1
vote
0answers
39 views

Efficient evaluation of multidimensional kernel density estimate

Edit I have copied this discussion to the stats community site here, since I feel it is more relevant. Please feel free to close this in due course. I've seen a reasonable amount of literature about ...
4
votes
0answers
112 views

envelope function for a linear combination of gaussian distributions

Given a distribution $F$ defined as a linear combination of Gaussian distributions: $F = \sum_{i=1}^n C_i*N(\mu_i,\sigma_i)$ with $\sum_{i=1}^n C_i = 1$ I want to find a Gaussian function $Q = ...
1
vote
1answer
214 views

A uniqueness proposition involving Erf, the error function

This is a generalization of a previous MO question, "Reducing system of equations involving Erf, Error Function". Consider the system of equations: $$1/2 + {\rm Erf}(x) - \alpha {\rm ...
3
votes
2answers
577 views

Reducing system of equations involving Erf, Error Function

I have a system of equations: $$1/2 + {\rm Erf}(x) - {\rm Erf}(\frac{x+y}{2})=0$$ $$-1/2 + {\rm Erf}(y) - {\rm Erf}(\frac{x+y}{2})=0,$$ Where $x \le y$ and ${\rm Erf}$ is the Error Function. By ...
4
votes
2answers
551 views

Are Gaussian Processes more important than other stochastic processes?

I am doing a course at university and it deals with Gaussian Processes mainly. We use them for fitting data and prediction, machine learning, regression, classification. Is there any particular reason ...
1
vote
2answers
195 views

Normality tests

We have financial some data (500-1000 samples), which is not normally distributed (well known fact from the literature). I have some ideas to do parametric transformations of this data (using some ...