The computational-statistics tag has no wiki summary.
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20 views
Curve smoothness - local adjacency
I am looking for statistical measures of curve smoothness.
Time-series values {(1, 0.5), (4, -0.6), (200, 1.0)} where (time-unit, value) is linearly interpolated from one to the next.
The smoothest ...
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0answers
13 views
Is spectral leakage a random variable?
Spectral leakage is obviously a function of several factors, including its underlying algorithm, precision of variables, etc.
Is there a body of work that explores the behavior and attempts to ...
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0answers
5 views
Taking derivative of L0-norm, L1-norm, L2-norm [migrated]
I am a little confused about taking derivatives w.r.t. the norms.
L0-norm: L0 means number of non-zero in a vector. Say, I am interested in an $x_i$.
...
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0answers
13 views
Computing values of the Lilliefors c.d.f
How up-to-date is the assertion in this Wikipedia article that tables of the Lilliefors distribution have been computed only by Monte Carlo methods?
(It would seem preferable to use deterministic ...
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1answer
62 views
Fast way to calculate difference in normal CDFs
I'm running a computationally intensive method where I have to calculate the difference in Normal CDF's millions of times, such as
pnorm(y)-pnorm(x)
I have not ...
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0answers
35 views
EM algorithms - confidence interval estimation
Does anybody know how to find the confidence intervals for estimated parameters of a mixture of Gaussians by using EM algorithm?
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1answer
37 views
Finding uncertainty in coefficients from polyfit in Matlab (no Toolboxes)
I have a data set of x- and y-values, that I want make a linear fit of. Using polyfit(x,y,1) I get the coefficients a and ...
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2answers
53 views
Non-distance metrics in hierarchical clustering? [closed]
What happens, intuitively, when one uses non-distance metrics to calculate the distance matrix that feeds into a standard hierarchical clustering algorithm?
What mistakes will the algorithm make and ...
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1answer
93 views
Simulation Analysis of a Cox Survival Model with Change Point.
I wish to simulate survival data for the following probabilistic model which will be analyzed using a Cox model:
An exposure $X$ is modeled as binary having $X \sim_{iid} \mbox{Bernoulli}(p)$ where ...
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1answer
75 views
Gretl - calculate the estimated variance of the residuals
I want to learn the statistics package gretl.
My first attempt to do so is to calculate a linear regression model of a set of data:
$$y_i = \alpha + \beta x_i + u_i$$
First I want to create a ...
3
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1answer
124 views
Is it possible to compare two feature selections algorithms by cross-validations?
Assume I have two feature selection algorithms, A and B, which are developed based on SVM. I applied these two algorithms on the same dataset, a Liver Cancer dataset (400 features & 150 samples), ...
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2answers
128 views
Where can i find a good book that teaches MCMC in R?
I am looking for a good book that will teach me MCMC in R , in particular Block Gibbs and Collapsed MCMC. Preferably with R pseudocode supplemented within the book as well.
Does anyone have any ...
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26 views
Computational Complexity [closed]
In this Big-O / Computational Complexity problem
given that $a$ and $b$ are positive constants greater than 1 and $n$ is a variable parameter
I assumed that $a^{n+1} = O(a^{n})$ , $a^{bn} = ...
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19 views
Grouping observations based on variables that sum to one
I have a problem where I am trying to group observations (most likely using k-means or a similar unsupervised learning tool) where each observation includes n-variables, with the total sum of these ...
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3answers
54 views
When the selection depends on a prior experience, what statistical test is appropriate?
We have raised a batch of frogs on one species A fly. We then present the frogs with species A and a second species B fly. Will the frogs pick species A or B? Lets say 40% choose A and 60% choose B. ...
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0answers
31 views
How to estimate the given function using Rao Blackwellization approach?
I have a function $X$ which is lognormal (0,1)
and then another function
$\log Y = 4 + 2 \log(X) + \epsilon$
where $\epsilon \sim \mathcal N(0,1)$
I want to estimate $E(Y|X)$ as a Rao Blackwellized ...
