Stephen Ge's user avatar
Stephen Ge's user avatar
Stephen Ge's user avatar
Stephen Ge
  • Member for 7 years, 11 months
  • Last seen more than a week ago
7 votes
1 answer
8k views

Involving indicator function as a constraint in a LP problem

4 votes
0 answers
1k views

Standard Error, why divide by square root of 2?

3 votes
2 answers
5k views

Dice roll game probability

3 votes
2 answers
204 views

Can I determine a parameter in the objective function of a convex problem, given the optimal solution?

2 votes
0 answers
112 views

Noise Covariance Estimation for Linear Regression (Seemingly Unrelated Regressions)

2 votes
2 answers
162 views

Proof of positive semi-definite matrix

2 votes
1 answer
308 views

Szego limit theorems for Toeplitz matrix

1 vote
1 answer
418 views

Expectation of score function (partial derivative of the log-likelihood function)

1 vote
1 answer
54 views

If I split a stationary ARMA process into two parts, are they also stationary?

1 vote
0 answers
133 views

sum of hyperbolic sine and hyperbolic tangent

1 vote
1 answer
92 views

How to determine a random sequence has the same distribution?

1 vote
2 answers
2k views

How much would you be willing to pay to play this card game?

1 vote
1 answer
343 views

binary programming with non-convex objective function

1 vote
2 answers
2k views

Calculate the expection and variance using Ito's Lemma

1 vote
0 answers
98 views

Dual of Dual problem of a simple convex Quadratic problem

1 vote
0 answers
270 views

probability density function of multiplying a constant matrix with a random vector

1 vote
0 answers
59 views

How to prove the dual optimal solutions are bounded

1 vote
1 answer
308 views

Slater's Condition for Dual Problem

1 vote
0 answers
41 views

Rank one decomposition of a positive semi-definite matrix with inequality trace constraints

0 votes
0 answers
46 views

Solving a fractional programming problem with square root of quadratic function in denominator

0 votes
0 answers
241 views

Solving a non-convex quadratically constrained quadratic program (QCQP)

0 votes
1 answer
182 views

Problem of solving a large scale Quadratic Problem with Quadratic Inquality Constraint (QCQP)

0 votes
1 answer
64 views

Question on designing a binary (integer) programming problem

0 votes
0 answers
16 views

Hypothesis Test for a Constrained Linear Regression

0 votes
0 answers
25 views

Derivation of Double (Brown) Exponential Smoothing

0 votes
2 answers
61 views

Inverse quadratic optimization with linear equality constraints

0 votes
0 answers
36 views

Commercial solvers for non-convex optimization problems

0 votes
0 answers
31 views

What is the limit of convergence of the geometric series?

0 votes
0 answers
342 views

Dirac delta function in a optimization

0 votes
1 answer
47 views

Identify State Space Model using Expectation Maximization Method