Skip to main content
stollenm's user avatar
stollenm's user avatar
stollenm's user avatar
stollenm
  • Member for 9 years, 7 months
  • Last seen more than a month ago
  • Heidelberg, Deutschland
6 votes
2 answers
3k views

How to calculate the expectation of the Wishart distribution?

5 votes
3 answers
8k views

Is this proof of the Archimedean Property valid?

5 votes
2 answers
29k views

What's the difference between quasi-concavity and concavity?

4 votes
2 answers
3k views

Decomposing Square Matrix Into Two Matrices Which Are Transposes of Each Other

4 votes
0 answers
827 views

How to calculate the Variance of the Wishart distribution

3 votes
1 answer
209 views

Derivative of Quadratic Form of Cholesky Factor

3 votes
0 answers
105 views

Is the expectation of the inverse of a random matrix that has diagonal expectation also diagonal?

3 votes
1 answer
253 views

Change integration variable from scalar to matrix

2 votes
2 answers
143 views

Probabilistic Proof of Chebyshev Inequality - Step 3

2 votes
0 answers
65 views

Will the average of a conditional sample converge in probability to the conditional expectation?

2 votes
0 answers
190 views

Matrix integral involving trace and determinant

1 vote
1 answer
54 views

Is the expected value of determinant times random matrix proportional to expected value of random matrix.

1 vote
1 answer
78 views

Is trace( inv(A) B ) a distance?

1 vote
1 answer
77 views

Generalized Power Function for Positive Definite Matrices

1 vote
0 answers
48 views

What is the correct representation of the generalized gamma function?

1 vote
0 answers
191 views

If a random matrix converges to an invertible constant matrix $A$, does its inverse converge to $inv(A)$?

1 vote
1 answer
53 views

Numerical Mathematics - Constraint or Unconstraint Optimization?

1 vote
2 answers
175 views

Noncentral Wishart Expected Value - Solving a Matrix Integral

1 vote
1 answer
91 views

Definition of sequential compactness - Whats wrong with this alternation?

1 vote
1 answer
36 views

Can I exchange the derivative and integral if differetiation is w.r.t. boundary variable?

1 vote
4 answers
104 views

An application of the axiom of choice?

0 votes
1 answer
23 views

Why do I need compactness of domain and continuity of $Q$ to show the following?

0 votes
0 answers
35 views

How do I find out if a multivariate function is multimodal?

0 votes
2 answers
3k views

Can the product of two orthonormal matrices be an orthonormal matrix?

0 votes
2 answers
81 views

How to make numerical integration of this expression more stable?

0 votes
1 answer
96 views

Derivative of Zonal Polynomial w.r.t. Matrix Argument

0 votes
0 answers
47 views

Sampling from matrix valued distributions

0 votes
1 answer
34 views

Expectation of random variable multiplied by non-negative function of itself

0 votes
0 answers
97 views

Relationship between Kronecker square and vec square

0 votes
1 answer
38 views

Random Variable Multiplied with Independent Random Vector - Derivation of Product Distribution