Refers to the interface of statistics and computing; the use of algorithms and software for statistical purposes.

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9 views

How to train a Gaussian Mixture Model using Testing Data

My work is to extract HOG features from Arabic Line images and than do classification using Gaussian mixture model to have a look at the performance. My question is after extracting the features how ...
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12 views

Markov Chains, random valk

Show that the random walk has no stationary distribution. Give the distribution of $X^{(t)}$ for $t=10^4$ and $t=10^6$ when $x^{(0)}=0$, and deduce that $X^{(t)}$ has no limiting distribution ...
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1answer
20 views

I am having trouble understanding EM gradient algorithm can someone help?

I understand the formula for the EM gradient algorithm but I don't understand what it means by taking one step of Newton's method. Does it mean that it just take one iteration to converge to the ...
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16 views

Reference help MCMC

I am studying on Markov chains, random walks, gibs chains and optimizations using methods such as bisection and Newton Raphson, but am finding that the references that I have a little complex, like to ...
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0answers
40 views

Generation of data from a bivariate distribution

Let $X$ and $Y$ be non negative random variables with joint distribution \begin{equation} F(x,y)=1-e^{-x}-e^{-y}+e^{-x-y-\delta xy}; ~~~x\geq 0,~~y\geq 0. \end{equation} How to generate a bivariate ...
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28 views

Median-computation (“grouped median”). Problem with gmedian-computation in SPSS

In my basic-statistics course I wanted to delve deeper into the problem of the (grouped) median-computation and did some computations using SPSS. The protocol seems to indicate either a different ...
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0answers
32 views

How to design an economic index?

I'm designing a linear economic index: $I_{t}=W_{1} X_{t_{1}}+W_{2}X_{t_{2}}+W_{3}X_{t_{3}}$ where $W_{1}$ to $W_{3}$ are weights of inputs ($X_{t_{1}}$ to $X_{t_{3}}$) and $I_{t}$ is the final ...
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3answers
42 views

Using KS test to evaluate differences

There are two different empirical CDFs which I have and I would like to evaluate how different they are. The place at which I started was Kolmogorov-Smirnov test - the result in my case looks like ...
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0answers
36 views

finding the interpolated values of an empirical probability distribution

I have an empirical probability function $p(z)$. In the first column $z$ and the second column contains $p(z)$ values. The data is given as following : data.cat ...
2
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0answers
18 views

computational considerations on the regression problems

I am reading Elements of Statistical Learning and read the following claim from the text (page 93, Chapter 3.7): Least squares fitting is usually done via the Cholesky decomposition of the matrix ...
8
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5answers
338 views

What algorithm should I use to detect anomalies on time-series?

Background I'm working in Network Operations Center, we monitor computer systems and their performance. One of the key metrics to monitor is a number of visitors\customers currently connected to our ...
2
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0answers
22 views

Is there any alternative to the EM algorithm?

I am working on biomedical signal analysis and the most used method for parameters estimation is the EM algorithm. My question is : what are the most powerful alternatives to this algorithm?
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0answers
14 views

Longitudinal data study and Analysis?

For doing an analysis with longitudinal dataset and to study the relationship between serial of observations of different subjects over unequally time spaced periods and to understand the relationship ...
2
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2answers
107 views

Double integral, monte carlo estimation

Suppose I have pairs of random variables where $X_i$~$U[0,1]$ and $Y_i$~$U[0,1]$ and I want to estimate it $$\theta=\int_{0.5}^{1}\int_0^{0.5}e^{xy}xydxdy$$ but $\theta$ needs to have variance less ...
2
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2answers
130 views

R random vector generator

Create an R function generating ordered pairs x,y sampled from the two dimensional distribution whose pdf is of the form $f(x,y)=cxy$, where $0<x,y<1$, and $c$ is a constant to be ...
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2answers
47 views

How to z-normalize multi-dimensional time series?

z-normalization for 1-dim time series is simple. $z_i = (x_i-m)/s$ Here, $x_i$ is the element of series for each time index $i$. $m$ is the mean, and $s$ is the standard deviation. For n-dim time ...
2
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0answers
12 views

How to chose the limit of speed for a stop

I have mouse events data(mouse events are generated when the mouse is moving). What would be the best way to calculate when the mouse is stopped? I see two cases: for ...
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0answers
17 views

How to distinguish histograms having two distinctive peaks?

I have two categories of histograms, one of them has two very distinctive peaks (not necessarily at the same bins/locations every time). What might be a good algorithm/method to find out such ...
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1answer
26 views

Interpreting kmeans output

I am working on a clustering model with the kmeans() function in the package stats and I have a question about the output. My data is a sample from several tech companies and AAPL._UP is a variable ...
2
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1answer
47 views

How to rank monthly data, using both trends and averages

I have a very large data set containing the daily searches for some Wikipedia entries. I am using the number of searches as proxy of popularity and want to rank the entries. Lets say I have entities ...
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1answer
53 views

Introductory examples in computational statistics class

I'm looking for an example of Bayesian inference for a class with the properties: The problem is easy to state, and the model & prior are both pretty reasonable, and R can't really calculate the ...
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2answers
33 views

Compare lists of genes

I have two lists of differentially expressed genes: the list 1 was derived from the universe A of total genes while the list 2 was derived from the universe B of total genes. A number of genes is in ...
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0answers
18 views

Is there any reason that cross correlation would perform well or poorly on sparse binary arrays?

I am using matlabs xcorr to correlate simulated photon count data that has some Gaussian random noise set on top of it and it is working fine when the average value in the arrays is greater than one ...
4
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1answer
45 views

Cholesky factorization and forward substitution less accurate than inversion?

