Consider:

… where \(X, P\) are random variables. Then:

The distribution of \(X\) is only dependant on the expectation of \(P\).

Another way to see this:

So, random probabilities, random hazard rates or ‘random effects’ across groups which have just one observation are probably meaningless to talk about.

2019

Gaussian Process Middle C

First of my experiments on audio modelling using gaussian processes. Here, I construct a GP that, when sampled, plays middle c the way a grand piano would.

~1 min read
Back to Top ↑

2018

Back to Top ↑