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Monthly Archives: March 2017
Karl Popper: Conjectures and Refutations
(1) It is easy to obtain confirmations, or verifications, for nearly every theoryif we look for confirmations. (2) Confirmations should count only if they are the result of risky predictions; that is to say, if, unenlightened by the theory in … Continue reading
Some notes on Kalman Filtering
State Space form Measurement Equation Transition Equation Future form
Posted in Statistics, Time Series
Tagged Kalman, State Space, Statistics, Time Series
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Expectation: Useful properties and inequalities
If is a random variable on . The expected value of is defined as Inequalities Jensen’s inequality. If is convex and Holder’s inequality. If with then CauchySchwarz Inequality: For