fabee
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 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?