1
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0answers
31 views

Sequential problem for n=1, non linear regression

I am trying to understand an example in my stats course notes, the example relates to calculating the best value for the next experiment. The function of the line is very simple: $$ln(Y_i) = ...
0
votes
0answers
65 views

Solving for Analytical Maximum Likelihood Estimate Parameters

I have a statistical model whose parameters I would like to find a closed form maximum likelihood estimate for if possible. There are two parameters and I can solve for one, but the second is a bit ...
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votes
1answer
164 views

Generating a random monotonically increasing polynomial?

Given a polynomial $y : \mathbb{R} \mapsto \mathbb{R}$ of degree $p$: $$ y(x) = \sum_{k=0}^p c_k\, x^k,$$ can a random set of coefficients $\{c_0, \cdots ,c_p\}$ be generated such that $y$ is ...
1
vote
0answers
137 views

A convex programming problem involving sum of logarithms of linear functions

Here is a convex programming problem I encountered while working on an estimation problem for a mixture of multinomial distributions. We have a matrix $A_{m \times n}$ containing non-negative real ...
1
vote
1answer
54 views

Transform the sample to make it more similar to a given

$X=\{x_{i}\}$ and $Y=\{y_{i}\}$ are numeric samples: $y_i \ge 0, x_i \ge 0, i \in [0..N]$. I need to find the mapping $F(X)=\{F(x_i)\}$ with fairly simple formula such that: Euclidean distance ...