I did a bit of spring cleaning and found some solutions to a course using exercises from the book The Elements of …
Category: Statistics
Understanding the Metropolis Hasting algorithm – A tutorial
The Problem Say you want to evaluate the expectation of a function over a random variable $$E[f(x)] = \int p(x)f(x)dx$$, or perhaps …
A short tutorial on Kernel Density Estimation (KDE)
The aim of Kernel Density Estimation(KDE) is: Given a set of $$N$$ samples from a random variable, $$\mathbf{X}$$, possibly multivariate and continuous, …