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visits member for 2 years, 3 months
seen Jun 6 at 10:30

May
25
awarded  Yearling
May
14
awarded  Caucus
Oct
9
comment Interpretation of $E[X \mid Y, Z]$
It might be misleading to say that $g(Y,Z)$ always conditions on both $Y$ and $Z$. No, it doesn't have to. The correct statement is this: if you condition it on both $Y$ and $Z$, it becomes a constant; if you condition it on $Y$ it becomes a function of r.v. $Z$; if you condition it on $Z$ it becomes a function of r.v. $Y$.
Oct
8
comment Interpretation of $E[X \mid Y, Z]$
$E[X|Y,Z]$ will be a constant only when both $Y$ and $Z$ are instantiated/observed.
Oct
8
comment Interpretation of $E[X \mid Y, Z]$
Why should $E[X|Y=y,Z]$ be a constant? It is a function of the r.v. $Z$.
Sep
25
comment Alternative strategies for Optimization
Why don't you try numerical optimization software, e.g. fmincon in MATLAB?
Sep
22
comment Numerical optimization with nonlinear equality constraints
The fact that it is easy to solve for $x_n$ given all other variables reminds me of coordinate descent method. You can write the full cost function (including the constraint) and then apply coordinate descent. Doesn't it work?
Sep
19
revised How to avoid numerical overflow while computing a sum of products?
added 17 characters in body
Sep
19
revised How to avoid numerical overflow while computing a sum of products?
edited tags
Sep
19
asked How to avoid numerical overflow while computing a sum of products?
Sep
17
comment How to sample from a product-of-sums distribution?
Thanks for your comment, I noticed and corrected an error. The product should be from 1 to M.
Sep
17
revised How to sample from a product-of-sums distribution?
edited body
Sep
11
asked How to sample from a product-of-sums distribution?
Aug
31
answered How to formulate the probability of being correct?
Aug
31
comment How to formulate the probability of being correct?
@SeyhmusGüngören, yes, L and F are independent (but only when X is not observed). So what effect does it have? I understand that $\delta$ is designed previously but no $X$ is observed yet, how do you compute the probability of being correct?
Aug
31
comment How to formulate the probability of being correct?
@alancalvitti I've read it from Wikipedia now and no ring belled. Could you please explain?
Aug
30
asked How to formulate the probability of being correct?
Aug
21
answered Statistical Significance Dice Probability
Aug
20
comment Rating system incorporating experience
If you have example ground-truth rankings, you can fit this model to those and obtain the best $\alpha$. Otherwise, I guess it has to be subjective.
Aug
17
answered Rating system incorporating experience