552 reputation
314
bio website
location
age
visits member for 3 years, 2 months
seen Oct 16 at 21:38

Jul
21
awarded  Notable Question
Jul
12
awarded  Revival
Jul
2
awarded  Curious
Apr
14
awarded  Popular Question
Apr
7
awarded  Popular Question
Sep
12
awarded  Popular Question
Aug
13
awarded  Yearling
Feb
1
accepted Real-valued 2D Fourier series?
Jan
28
answered Product of Two Multivariate Gaussians Distributions
Jan
6
comment What is an observable random variable?
@did: There's nothing wrong with it, but I was looking for a rigorous definition in terms of probability spaces and functions on them.
Jan
4
asked What is an observable random variable?
Oct
12
asked Real-valued 2D Fourier series?
Sep
13
awarded  Commentator
Sep
13
comment Question about differential equation notation
Ouch! Of course, you're right. Thank you!
Sep
13
asked Question about differential equation notation
Sep
13
comment 13 DOF Kalman filter
@Riccardo: While a particle filter can better handle multimodal and other complex or highly non-linear functions, it is also much more expensive to compute. For many "reasonable" measurement functions, an UKF is a good tradeoff between accuracy and speed. (It is basically a particle filter with very few, very carefully placed particles)
Sep
12
answered 13 DOF Kalman filter
Aug
13
awarded  Yearling
Jun
9
accepted Difference between sample mean and true mean of a gaussian
Jun
9
comment Difference between sample mean and true mean of a gaussian
It's actually multivariate and random vectors, but the anomaly only occurs in one dimension and I thought the univariate case would be easier to answer, so I stated the question in terms of a univariate distribution. (as far as I know, covariance and variance are the same for univariate distributions)