# Tagged Questions

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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### Efficient online linear regression

I'm analysing some data where I would like to perform ordinary linear regression, however this is not possible as I am dealing with an on-line setting with a continuous stream of input data (which ...
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### Testing random variate generation algorithms

Which methods are used for testing random variate generation algorithms?
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### Period detection of a generic time series

This post is the continuation of another post related to a generic method for outlier detection in time series. Basically, at this point I'm interested in a robust way to discover the ...
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### Is it possible to accumulate a set of statistics that describes a large number of samples such that I can then produce a boxplot?

I must clarify immediately that I am a practicing software developer, not a statistician, and that my college stats class was a very long time ago… That said, I would like to know if there is a ...
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### Implementations of the Random Forest algorithm

I have noticed that there are a few implementations of random forest such as ALGLIB, Waffles and some R packages like 'randomForest'. Can anybody tell me whether these libraries are highly optimized? ...
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### What is a good algorithm for estimating the median of a huge read-once data set?

I'm looking for a good algorithm (meaning minimal computation, minimal storage requirements) to estimate the median of a data set that is too large to store, such that each value can only be read once ...
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### Data mining: How should I go about finding the functional form?

I'm curious about repeatable procedures that can be used to discover the functional form of the function y = f(A, B, C) + error_term where my only input is a set of ...
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### Do Random Forests exhibit prediction bias?

I think this is a straightforward question, although the reasoning behind why or why not may not be. The reason I ask is that I have recently written my own implementation of a RF and although it ...
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### Relatively normalizing values for collaborative filtering

I am trying to derive a formula for my collaborative algorithm problem to calculate popularity rating of an item. I am considering three factors to calculate rating for an item based on three ...
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### FA: Choosing Rotation matrix, based on “Simple Structure Criteria”

One of the most important issues in using factor analysis is its interpretation. Factor analysis often uses factor rotation to enhance its interpretation. After a satisfactory rotation, the rotated ...
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### How should decision tree splits be implemented when predicting continuous variables?

I'm actually writing an implementation of Random Forests but I believe the question is specific to decision trees (independent of RFs). So the context is that I'm creating a node in a decision tree ...
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### Online algorithm for mean absolute deviation and large data set

I have a little problem that is making me freaking out. I have to write procedure for an online acquisition process of a multivariate time series. At every time interval (for example 1 second), I get ...
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### Fast computation/estimation of a full-rank linear system

This is somewhat related to this question. I have two full rank matrices $A_1,A_2$ each of dimension $p \times p$ and a p vector $y$. These matrices are closely related in the sense that matrix ...
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### Algorithms to find most frequent data

I want to find most frequent words in some cases that some words stand out. I have two data for each case, the word and the number of times it appears. I want to know which algorithms, techniques can ...
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### Best PCA Algorithm For Huge Number of Features?

I previously asked this on StackOverflow, but it seems like it might be more appropriate here, given that it didn't get any answers on SO. It's kind of at the intersection between statistics and ...
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### Algorithms to compute the running median?

On smaller window sizes, n log n sorting might work. Are there any better algorithms to achieve this?
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### Pseudo-random number generation algorithms

What algorithms are used in modern and good-quality random number generators?
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### Centroid matching problem

For a Dataset $D$, we have gold standard centroids say $c_1, c_2, \cdots, c_n$. Now if we run k-means algorithm on $D$ with input $n$, we get k-means centroid $k_1, k_2, \cdots, k_n$. I just wanted ...
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### Minimisation algorithm for a mix of discreet and continuous parameters?

I have a minimisation problem in which the parameters are a mix of integers and scalars. Some of the integers have a small range, around 0-10 but others range in the thousands. To give some context, ...
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### What are some of the best ranking algorithms with inputs as up and down votes?

What are some of the best ranking algorithms with inputs as up and down votes?
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### Algorithm to calculate difference in users' tastes

I have data like Person $A$ like movies ['X','Y', 'Z'] and he dislikes ['V']. Person $B$ like movies ...
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### How can I (numerically) approximate values for a beta distribution with large alpha & beta

Is there a numerically stable way to calculate values of a beta distribution for large integer alpha, beta (e.g. alpha,beta > 1000000)? Actually, I only need a 99% confidence interval around the ...
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### On-line detection of over-fitting in neural networks

As we train a neural network, we have access to the error-rate (both on training, and test patterns). What are standard techniques to use this information to stop the learning as quickly as possible ...
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### Apriori algorithm in plain English?

I read wiki article about Apriori. I have the trouble in understanding the prune and Join step. Can anyone explain me how Apriori algorithm works in simple terms(such that Novice like me can ...
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### Forcing a set of numbers to a gaussian bell-curve

(This relates to my programming question on Stack Overflow: Bell Curve Gaussian Algorithm (Python and/or C#).) On Answers.com, I found this simple example: Find the arithmetic mean (average) => ...
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### 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 ...
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### 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?
Given a joint probability distribution over the variables $X_1,X_2,\dots,X_n$. Is there an algorithm for constructing the corresponding Bayesian Network?