3
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1answer
97 views
Graphical representation of cross-validation errors for regression
What are some good ways of presenting/comparing cross-validated RMSE errors for regression using various models, graphically via plots? As of now, I have been presenting the quantitative results in ...
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13 views
Measure the efficiency
although it may not look like a question on Statistics, however in my understanding this question should come under the purview of this subject. Here is my story:
Last month, I used to do "J1" number ...
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61 views
Can I adapt a MCMC proposal using a parallel chain?
I am running two MCMC chains (say chain A and chain B) in parallel, using the Metropolis-Hastings algorithm with acceptance probability:
$P(accept\ x_t) = \min\{1, f(x_t)/f(x_{t-1})\}$.
I would like ...
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3answers
87 views
How to simulates random variables according to the law of a pregiven data sample
Say I have the following sample:
...
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0answers
22 views
Relationship between mutual information and the sign of the relationship
Assume we have two variables A and B, and we are trying to find the Mutual Information between them. Can the mutual information enable us to find if there exists a positive or negative relationship ...
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0answers
100 views
How to set up a posterior predictive test quantities (Bayesian context) to check for independent Poisson distributions?
Suppose we are given data $y_j \sim \text{Poi}(\lambda)$ and assume $y_j$ are iid.
We can assume the prior distribution for $\theta$ follows $\text{Gamma}(\alpha, \beta)$,
The posterior ...
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0answers
56 views
Equations solving and software help for making math patterns
I would like to convert the collected data into mathematical equations by introducing for each requirement by a parameter. In this way, I will get some equations in unknowns. We know a method of ...
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2answers
369 views
How to statistically compare two algorithms across three datasets in feature selection and classification?
Problem background: As part of my research, I have written two algorithms that can select a set of features from a data set (gene expression data from cancer patients). These features are then tested ...
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58 views
Kullback-Leibler Divergence in laymans language
Can some one please explain me in lay mans term what is KL divergence method for divergence and what advantage it has.
Kindly help.
Thank you
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0answers
42 views
Measuring dispersion of tokens within a text file
I am working on a code analyzer application. It is essentially a piece of software that parses and interprets other programs' code and comes up with various metrics, findings, statistics, and ...
2
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1answer
86 views
The gradient of a bivariate probit model
I am working on a bivariate probit model and I want to calculate the gradient. In order to do that I have to take the devirative w.r.t. $\beta$ in the following expression:
...
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0answers
128 views
Unscented Kalman Filter-Negative Covariance Matirx
I have recently started working on the Unscented Kalman Filter. I coded the numerically stable version (i.e Square root Kalman filter) and use matlab for implementing.
In the final update step , ...
1
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1answer
75 views
Estimate global mean and stdev from samples taken at regular intervals
I have data from a load test of an automated system with several thousand data points that cover roughly 1 week of operation. I need to compare several algorithms for this system to see which is ...
3
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1answer
82 views
Most relevant algorithms for Collaborative Filtering to test against
I am working on algorithms for collaborative filtering (CF). As part of this work, I want to compare a new algorithm to previous approaches to the problem. I am also surveying the most important ...
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0answers
64 views
How many parameters does a HM-SVM require?
How many parameters does a Hidden Markov Support Vector Machine require?
1
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1answer
96 views
What is the computational complexity of the EM algorithm?
In general, and more specifically for Bernoulli mixture model (aka Latent Class Analysis).
2
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2answers
164 views
Partial, adjusted or Type-III SS of factorial experiment in R
The partial SS for two factor (N and P factors) factorial experiment with interaction can be calculated as:
\begin{eqnarray*}
\textrm{SS}\left(N_{i}|\mu,P_{j},\left(NP\right)_{ij}\right) & = ...
