rwolst
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Sample From a 'Constrained' Distribution
1 votes

A correct but inefficient method is as follows: 1) Sample $\boldsymbol{x} \in \mathbb{R}^n$ from a symmetric Dirichlet distribution (as mentioned by Francis). 2) Calculate the point $\boldsymbol{y} =...

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The Sleeping Beauty Paradox
1 votes

This is a very interesting question. I will give my answer as if I were to be sleeping beauty. I feel a key point to understand is that we 100% trust the experimenter. 1) On Sunday night, if you ask ...

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Computationally efficient Gaussian MAP estimation algorithm in MATLAB
Accepted answer
1 votes

While this method doesn't do anything clever in terms of the structure or algorithm, it is quicker in Matlab to do the following: Notice that \begin{equation} \hat{x}=\Sigma(\Sigma+\sigma^2)^{-1}y \...

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