After a quick internet search I found no method for incremental entropy computation. Question 1 Let $\{x_i\}_{i=1}^n$ and $\{x_i\}_{i=1+n}^{n+m}$ be two samples and let $S_i^j:= …

Imagine you have $\$50$ and every $2$ minutes you either gain or lose $33$ cents. How would you model the evolution of the hypothetical bankroll for the next hour? My approach bas …

Test : "A True Random Sequence Source and a computer producing a certain sequence of numbers are kept in separate rooms and judges try to tell them apart by conducting a serie …

Hello everyone, I am trying to obtain an analytic expression for the following Gaussian integral $$\frac{1}{\sqrt{(2 \pi)^n |\Sigma|}} \int \kern-0.2em \cdots \kern-0.2em \int d\ …

I am writing a ray tracer and I wish to fire rays from a point p into a hemisphere above that point according to some distribution. 1) I have derived a method to uniformly sample …

I have a noisy time series, (representing the measured mass of antibody bound to a chip covered in antigen). The values of the series seems to settle at a specific value (presumabl …

Hi all, Say we have $\tilde{\bf{h}}$=$\bf{h}$+$\bf{e}$ where $\bf{h}$ is a given complex vector and $\tilde{\bf{h}}$ is the estimate. $\bf{e}$ is the error vector where each ent …

Scheffé's method for identifying statistically significant contrasts is widely known. A contrast among the means $\mu_i$, $i=1,\ldots,r$ of $r$ populations is a linear combination …

If you are working with censored data (that is, you only know a lower bound for the value of some observations), can you still use the Chi-square approximation for the statistic $D …

Let $X=(X_{t},t \in T)$ be a non-homogeneous, continuous time Markov process with a finite state space S={1,...,K}. Let $\alpha_{i,j}(t)$ be the hazard rates of some $\varGamma$- …

I'm trying to get my head around the maths used here: http://visualwebsiteoptimizer.com/ab-split-test-duration/ Can someone point me in the right direction in terms of what algor …

Let $A$ and $B$ be two random matrices such that $A = U^T B V$. Here $U$ and $V$ are deterministic and orthogonal matrices. The random matrices $A$ and $B$ have the same distributi …

I am familiar with basic probabilities, random processes but not so much of machine learning methods. This is the problem I am trying to solve. I want to predict the nature of use …

What is the Bahadur-Anderson Algorithm, and which book could one read to learn it?

Before passing to question, let me briefly recap what's importance sampling of random variables is about. Suppose $\xi$ is a real-valued random variable with density $f$, and let $ …