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0answers
18 views

how to draw dependent binomial sample

Hello I would like to draw samples from two binomial distributions, say B1 ~ binomial(100,p1) and B2 ~ binomial(100,p2) and I want them to be dependent. Any suggestions on how to do it? I am using R.
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0answers
41 views

Linear Kernel taking more time to train than RBF Kernel (SVR)

I'm doing a Support Vector Regression with about 70k samples with 500 features each. I'm using sklearn implementation of SVR and my input for the train set is a sparse matrix. But, for my surprise, ...
0
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0answers
12 views

A little problem to achive this by coding in convex constraint

IN convex optimization : min f(x), I have two constraits : one is sum_i|x_i| <= t (t can be any numbers) , another constraints is |x_j|=|x_j-1 k_j|(set k_1 can not equal to zero and k_j can be ...
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1answer
326 views

What is the time complexity of Lasso regression

What is the asymptotic time complexity of Lasso regression as either the number of rows or columns grows?
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2answers
381 views

Issues with using glmnet package for MATLAB

I am trying to use the glmnet MATLAB package to train my elastic net model on some huge data. My features are of size 13200, and I have around 6000 samples of ...
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1answer
598 views

What is the current 'standard' for modern statistical computing hardware?

I am in the market for a new system (probably a laptop) that would be be used primarily for Bayesian/MCMC analyses. If I had unlimited funds I would obviously buy very high end hardware and be done ...
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2answers
108 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 ...
2
votes
1answer
131 views

Avoiding matrix inversions with the multivariate Gaussian distribution?

Let $(X, Y)$ be a Gaussian random vector with mean $\mu$, variance $\Sigma$ and both $X$ and $Y$ are vectors. No structure is assumed on $\Sigma$ (aside from being symmetric positive definite). Is ...
6
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1answer
396 views

How important is using the exact method for ties in a Cox model, and how long should this take?

I'm analyzing the results of some simulation work using a Cox proportional hazard model, and I have what I perceive are a great many ties in the data, representing when a particular individual in the ...
0
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1answer
106 views

Inverse of the central difference operator

The central difference is a method to approximate numerically the derivative of a function sampled at discrete intervals. In R, one would do: ...
6
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7answers
2k views

Command-line tool to calculate basic statistics for stream of values

Is there any command-line tool that accepts the flow of numbers (in ascii format) from standard input and gives the basic descriptive statistics for this flow, such as min, max, average, median, RMS, ...
1
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0answers
268 views

Computing the expected value using the sample mean gives poor convergence?

This is for Project Euler problem #371: http://projecteuler.net/problem=371 My solution was to generate a huge random pool of numbers between 0 and 999 inclusive, repeatedly ask the question 'How ...
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6answers
3k views

Computation speed in R?

I have been tasked with moving one of our current large stochastic models out of SAS and into a new language. Personally, I prefer a traditional compiled language, but the PI wants me to check out R, ...
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5answers
10k views

How to sample from a normal distribution with known mean and variance using a conventional programming language?

I've never had a course in statistics, so I hope I'm asking in the right place here. Suppose I have only two data describing a normal distribution: the mean $\mu$ and variance $\sigma^2$. I want to ...
1
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1answer
121 views

Is there a qualitatively useful statistic or approach to an ill-behaving sample average?

I was running some timing simulations on a computer. As is often done with low latency things like this, I was running the relevant block in a loop $k$ times and then recording the total time over $k$ ...
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2answers
740 views

How to make R's gamm work faster?

Last night I started a complex calculation with gamm() and it took me... user system elapsed 9259.76 326.05 9622.64 (s) ...
3
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1answer
159 views

Multiple simulations of a system under different conditions - paired data?

I am currently generating data by simulating a model of chemical system under different conditions (temperature) over time. In each simulation, the starting structure being modeled is exactly the same ...
3
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0answers
303 views

How to compute the weight matrix for WLS estimation of a multi-group ordinal CFA model

I am attempting to perform a two-group confirmatory factor analysis (CFA) of one continuous factor on six ordinal predictors in OpenMx (...
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1answer
258 views

Symbolic computer algebra for statistics

What functionality should exist in a CAS that was specifically geared toward Statistics? Symbolic algebra systems like Mathematica and Maple are often used for calculus, logic, and physics problems ...
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4answers
228 views

Testing statistical software

What techniques/approaches are useful in testing statistical software? I'm particularly interested in programs that do parametric estimation using maximum likelihood. Comparing results to those from ...
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4answers
4k views

C++ libraries for statistical computing

I've got a particular MCMC algorithm which I would like to port to C/C++. Much of the expensive computation is in C already via Cython, but I want to have the whole sampler written in a compiled ...
3
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0answers
467 views

Computing platform for R: System76 Linux laptop with dual core i5 or quad core i7?

Even though this is not directly a question related to statistical analyses, I thought this group might have some useful insights. My school windows-xp based workstation takes several hours to run ...
12
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1answer
246 views

Online, scalable statistical methods

This was inspired by Efficient online linear regression, which I found very interesting. Are there any texts or resources devoted to large-scale statistical computing, by which computing with ...
3
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1answer
436 views

Which method to use for anomaly detection?

I think people here could guide me in solving a problem related to anomaly detection in Computer Science. The term anomaly here refers to some undesired event occuring in the system like a virus ...
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4answers
2k views

Who uses R with multicore, SNOW or CUDA package for resource intense computing?

Who of you in this forum uses ">R with the multicore, snow packages, or CUDA, so for advanced calculations that need more power than a workstation CPU? On which hardware do you compute these scripts? ...
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3answers
274 views

Visualization of a multivariate function

This is somewhat vague, but suppose you have a black box function $f(x_1,x_2,\ldots,x_k)$, for which you have code, and you are interested in the behaviour of $f$ when the $x_i$ are i.i.d. standard ...
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9answers
2k views

What books provide an overview of computational statistics as it applies to computer science?

As a software engineer, I'm interested in topics such as statistical algorithms, data mining, machine learning, Bayesian networks, classification algorithms, neural networks, Markov chains, Monte ...
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2answers
1k views

How to get around Numerical Overflow in Stata?

I am working with a large data set (approximately 50K observations) and trying to running a Maximum likelihood estimation on 5 unknowns in Stata. I encountered an error message of "Numerical ...