User Mark L. Stone - Cross Validated

Mark L. Stone

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Nonlinear Multivariate Dynamic Stochastic Global Optimum

266 Answers

Score Activity Newest

8 votes

Accepted

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

answered Jul 2, 2018 at 11:58

8 votes

Accepted

Is non-integer power of a kernel still a kernel?

answered Jan 12, 2018 at 3:26

8 votes

Accepted

Question about conventions for L1 and L2 regularization

answered Aug 17, 2016 at 14:42

8 votes

Accepted

Name for 1 minus Bernoulli variable

answered Dec 9, 2016 at 17:07

7 votes

Why the sudden fascination with tensors?

answered Sep 3, 2016 at 14:52

7 votes

Accepted

Can I checking the correct implementation for gradient descent algorithm by looking at if the loss is monotonically decreasing?

answered Aug 24, 2016 at 14:39

7 votes

Accepted

Working out error on fit parameters for nonlinear fit

answered Jun 8, 2018 at 14:16

7 votes

Accepted

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

answered Jun 29, 2018 at 23:28

7 votes

What exactly are moments? How are they derived?

answered Jun 15, 2015 at 16:53

7 votes

Accepted

Lagrangian multiplier: role of the constraint sign

answered Aug 28, 2015 at 15:13

7 votes

Getting Expected Value from Monte Carlo Simulation

answered Jul 4, 2015 at 16:27

7 votes

Do I need to guess a distribution to use MLE?

answered Aug 11, 2016 at 19:49

7 votes

Accepted

How to find the pdf of the difference beween random variables

answered Jul 28, 2016 at 1:16

7 votes

Accepted

Why doesn't my code for extracting the first principal component work?

answered Jul 19, 2016 at 20:05

6 votes

Correlation of signs of a jointly Gaussian RV

answered Aug 3, 2016 at 0:21

6 votes

Why are symmetric positive definite (SPD) matrices so important?

answered Aug 4, 2016 at 2:19

6 votes

Is EM feasible when there is no closed form maximization of the expectation of log likelihood?

answered Jul 25, 2016 at 14:56

6 votes

Accepted

Variance of weighted mean greater than unweighted mean

answered Aug 14, 2016 at 21:55

6 votes

In which cases we can approximate expected value of a function by assuming the function and the expectation commute?

answered Jan 30, 2016 at 21:52

6 votes

How to transform standard deviations from standard deviations

answered Apr 26, 2016 at 0:38

6 votes

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

answered Jul 5, 2015 at 14:40

6 votes

The role of variance in Central Limit Theorem

answered Sep 1, 2015 at 16:53

6 votes

Accepted

How to convert minimize $\| Ax - b \|_\infty$ to an equivalent linear program step by step?

answered Oct 17, 2015 at 1:04

6 votes

log-linear vs log-bilinear

answered Oct 18, 2015 at 12:24

6 votes

Can a random variable be a deterministic function of other random variables yet be independent of them?

answered Sep 18, 2016 at 19:27

5 votes

Since a projection matrix is idempotent, symmetric and square, why isn't it just the identity matrix?

answered Aug 22, 2016 at 18:05

5 votes

Accepted

Conditional probability calculation

answered Oct 31, 2017 at 23:54

5 votes

Accepted

square root missing in code?

answered Nov 23, 2017 at 21:10

5 votes

If X and Y both have the same pdf, they are identically distributed, but can I say that they are independent?

answered Jun 22, 2017 at 21:06

5 votes

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

answered Jan 4, 2017 at 4:08

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