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Statistics, and the Goldilocks Principle
By the end of May, in Toronto, we had that great talk at the SSC by Jeff Rosenthal, on monte carlo techniques, and Jeff mention the name of “the Goldilocks principle” (it was in the contect of MCMC,...
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Cross Validation for Kernel Density Estimation
In a post publihed in July, I mentioned the so called the Goldilocks principle, in the context of kermel density estimation, and bandwidth selection. The bandwith should not be too small (the variance...
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