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0answers
30 views
Help on Statistical analysis of Profits
We have been working on a project where we have 2 or more trading agents on a market stock and for the outcome we have the profits that each trader generated after running 1000 times or more each ...
2
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1answer
133 views
What is the difference between 'Laplace approximation' and 'Modified harmonic mean'?
this question is about Bayesian and computational statistics. I am learning them right now, I have two very common output from my software, one is Laplace approximation and the other is Modified ...
2
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2answers
79 views
Anomaly Detection in a set of points
I have a set of points in a matrix of size 100 x 100(total 10000 points). I know that there are roughly 500 anomaly points in it. There is a corresponding truth file which contains the true anomalous ...
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0answers
22 views
Multi-stage Filter - how to implement?
I'm reading the paper:
"New Directions in Trac Measurement and Accounting: Focusing on the Elephants, Ignoring the Mice"
I want to experiment with multistage filters. There are some details in the ...
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1answer
133 views
How to provide statistical evidence that an experimental method is providing higher mean percentages?
I performed an experiment using two different methods. The data are percentages and higher percentages indicate a better method. The results were as follows:
...
2
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1answer
233 views
Using the rejection sampling with the method of inversion
I am hoping to write some rejection algorithm code in R to approximate a $\text{Gamma}(k,\lambda)$ distribution.
The problem is more for educational purposes than real-world implementation.
Given an ...
5
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1answer
108 views
Multivariate analysis techniques for fMRI data
I am doing a project in which I need to predict fMRI activation values for each voxel of the brain. The voxels are approximately 20,000 and I have 300 examples with 25 features in each. Thus there are ...
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3answers
374 views
Using computer simulations to better understand statistical concepts at the graduate level
Hi I'm taking a graduate course in Statistics and we've been covering Test statistics, and other concepts.
However, I am often able to apply the formulas and develop a sort-of intuition on how stuff ...
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82 views
Iterative maximum likelihood estimation of history
The model is the following:
You receive a hidden integer h from 1 to N (uniform distribution)
You take an action a numbered between 1 to M.
Describing the entire model is a MxN probability matrix ...
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0answers
35 views
Getting rid of spikes in sample data [duplicate]
Possible Duplicate:
Simple algorithm for online outlier detection of a generic time series
How could I get rid of sparky data in a descrete data set, but in a "smoother out" manner?
Take ...
3
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1answer
287 views
Bayes decision boundary of Figure 2.5 in Elements of Statistical Learning
When I read "Elements of Statistical Learning", I met some difficulty in calculating the Bayes decision boundary of Figure 2.5. In the package ElemStatLearn, it ...
2
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2answers
523 views
Should you use normalized or non-normalized data to develope your model?
I am developing a linear model with 13 variables, including the target variable (online purchase revenue for items). So, I first built model1 with regular variable and then build model2 after ...
4
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2answers
517 views
Pie charts vs. dot plots
I understand the critiques of pie charts as referenced here:
Problems with pie charts
However, the above response (and the R manual) always cite dot plots from Cleveland as an alternative. My ...
3
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2answers
105 views
What are possible reasons for differences in numerical output from the same procedures performed in different statistical packages?
My colleague and I do the exactly same thing with the exactly same data and get different results. He uses Stata, I use R. We both use 32-bit Windows machines.
Are there any possible explanations ...
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0answers
144 views
Finding a comparable Control group for a treatment group?
I have a treatment group of size 30 (30 schools in California) that used a math supplemental software. In a simple analysis, I'd like to compare students' average Math growth between our treatment ...
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1answer
265 views
How can I optimise computational efficiency when fitting a complex model to a large data set repeatedly?
I am having performance issues using the MCMCglmm package in R to run a mixed effects model. The code looks like this:
...
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0answers
123 views
Mixture model and Pymix (python package for mixture models)
I have a data set that behaves approx. Standard normal. It is an image where each observation is a pixel intensity. I want to cluster this into three different sets by fitting a 3-gaussian mixture ...
