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JPJ
  • Member for 8 years, 7 months
  • Last seen more than a month ago
2 votes
1 answer
1k views

Why use EM algorithm instead of just plain old ML for mixture model?

2 votes
1 answer
1k views

Expected value of the SHASH distribution?

4 votes
1 answer
305 views

Compute $P\left(\int_0^1W(t)dt>\frac{2}{\sqrt3}\right)$ where $W(t)$ is a Wiener process

3 votes
1 answer
520 views

Partial Least Squares Multinomial Regression

0 votes
0 answers
41 views

Any trick to swap order of determinant and matrix inverse operation?

0 votes
0 answers
94 views

Can a $\require{enclose}\enclose{horizontalstrike}{z-transform}$ Probability Generating Function be used to solve this recurrence relation?

4 votes
2 answers
2k views

How to estimate normalization constant during optimization of complex parameterized PDF using MLE?

4 votes
0 answers
86 views

Automatic fitting of normalization constant as a parameter in noise contrastive estimation

1 vote
0 answers
467 views

Estimate quantile contours from probability density function

1 vote
1 answer
129 views

Extract density estimator from discriminator (MLE method) in adversarial training

6 votes
1 answer
2k views

Find "nearly" linearly dependent columns of matrix

7 votes
1 answer
635 views

Standard equivalent of OLS for minimizing the $L_1$ norm

7 votes
2 answers
2k views

Predictions for random walk in ARIMA model

5 votes
1 answer
1k views

Find state space model to compare with Box-Jenkins ARIMA model

5 votes
2 answers
164 views

Integration of product of functions of "x" with exponents/powers (binomial problem)

2 votes
1 answer
63 views

I know $Y|Z \sim\mathbb{N}(Z,\sigma^2)$, but what is $Z|Y$?

5 votes
2 answers
563 views

Does an accurate "noise" model help when using a Kalman filter?

1 vote
1 answer
64 views

Is it redundant to use moving average AND auto-regressive terms in an ARIMA model?

0 votes
0 answers
841 views

ARIMA(1,1,1) model to state space form [duplicate]