An algorithm is a a set of one or more computations that will produce a calculated result. All statistics methods are algorithms. Algorithms can be simple, such as calculating a percentage, or can be very complex and require a computer for fast and accurate results.
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19 views
Sorting/Clustering similarity matrices
I wonder, what are the available libraries in R or Python to do correlation matrix clustering (sometimes it is referred to clustering).
I also, wonder, after clustering/grouping each point. What is ...
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0answers
28 views
Patent for relevance vector machine
I just read that RVMs are patented by Microsoft. Do you guys know what does it mean in practice?
I have seen a couple of implementations, however, I don't know what kind of conditions are to be ...
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36 views
How to statistically compare two fibonacci algorithms?
I have two Fibonacci recursive algorithms and I want to check the efficiency comparing them with each other.
Does anyone know how to do it statistically?
Here's my data.
Recursive_1:
Recursive_2 ...
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21 views
time complexity and space complexity for HMM forward recursion
When Reading the HMM models, I found the following discussion on the time complexity and space complexity regarding forward recursion.
I am sort of confusing on the reason of getting O(K^2N) and ...
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0answers
21 views
Strategy for building best fit multiple regression model with time lagged variables
I am building a multiple regression model - wrapped in a function - with one dependent variable and a dozen independent variables. The reason why I am building a function is that I need to do this ...
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2answers
111 views
Why do we use k-means instead of other algorithms?
I researched about k-means and these are what I got: k-means is one of the simplest algorithm which uses unsupervised learning method to solve known clustering issues. It works really well with large ...
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0answers
53 views
Data mining and time series : algorithm suggestion
I'd like to predict the behaviour (next action) of a internet user who had subscribed to a newsletter.
4 actions can be done by the user :
Don't open (/)
Read
Click
Buy
There is a hierarchy in ...
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0answers
33 views
Performance and Parallelization of Dimensionality Reduction Algorithms [closed]
I'm trying to implement a (nonlinear) dimensionality reduction algorithm (and I am new to the field).
Now, my question is : How much can I boost the performance of these algorithms (a list of ...
3
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1answer
20 views
Statistical significance and winner of multivalent test
This should be a fairly straight forward, but I can't seem to figure out the answer. I'm doing some A/B(C/D/E...) testing on a website and measuring impressions and clicks. What method should I be ...
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0answers
14 views
Randomization testing in Bayesian spatial scan statistics
I was reading about Bayesian Spatial Scan statistics paper. I have this confusion about why randomization testing is not necessary in this approach. The paper says that it is by construction. But, I ...
4
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2answers
63 views
How random are the results of the kmeans algorithm?
I have a question regarding the kmeans algorithm. I know kmeans is a randomized algorithm, but how random is it and what results can I expect. Suppose you have clustered a dataset into $4$ clusters, ...
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0answers
18 views
Datamining algorithm where forecast result dispersion equal dispersion of learning attribute
I am looking for algo which will try to improve accuracy of forecast by producing forecast with a dispersion close to dispersion of attribute we are trying to forecast.
All current algo I've tried ...
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2answers
74 views
Pre-truncation moments for truncated multivariate normal
Suppose the random variable $Y$ has a multivariate normal (MVN) distribution, and consider truncating $Y$ in some way to create $T$. Given $T$'s mean and covariance matrix, I'd like to obtain $Y$'s ...
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3answers
105 views
Identify seasonality in time series data [duplicate]
I want to detect presence of seasonality in time series data. I know one can achieve that by plotting the autocorrelation function but I need an automatic process if the series is seasonal or not, ...
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0answers
29 views
Statistical analysis of multiple algorithms over a single dataset
I have a dataset $X = \{x_1, ..., x_n\}$. I also have three algorithms, $A_1, A_2, A_3$, that each take a single data point as input and produce some measure of how well they performed. If I apply ...
3
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1answer
106 views
Logistic regression algorithm in Ruby
I have been using R to calculate logistic regression with many independent variables for a Ruby on Rails web application. However, I can no longer import data from the database to R using RPostgreSQL. ...
