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Mark L. Stone's user avatar
Mark L. Stone's user avatar
Mark L. Stone's user avatar
Mark L. Stone
  • Member for 9 years, 1 month
  • Last seen this week
3 votes

Berry-Esseen bound for binomial distribution

13 votes
Accepted

Unbiased estimators of skewness and kurtosis

5 votes

How to recover primal problem from its dual counterpart

6 votes

Is it fair to say that most real-life distributions have finite variance?

13 votes

Free statistical textbooks

6 votes

Covariance of an estimate from optimization

15 votes
Accepted

Does there exist any univariate distribution that we can't sample from?

3 votes

Prove that the distribution of $Q$ is chi-squared with $p_2$ degrees of freedom

3 votes
Accepted

Is there an algorithm for solving a many-to-one assignment problem?

5 votes

Completing a $3 \times 3$ correlation matrix — $2$ coefficients of the $3$ given

10 votes

What is the hazard-rate of a truncated probability distribution?

7 votes

log-linear vs log-bilinear

2 votes
Accepted

Sample covariance matrix and its inverse

1 vote

About solving a convex optimization problem

52 votes
Accepted

How does the L-BFGS work?

0 votes

If $X$ is normally distributed, can $\log(X)$ also be normally distributed?

26 votes

Why is logistic regression called a machine learning algorithm?

9 votes

How to cross validate stepwise logistic regression?

3 votes

Quadratic problems with norm constraints in R

4 votes
Accepted

Why correlation is not "transitive"?

2 votes
Accepted

Why weights are not negative in Lasso regression?

1 vote
Accepted

Why may a matrix be singular or ill-conditioned with standard learning algorithm for linear classification?

8 votes
Accepted

Computing Highest Density Region given multivariate normal distribution with dimension $d$ > 3

8 votes
Accepted

Why is gradient descent with momentum considered an exponentially weighted average?

3 votes

Is it possible to calculate the probability the sum of one set of random variables equals the sum of a different set of random variables?

2 votes

The lack of correlation determines the second-degree cross-moments (covariances) of a multivariate distribution?

1 vote

Estimation of parameters from two simultaneous equations

1 vote

Hessian of Log of Matrix-t distribution

4 votes
Accepted

formula for sample covariance: Bessel's correction

9 votes
Accepted

Any optimization problem can be expressed as one with a linear objective

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