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Taylor's user avatar
Taylor's user avatar
Taylor's user avatar
Taylor
  • Member for 11 years, 5 months
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42 votes
Accepted

Which loss function is correct for logistic regression?

28 votes
Accepted

Softmax overflow

27 votes

From a statistical perspective: Fourier transform vs regression with Fourier basis

20 votes
Accepted

Why the sum of two absolutely-continuous random variables isn't necessarily absolutely continuous?

18 votes

Why is P(A,B|C)/P(B|C) = P(A|B,C)?

16 votes
Accepted

Cdf of minimum of two iid random variables

15 votes
Accepted

Estimation of AR($p$) model by `lm` versus `arima` in R: different results

12 votes

sampling/importance resampling - why resample?

11 votes

State space representation of ARMA(p,q) from Hamilton

11 votes
Accepted

Is the MAP the maximum value of the posterior or its mode?

11 votes
Accepted

Why are contours of a multivariate Gaussian distribution elliptical?

11 votes
Accepted

How to calculate the probability of a data point belonging to a multivariate normal distribution?

11 votes
Accepted

Why do some formulas have the coefficient in the front in logistic regression likelihood, and some don't?

10 votes
Accepted

Why are the cut-offs used for Bayes factors and p-values so different?

10 votes

Estimate the Kullback–Leibler (KL) divergence with Monte Carlo

9 votes

Variance of $X$ and Variance of $\log(X)$. How to relate them?

9 votes
Accepted

Acceptance-Rejection Method Acceptance Probability Proof

9 votes

Simulate AR(1) process in R with specified nonzero mean and AR coefficient

9 votes
Accepted

sequential/recursive/online calculation of sample covariance matrix

9 votes

What does it mean by independently and identically distributed random variables?

8 votes
Accepted

How do we know $X'X$ is nonsingular in OLS?

8 votes
Accepted

Show that $E\{ZΦ(Z)\} = 1 / \left( 2\sqrt{\pi} \right)$

8 votes
Accepted

Yule Walker equations of an ARMA(1,1)-process

8 votes
Accepted

Where is the dominated convergence theorem being used?

8 votes
Accepted

What is the difference between Markov chains and Markov processes?

8 votes
Accepted

Why do independent priors for two random variables not result in an independent joint posterior distribution?

7 votes
Accepted

Low effective sample size but good R-hat is this a problem?

7 votes

KL divergence between gaussian and uniform distribution

7 votes
Accepted

How to derive the form of the posterior for regression?

7 votes
Accepted

Importance Sampling

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