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1answer
35 views
Monte Carlo Tree Search : Expansion Step
The algorithm asks to "Start at root node, recursively select optimal child nodes until a leaf node L is reached.", and then "If L is a not a terminal node (i.e. it does not end the game) then create ...
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0answers
42 views
HMM initialization
I'm working on implementing HMM Forward Algorithm in Matlab. I am having some difficulty in coding the $\alpha_{j}(t)$
initialize $t <- ,$ $a_{ij}, b_{jk}$, visible sequence $V^T, \alpha_j(0)$
...
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0answers
9 views
association of data problem (multitarget tracking)
I have sensors, and each of them after applying filtering created me a list of objects. I want to do the fusion, and firstly have to perform a proper association to know which objects from various ...
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0answers
13 views
Is there any meta-approach for variable selection based of measures of similarity between each two variables?
Is there any meta-approach ( or mayby I should say universal approach which works with different measures ) for variable selection which is based on similarity matrix which every entry ...
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1answer
103 views
How can one show a Kmeans solution is unique?
Suppose we are given a distribution P and a constant K. We wish to minimize the kmeans objective w.r.t centers ${C1,..Ck}$:
What constraints on $P$ are known to imply that the optimal solution is ...
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0answers
26 views
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1answer
31 views
mapping data with a spike to a heat map
I have the following data set that I need to display on the heat map:
[ 30, 15, 66, 7, 9999, 78, 42, 132 ]
So if I map the values to the color scale using a ...
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0answers
49 views
association analysis /4/40830202 [closed]
Given dataset of transactions:
A B C D B A
C D B A B D B D C A C
where A, B, C and D are items.
a. Write all 1-itemsets, 2-itemsets, 3-itemsets, 4-itemsets and calculate their frequency b. ...
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0answers
86 views
N-grams or vector space model for text mining?
I have a database that contains 5 columns that contain 0 or 1 base on true or false. Each user can choose 4 out of 5 columns which means we can have a max 5 number of 1 and then last will be 0. The ...
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1answer
110 views
How to determine if the data points are linearly separable from an SVM hyperplane
How to know the data points are linearly separable from an SVM hyperplane?
How to get the optimal classifier during iteration process?
How to calculate the complexity of the SVM model?
2
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1answer
124 views
Using the appropriate machine learning algorithm
I am not sure if this is the right forum to ask this.
I have some data of the houses, like their size(in square meters), if they use aircondition, how many residents live in, I have their electricity ...
3
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3answers
214 views
How do I mathematically prove that k-means clustering converges to minimum squared error?
I am using k-means clustering to analyze and obtain patterns in traffic data. This well-known algorithm performs 2 steps per iteration.
Assign each object to a cluster closest to it, based on the ...
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0answers
45 views
Online Linear Regression with updates on past information
Suppose we have the following algorithm
An online linear regression algorithm implemented using gradient descent. The step rate $\alpha$ is calculated using something that correlates to the squared ...
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0answers
34 views
Is there a reliable algorithm to identify a low-dimensional log-linear model that fit high-dimensional data (if one exists)?
I am working with data from a complex survey, with over 100 variables per observation. From this I will be selecting 30 to 40 variables. All variables are categorical, with number of levels ranging ...
3
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1answer
170 views
What happens to the constant in Least Squares
Preliminaries
For simplicity's sake assume we are dealing with a 2-dimensional dataset of examples $(x_i, y_i) \in \mathbb{R}^2$ which are split into a training (objects and their label known) and ...
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1answer
114 views
Pocket algorithm for training perceptrons
When you read about perceptron variants at Wikipedia there is explained an algorithm: Pocket Algorithm It is said that:
solves the stability problem of perceptron learning by keeping the best ...
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2answers
185 views
Time series prediction - what is Autoregressive Tree model ? (Python)
Our problem: model evolution of values of a continuous variable over time.
I came through a paper presenting an approach for predicting the next values for a time series. Whereas ARIMA model is more ...
