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see also #4046
random notes because results are all over the literature, and it's often difficult to find a specific item
- multivariate copulas, formulas for Frank, Gumbel and Cook-Johnson
S…
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The first step of our algorithm is the deconvolution of all the data (obtaining an estimate of F_0). My intuition was that the uncertainty in this deconvolution is not crucial. But is this correct? Ca…
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The current simulation seems to only allow us to fix the hyper parameters of the network and whenever we simulate, it will first generate a new network and then simulate the covariates.
However, we…
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https://www.kaggle.com/elmadj/detect-credit-card-fraud-using-logistic-regression/notebook
https://www.kaggle.com/theonarh/kernels/notebooks/new?forkParentScriptVersionId=2167747
https://www.data-blo…
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We agree that eventually we want to make it possible to condition on estimates or resample from distributions of the random effects (e.g. for #313 ). The helpfile for `simulate.merMod` is [here](https…
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Hi @billdenney ,
After our discussion at ACoP, I am adding an issue that correlations should flagged like [sumo](https://github.com/UUPharmacometrics/PsN/releases/download/4.9.0/sumo_userguide.pdf)…
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there is interesting literature from psy/cognitive science how system 2 might work. it's not describing thorough cognitive architectures, but is relevant nonetheless. I'll grab some and drop them here…
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# INTRO
In many situations, within the verifiable computation paradigm, one is interested, say for example in the context of zkVMs, in whether a certain, global over the execution trace, algebraic re…
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Hell there.
I was wondering if weighting was a feature that is coming out, or if it is even on your radar.
I currently use a couple different free stat tools to run frequencies and cross tabs for …
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## Goal
We want to create STAN functions that are similar to the R functions for the spatial components of the model.
## Context
The following model will be added as STAN functions :
Let $k$ rep…