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Results tagged with pr.probability
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user 75088
Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.
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MLE and CRLB with mismatched likelihoods
Suppose that I can do a Karhunen-Loeve expansion of a log-likelihood function $p(\bf{x};\theta)$ into N terms and that these accounts for a fraction $1-\delta$ of the total energy. Now consider estima …
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