Statistical Ramblings
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The Gumbel distribution
I recently learned about the Gumbel softmax trick, which seemingly allows smooth sampling from a discrete distribution. In writing this post, I want to learn more about the…
Aug 9, 2024
Stefan Heyder
Asymptotics of estimators
In my PhD thesis, I compare two methods to perform optimal importance sampling: the Cross-Entropy method (CE) and Efficient Importance Sampling (EIS). There are several…
Jul 6, 2024
Stefan Heyder
Fisherian reduction for the t-Test
In the second chapter of
(Cox 2006)
the authors talks about a
Fisherian reduction
which I think of as a framework of doing inference given a sufficient statistic
\(S\)
. An…
Feb 8, 2022
Stefan Heyder
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