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Oskar's user avatar
Oskar's user avatar
Oskar
  • Member for 1 year, 5 months
  • Last seen more than a week ago
  • Svalbard
Profile Activity

12 Questions

Score Activity Newest Views
3 votes
1 answer
65 views

If $X_t$ is an AR(2) process, what is $Y_t := X_t - X_{t-1}$?

3 votes
1 answer
63 views

Let $X_t$ be an ARIMA(1,1,1) process and $Y_t = Y_{t-1} + X_t$. What kind of process is $Y_t$?

3 votes
0 answers
39 views

Find the formal bayes rule

2 votes
0 answers
24 views

Mean and covariance kernel for the posterior GP of a Hidden Markov Model

2 votes
1 answer
23 views

Show that the multinomial distribution with $k$ categories and Dirichlet distribution are conjugate prior

1 vote
0 answers
31 views

Convexitiy of multi-class hinge loss

1 vote
1 answer
69 views

Find a two dimensional sufficient statistic for $\theta$

1 vote
0 answers
34 views

MLE for a minimum of Ornstein–Uhlenbeck process

0 votes
0 answers
51 views

Subgradient of multi-class hinge loss

0 votes
0 answers
66 views

Covariance function of MA(1) process

0 votes
0 answers
24 views

Linear process, how is $X_t$ well-defined?

0 votes
0 answers
63 views

Formal Bayes rule for the bandit problem