Questions tagged [convergence]

Question 1

I am modeling count data with a non-Poisson distribution and potential zero inflation in glmmTMB. I am using different distributions and zero inflation specifications, including Conway Maxwell Poisson,...

Question 2

In introductory statistics courses, the central limit is often explained in one of several ways. It's often explained with pictures like However, these pictures seem misleading, because they suggest ...

Question 3

Consider a discrete stochastic system with components $(x_k, y_k)$ updated as follows. If all components are strictly positive, i.e. $x_k > 0$, $y_k > 0$, then \begin{aligned} x_{k+1} &= x_k ...

Question 4

Suppose a distribution function $F(\cdot)$ is continuous. For some $\tau \in (0, 1)$, the $\tau$th quantile is defined as $$ Q_\tau = \inf \{ x : F(x) \ge \tau \}. $$ For an i.i.d. sample $X_1, \dots, ...

Question 5

EDIT: adding a bit of context. I'm working with electronic health records, meaning each information per participant or number of measurements per participant is highly different. The event is ...

Question 6

I'm researching the statistical convergence properties of a recursive system that arises during the training of custom neural network structure. My specific question is: How can I prove convergence of ...

Question 7

In short: Could you share any references that explore the assessment of "convergence" and mean-estimate precision in MCMC by means of quantiles (or related quantities), rather than of ...

Question 8

I am trying to do a multilevel analysis looking at trends in a dichotomous variable over time within multiple clusters. I have 22 years of data for each cluster. [My example data has only 8 clusters, ...

Question 9

I want to know if the following problem has a name and also I'd like to get some papers to read on the subject. Suppose I have a model to learn, say $A$ and this has a huge numbers of parameters to ...

Question 10

I am trying to understand the statistical properties of \textbf{Maximum A Posteriori (MAP)} estimators for loss functionals with desirable properties. In my setting, let $n$ denote the number of ...

Question 11

My statistics professor says: Let $X_n \xrightarrow{d} X$, $Y_n \xrightarrow{d} y$, where $y$ is some constant. Suppose for generality that $X \in \mathbb{R}^n$, and $y \in \mathbb{R}^m$. Then $$\...

Question 12

Consider a correctly specified linear model $$ y_i = x_i^\top \beta + \varepsilon_i,\quad i=1,\dots,n, $$ where the errors $\varepsilon_i$ are independent with zero mean and finite variance. ...

Question 13

I previously asked this question at math.stackexhange. Suppose you have a population $X_n$ at integer time $n$ where the probability that each individual independently produces another individual at ...

Question 14

According to the monotone convergence theoerem (Beppo Levi), for any monotone increasing sequence with random variable $X_n : \Omega \rightarrow [0,∞]$ with probability space $([0,1], \mathscr B([0,1])...

Question 15

A recent discussion suggests that even when the data generating process (DGP) is non-iid, if we can sample many independent sample paths (or cross-sectional blocks) from the same DGP, we can ...

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Questions tagged [convergence]

glmmTMB model gives AIC value and coefficient estimates, but no z or p values

Why is the central limit theorem often described as convergence to the normal pdf

SGD convergence when visit basin of attraction infinitely often

The Expectation of the Difference of Sample Quantile and Population Quantile

Joint model convergence problem: Hessian matrix at convergence is not positive definite

Proving Convergence of Mean and Variance in a Recursive Gaussian Update Process

MCMC diagnostics by means of quantiles [Reference request]

multilevel modeling: singular convergence advice

Does restricting weight space in Deep Learning models make training faster?

Results and Reference on the Speed of Convergence of MAP Estimator

Convergence in distribution of components implies convergence in distribution of vector?

What does the Grenander condition imply about the data-generating process of $(y_i, x_i)$?

Simple birth process with discrete time - limiting distribution

Monotone Convergence Theorem for a Linear Function

Do Language Model Training Data Satisfy Conditions for Independent Sample Paths and MLE Convergence?

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