231 reputation
17
bio website kyb.tuebingen.mpg.de/~fabee
location Tuebingen
age
visits member for 3 years, 2 months
seen Sep 2 at 8:42
PhD student in computational neuroscience.

Sep
24
awarded  Autobiographer
Jun
25
awarded  Yearling
Jun
30
awarded  Commentator
Jun
30
comment Why isn't Likelihood a Probability Density Function?
Could you elaborate why the answer is wrong and what the Radon-Nikodym derivative has to do with it? It seems to me that first link you provided says the same as the accepted answer.
Sep
12
comment Conditional expectation of a product
I updated the answer. If you know $\sigma_x$ and $\sigma_z$ then the above is your expectation (please double-check them before you use them for anything important).
Sep
12
revised Conditional expectation of a product
added 591 characters in body
Sep
12
answered Conditional expectation of a product
Aug
30
comment Explicit expression for determinant
Hmm, I was afraid so. Thanks for your thoughts anyway.
Aug
29
comment Explicit expression for determinant
I am not sure whether I can follow your answers. If my matrix had the form $\sigma^2I+J_1$ with rank one $J_1$ I would use Sylvester's determinant theorem and be done. However, in my case both matrices can have full rank: the first one is a diagonal matrix and the second is the elementwise product of an outer product with the matrix $W$.
Aug
29
asked Explicit expression for determinant
Aug
26
comment Any efficient software/package/toolbox for nonlinear programming for MATLAB
Bing, unfortunately your notation is not very clear. As you wrote it, it's not clear what that function is you want to resolve for.
Aug
26
answered PDF of discrete fourier transform of a sequence of gaussian random variables
Aug
23
awarded  Editor
Aug
23
revised Any efficient software/package/toolbox for nonlinear programming for MATLAB
edited body
Aug
22
answered Any efficient software/package/toolbox for nonlinear programming for MATLAB
Aug
22
awarded  Scholar
Aug
22
accepted name for the distribution of a gamma RV raise to 1/p?
Aug
22
answered name for the distribution of a gamma RV raise to 1/p?
Aug
21
awarded  Supporter
Aug
20
comment Numerically finding a Mercer expansion for a given covariance kernel
How did you guess my secret identity?