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Let $ \{X_i\}_{i=1}^{P} $ and $ \{Y_j\}_{j=1}^{Q} $ be two sequences of independent and identically distributed (i.i.d.) random variables. $X_i$ and $Y_j$ are independent between all pairs of $i$ and $...

Assume that given $n$ i.i.d samples $(X_1, X_2, ..., X_n)$ drawn from $p_X$, an unknown probability mass function defined over a finite alphabet $\mathcal{X}$, one wants to estimate $p_X(x)$ for each $...

I've been using iteratively reweighted least squares (IRLS) to minimize functions of the following form, $J(m) = \sum_{i=1}^{N} \rho \left(\left| x_i - m \right|\right)$ where $N$ is the number of ...