I recently asked this question asking for an efficient way to compute the Mahalanobis distance (without calculating the inverse). The accepted solution was to use the Cholesky factorization and ...
2
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0answers
22 views

What is a statistically rigorous model? [closed]

Is there a formal definition for a model or methodology being statistically rigorous? I've seen the term often used in research papers but I've never fully understood what makes the model or method ...
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26 views
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1answer
242 views

Efficient/fast Mahalanobis distance computation

Suppose I have $n$ data points $x_1,\dots,x_n$, each of which is $p$-dimensional. Let $\Sigma$ be the (non-singular) population covariance of these samples. With respect to $\Sigma$, what is the most ...
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1answer
15 views

Calculation of Cosine Similarity using LSA

I am getting negative cosine similarity value between two documents in Latent Semantic analysis. How should it be treated?
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0answers
14 views

Can using of Weight function in Latent Semantic Analysis increase the efficiency of the technique?

What type of combination of local & global weight function and what would be the length of the document which can actually increase the efficiency of the LSA.
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1answer
43 views

How to get corpus used for word-frequencies for languages other than english?

I have taken a corpus of English for finding the word frequency in giving recommendation for spelling mistakes. I just used simple : Edit Distance between ...
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0answers
33 views

Validating Neural Network

I have a relatively large set of labelled data which I am using to verify how well-trained a neural-network I wrote is. The network uses a competitive learning technique. It has N output neurons, each ...
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0answers
31 views

Why does the Journal of Statistical Software use The Persistence of Memory as a logo? [closed]

I find this to be pretty interesting, does anyone know why this is?
3
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1answer
44 views

Studying complex systems (complexity)

Complex socio-technical systems is one my research interests. Since I plan to further study such systems and related phenomena, I've done a bit of reading and ran across various books, such as Bar-Yam ...
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0answers
11 views

What does it mean for a function to be “contained in” a confidence band?

So I have this problem that asks me to generate 100 random samples from a standard normal, and I did. It asked me to find a 95% confidence band and I did, using the Python code ...
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37 views

Standardization (z-score) across the “Samples” or across the “variables”?

I found in literature that one of the most common way of standardization data is to compute z-scores (mean subtraction and division by standard deviation). Can anybody tell me if it is ok to compute ...
1
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1answer
67 views

Computational complexity for linear discriminant analysis

The linear discriminant analysis algorithm is as follows: I want to conduct a computational complexity for it. For each step, the complexity is as follows: For each $c$, there are $N_cd$ ...
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0answers
29 views

Z-score across the “Samples” or across the “variables”?

I found in literature that one of the most common way of standardization data is to compute z-scores (mean subtraction and division by standard deviation). Can anybody tell me if it is ok to compute ...
-2
votes
1answer
22 views

Why my code error? find call value in R code [closed]

this is my code whats miss? Im confused why my code error please help me this code like black-scholes but in geske formula Values Call = VT1*N(d1)-K2*exp(-r*(T2-T1))*N(d2) N=distribution normal ...
0
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1answer
62 views

A Simple Regression Model for Our Experiment? [closed]

We know, In statistics, simple linear regression is the least squares estimator of a linear regression model with a single explanatory variable. In other words, simple linear regression fits a ...
0
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1answer
71 views

uniform distribution with density function? [closed]

If $0.3,0.2,0.8,0.3,0.4$‌ are found from one random instance with uniform distribution with following density function, We need to find $\theta $ estimate with Method of moments. how should we do ...
1
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1answer
145 views

Do I need to be a mathematician to be more than an expert in machine learning? [closed]

Machine learning has its roots principally in mathematics so if I wanted to be not only an expert but an innovator in this area would I have to be a computer scientist or would I need to be a ...
3
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2answers
43 views

Testing if distribution is similar between two groups

I have a variable young that is equal to 1 if a participant is less than 25 years old. I then have a list of of each ...
5
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1answer
41 views

Pitfalls in Fitting Nonlinear Models by Transforming to Linearity

Some nonlinear models can be transform to linear models. My understanding is that there might be one-to-one relationship between the estimates of nonlinear model and its linear model form but their ...
0
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1answer
31 views

What statistical test to use?

I would like to ask your advice regarding the statistical tools that can be used in analyzing two different kinds of data where I have to determine if there is an association between them. For ...
0
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0answers
25 views

divide among the use of statistical software package [duplicate]

Most of the application done by professionals, may it be in finance, economics or other industry is done in either R, SAS or Python. From what it looks like, most of the application in industries in ...
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0answers
10 views

Confidence Interval for mean difference with non-mutually exclusive 1 to many matches in R

This is somewhat both a programming question, and a stats question. So sorry for the overlap (although it seems that there is a large overlap between the realm of stats and programming of ...
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0answers
24 views

Model choice for discrete data with R

I'm keen to model the effect (impact) of variable i.e. var1 and its effect (causation inference?) on var2 given the score measure. Sample data (variation of data I have got) ...
7
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2answers
1k views

Mathematica's random number generator deviating from binomial probability?

So, let's say you flip a coin 10 times, and call that 1 "event". If you run, 1,000,000 of these "events", what is the proportion of events that have heads between 0.4 and 0.6? Binomial probability ...
0
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0answers
49 views

Scoring model/formula to rank based on accuracy of data sources

Let us say i have 5 different data sources. My aim is arrive a score to arrive the accuracy of this data sources. It is like below 1. Refer the section Data confidence calculation in ...
4
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1answer
104 views

Estimate mean & standard deviation of set S if I know stats of an inner set and outer set

Suppose I have sets $S_1\subset S_2\subset S_3$. I know exactly the size, mean, and standard deviation of both $S_1$ and $S_3$ and want to estimate the mean and standard deviation of $S_2$, where I ...