Neil G
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 May 7 awarded Caucus Apr 15 comment Log likelihood of a realization of a Poisson process? Hi David, do you have a citation for the likelihood? I arrived at the same likelihood by reason directly from the entropy of a Poisson process given by McFadden. Apr 14 awarded Notable Question Mar 21 accepted Graphically, what is positive semidefinite-ness? Mar 21 comment Graphically, what is positive semidefinite-ness? Thanks, I think I see it now. Essentially, Newton's method is looking for points with zero slope, and decides for each eigenvector whether to go towards a local maximum or minimum based on the sign of the eigenvalue. Is that right? 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 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