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Mar
21
comment Graphically, what is positive semidefinite-ness?
Thanks for taking the time to answer. You're right that Newton's method will only give a local minimum (and will stop at a local maximum) since it's looking for a point where the gradient is zero. I am still having trouble visualizing the second part of your answer.
Mar
20
revised Graphically, what is positive semidefinite-ness?
added 282 characters in body
Mar
20
revised Graphically, what is positive semidefinite-ness?
obvious
Mar
20
revised Graphically, what is positive semidefinite-ness?
obvious
Mar
20
asked Graphically, what is positive semidefinite-ness?
Mar
13
awarded  Nice Question
Mar
12
accepted Notation for the set of all $x_i$
Mar
12
asked Notation for the set of all $x_i$
Feb
4
comment Probability problem of dice game
let us continue this discussion in chat
Feb
4
comment Probability problem of dice game
@joriki: Yes, it's solving a system of linear equations. You could have written it as a dynamic program that memoizes the transition probabilities and the probability of return for every state, which would be more efficient for a sparse transition matrix.
Feb
4
awarded  Popular Question
Feb
3
comment Probability problem of dice game
@joriki: I think you could turn all of the loops into self-loops first, and then you would have a traversal order. Anyway, I calculated the transition matrix. Perhaps you can finish it from there?
Feb
3
comment Probability problem of dice game
@joriki: I was thinking of doing something like this: stats.stackexchange.com/questions/48396/… I see your point that you can get the transition matrix and decompose it, which might give an easier solution. I have some time now to give it a shot.
Feb
3
comment Probability problem of dice game
It's not hard to use dynamic programming to find an exact solution. The state space is the last number rolled cross the run length (1 or 2). So, there are 22 states plus 2 finish states. The start space can be $(12, 1)$. What happens if they both simultaneously win?
Feb
2
accepted Trace of a matrix times outer product
Feb
2
comment Trace of a matrix times outer product
Thanks for your answer so far. Is there an intuitive explanation of why someone would prefer to write the first expression? Does it reveal some mathematical structure? The second one seems clearer to me.
Feb
2
asked Trace of a matrix times outer product
Nov
26
awarded  Popular Question
Nov
24
comment Convex function plus $v e^{-x}$
@coffeemath: I meant $w$, but I don't think it makes any difference?
Nov
24
revised Convex function plus $v e^{-x}$
giving the function a name