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Camille Gontier
  • Member for 2 years, 6 months
  • Last seen more than a week ago
6 votes
Accepted

MCMC: long burn in vs re-initialization of the chain?

5 votes
Accepted

Forward algorithm vs Forward–backward algorithm

4 votes
Accepted

Does it make sense to regularize the loss function for binary/multi-class classification?

4 votes
Accepted

AIC model averaging when models are correlated

3 votes
Accepted

Model evidence and Bayesian model selection

3 votes
Accepted

Modern applications of Bayesian Model Selection

3 votes
Accepted

MAP and one solved question

3 votes

What does a function of a maximum likelihood estimator represent exactly?

3 votes
Accepted

Uncertainty of parameters estimated by maximum likelihood

3 votes
Accepted

Precision of parameter fits in computational models

2 votes

What is the purpose of dimensionality reduction?

2 votes
Accepted

Deriving Fisher Information Matrix over a Histogram Structure

2 votes

Can I use AIC/BIC to compare a Poisson model to a negative Binomial model?

2 votes
Accepted

Number of states in HMM

2 votes
Accepted

Need help understanding how C hyperparameter influences $w $ in regularized SVM

1 vote

Is there a better way to describe a model's generalization performance than "under" and "overfitting"?

1 vote
Accepted

Akaike Information Criterion I cannot interpret the result

1 vote
Accepted

How do I find Schwartz criterion (or Bayesian Information Criterion) for these three models?

1 vote

Does sampling more frequently reduce variance?

1 vote
Accepted

Identify bad models

1 vote
Accepted

Test to select best models in production

1 vote

Test which distribution has a "longer tail"

1 vote
Accepted

Why does the supporting vector satisfy $y_i(\mathbf{w}^T\mathbf{x_i}+b) = 1$ instead of $> 1$ or $= 2$

1 vote

How to use the MCMC method for multivariate distributions?

1 vote
Accepted

Model evaluation using Akaike's Information Criterion, Bayesian Information Criterion and Future Prediction Error Criterion

1 vote

What to do if the rate of misclassification in Bayesian model selection depends on the model parameter

1 vote
Accepted

Why don't we treat the mean and variances in EM algorithm as latent variables

1 vote
Accepted

Parameter estimation for random variables where a control parameter is another r.v

0 votes
Accepted

What is the experimental design?

0 votes
Accepted

How to perform model selection with the BIC for correlated observations