answers
199 views

cross validation in lasso problem

3 votes
1 answer
763 views

Splitting dataset with respect to categorical variable

2 votes
0 answers
76 views

Different loss functions for estimation and cross-validation

2 votes
1 answer
307 views

can two AR(1) processes be cointegrated

2 votes
1 answer
2k views

estimation of KL-divergence of continuous distributions

2 votes
1 answer
867 views

Brier score of calibrated probs is worse than non calibrated probs

1 vote
1 answer
141 views

About computation of Brier score

1 vote
0 answers
34 views

Brier score: $L_1$ instead of $L_2$ [duplicate]

1 vote
1 answer
127 views

Identifying data generating process by testing

1 vote
1 answer
146 views

goodness-of-fit and bootstrap

1 vote
1 answer
110 views

Small noise of state process and filtering

1 vote
0 answers
141 views

HMM Bayesian vs. non-Bayesian

1 vote
0 answers
31 views

long-range dependence measure

1 vote
0 answers
101 views

parameters in the priors in Bayesian Online Changepoint Detection