181 reputation
10
bio website yuan-shuai.info
location London, United Kingdom
age 30
visits member for 2 years, 9 months
seen Apr 22 at 15:20

I'm doing a PhD in Computer Science, University College London.


Jul
10
awarded  Popular Question
Jul
2
awarded  Curious
Apr
19
asked How should I find the analytical form of these recursive equations
Apr
4
revised How to solve this boundary value problem in discrete time?
fixed a typo
Apr
4
asked How to solve this boundary value problem in discrete time?
Mar
11
awarded  Supporter
Aug
19
awarded  Teacher
May
5
awarded  Tumbleweed
Apr
28
answered Understanding the Hamiltonian function
Feb
11
comment closed form for $p(B_1>x>B_2)$ where $[B_1, B_2]'$ follows a bivariate lognormal dist?
$B_1$ and $B_2$ are correlated. Does the equation $u'(t)$ consider that?
Feb
11
comment closed form for $p(B_1>x>B_2)$ where $[B_1, B_2]'$ follows a bivariate lognormal dist?
did you mean "... is maximal when $\mathbb P(X_1\gt\log x\gt X_2)$"?
Jan
27
asked closed form for $p(B_1>x>B_2)$ where $[B_1, B_2]'$ follows a bivariate lognormal dist?
Jan
18
accepted What's the posterior for mutivariate lognormal with covar known?
Jan
18
asked What's the posterior for mutivariate lognormal with covar known?
Jan
10
comment Which distributions should be used to model the winning & 2nd bids in second price auctions?
I know that people use lognormal to model the private values of bidders. But since the winning bidders are changing across auctions, is it still reasonable to use lognormal?
Jan
10
asked How do I measure the similarity of two bivariate time series?
Jan
9
asked Which distributions should be used to model the winning & 2nd bids in second price auctions?
Jan
9
answered Second Price Auction (Generalized Second Price)
Jan
3
revised Gaussian Bayesian filtering with bound observation ($b_1<x<b_2$)
edited title
Jan
3
revised Gaussian Bayesian filtering with bound observation ($b_1<x<b_2$)
edited title