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1answer
126 views
How can I devise a scoring system for a competition that is more fair than straight percentages?
I am trying to come up with a method for deciding the winner from among eight student groups competing for a prize.
The raw data and corresponding percentages measure participation per group in a ...
2
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1answer
214 views
Kmeans on “symmetric” data
A set is said to be fully-symmetric if for every x in it, negating one of its components results in y such that y is in the set as well.
A set is said to be semi-symmetric if for every x in it, ...
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1answer
50 views
randomness and computers
How do computers achieve randomness if they really do ?
How to decide whether something is random or not?
Is there a measure of randomness?
...
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0answers
17 views
Algorithms where knowing the avg. word length and sentence length in corpus are useful?
A co-worker and I were discussing whether we wanted to find the median word length and sentence length in our corpus or if it was overkill ( my current use case is to make sure that I did not send in ...
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0answers
35 views
CHMM using Bnet and MeteoLab
I have installed the toolkit of BNET and MeteoLab and I need someone who is familiar of them both to tell me which matlab file allows me to calculate the transition and emission probabilities of a ...
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1answer
95 views
Reshape Error when using Viterbi Algorithm [closed]
I am trying to use Viterbi algorithm (thanks to BNET) by the following code to train CHMM:
...
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5answers
180 views
What machine learning algorithm solves this problem?
I want to solve this classification problem. Basically what I have is a sequence of feature vectors $\mathbf{x}_1,\mathbf{x}_2,\dots,\mathbf{x}_N$, and each feature vector is sequential in time. I ...
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1answer
118 views
Citation for Continuous Space Hill Climbing Algorithm pseudocode on Wikipedia?
Can anyone provide a reference for the Continuous Space Hill Climbing Algorithm pseudocode in the Wikipedia article on Hill Climbing? The Russell and Norvig text is cited, but they only provide the ...
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0answers
101 views
Are rule based classifiers and decision trees equivalent?
In particular, is the only thing preventing the statement "Every rule based classifier can be represented as a decision tree" or "Rule based classifiers are equivalent to decision trees" the fact that ...
3
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1answer
140 views
How does extreme random forest differ from random forest?
Are they more efficient implementation -- is the difference important from practical point of view, there is R package which implements them. Is it new algorithm which overcomes "generic" ...
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votes
1answer
106 views
Random forest like procedure for regression or other statistical models
I'm wondering if there exist methods similar to one used in random forest algorithm - I mean taking simultaneously bootstrap sample and random subset of features, then building statistisal model. Have ...
1
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1answer
222 views
Multiple imputation with the Amelia package
I have a general question about the Amelia package. I'm no mathematician or statistician, but I had to use R and impute and analyze some data, and Amelia showed results that fitted my expectations. ...
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0answers
40 views
Data grouping algorithms?
I have numerous one dimensional vectors, $V_1,...,V_i$. Each vector is of variable size composed of natural numbers from different unknown distributions. I'd like to find a way to group/cluster values ...
2
votes
3answers
263 views
Machine learning algorithm for ranking
I have got a set of elements $X$ which I can describe according to $n$ characteristics. Thus:
$$x_i: \{c_{i1}, c_{i2}, \ldots, c_{in}\} \mid x_i \in X $$
where $c_{ij}$ is the (numerical) evaluation ...
1
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0answers
41 views
Given two biased samplers, create a less biased sampler
Suppose you have two biased sampling algorithms, and you don't know the bias of the algorithms. Can you combine the algorithms somehow and reduce the bias?
Partly my motivation is discretizing ...
1
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1answer
121 views
Should the likelihood function be increasing in every step of the EM algorithm?
Should the maximimum likelihood estimator be increasing in every step of the EM algorithm?
I wrote an EM algorithm recently and the number it arrived does not seem to be the maximum.
I know this ...
3
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1answer
610 views
A simpler way to calculate Exponentially Weighted Moving Average?
Proposed Method:
Given a time series $x_i$, I want to compute a weighted moving average with an averaging window of $N$ points, where the weightings favour more recent values over older values.
In ...
