WeiYa's Work Yard

February 21, 2019

I learned Stein’s Paradox from Larry Wasserman’s post, STEIN’S PARADOX, it seems that I encountered this term before but I cannot recall anything about it. (I am guilty)

Continuous Time Markov Chain

February 20, 2019

This note is based on Karl Sigman’s IEOR 6711: Continuous-Time Markov Chains.

Restricted Isometry Property

February 19, 2019

I encounter the term RIP in Larry Wasserman’s post, RIP RIP (Restricted Isometry Property, Rest In Peace), and also find some material in Hastie et al.’s book: Statistical Learning with Sparsity about RIP.

Presistency

February 18, 2019

The paper, Greenshtein and Ritov (2004), is recommended by Larry Wasserman in his post Consistency, Sparsistency and Presistency.

Studentized U-statistic

In Prof. Shao’s wonderful talk, Wandering around the Asymptotic Theory, he mentioned the Studentized U-statistics. I am interested in the derivation of the variances in the denominator.

Review of Composite Likelihood

February 13, 2019

This note is based on Varin, C., Reid, N., & Firth, D. (2011). AN OVERVIEW OF COMPOSITE LIKELIHOOD METHODS. Statistica Sinica, 21(1), 5–42., a survey of recent developments in the theory and application of composite likelihood.

Gibbs Sampling for the Multivariate Normal

February 13, 2019

This note is based on Chapter 7 of Hoff PD. A first course in Bayesian statistical methods. Springer Science & Business Media; 2009 Jun 2.

The First Glimpse into Pseudolikelihood

February 12, 2019

This post caught a glimpse of the pseudolikelihood.

Annealed Importance Sampling

January 28, 2019

This is the note for Neal, R. M. (1998). Annealed Importance Sampling. ArXiv:Physics/9803008.

Sequential Monte Carlo Methods

January 19, 2019

This note is for Section 3 of Doucet, A., & Johansen, A. M. (2009). A tutorial on particle filtering and smoothing: Fifteen years later. Handbook of Nonlinear Filtering, 12(656–704), 3., and it is the complement of my previous post.

Particle Filtering and Smoothing

This note is for Doucet, A., & Johansen, A. M. (2009). A tutorial on particle filtering and smoothing: Fifteen years later. Handbook of Nonlinear Filtering, 12(656–704), 3. For the sake of clarity, I split the general SMC methods (section 3) into my next post.

Reconstruct Gaussian DAG

January 08, 2019

This note is based on Li (1991) and Ma and Zhu (2012).

Jackknife and Mutual Information

January 07, 2019

The jackknife is based on Wasserman (2006) and Efron and Hastie (2016), while the Jackknife estimation of Mutual Information is based on Zeng et al. (2018).

Metabolic Network and Their Evolution

December 31, 2018

The note is for Chapter 2 of Soyer, Orkun S., ed. 2012 Evolutionary Systems Biology. Advances in Experimental Medicine and Biology, 751. New York: Springer.

Evolutionary Systems Biology

December 30, 2018

The note is for Chapter 1 of Soyer, Orkun S., ed. 2012 Evolutionary Systems Biology. Advances in Experimental Medicine and Biology, 751. New York: Springer.