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1 vote
1 answer
56 views

How to study the convergence of the sample mode for arbitrary probability spaces

(This is not the problem I actually care about, but an analogy with similar issues to the problem I'm actually considering.) Consider a probability space with i.i.d. random variables $X_i$ producing ...
1 vote
0 answers
34 views

Correlating two matrices $A,B$ with stochastic dependency structure imposed by cross-validation

Consider a labelled data set $$D = \{(x_1, y_1),...,(x_n, y_n)\} $$ on which we want to evaluate a machine learning algorithm using $k$-fold cross validation with $m$ different random seeds. This ...
2 votes
1 answer
101 views

Estimating mean and variance of a distribution based on error-prone estimates of its cdf

Suppose I have some random variable $X$ taking values in $[a, b]$ with unknown distribution (I am happy to assume the distribution is smooth, though it would be nice to not have to). I have a ...
0 votes
2 answers
453 views

Estimating a sum

Sorry for the vague title but I couldn't find a better one. I want to compute the sum $S = \frac{1}{N}\sum_{i=1}^N c_i x_i$ where $c_i$s are known positive constants. The problem is that computing ...