# Tagged Questions

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### Role of orthogonal constraints (X^TX=I) in linear discriminant analysis?

What is the role of the orthogonal constraints in Linear Discriminant Analysis? Why would it work/not work if the fraction of the traces is maximized without that constraint? Wouldn't its still ...
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### Higher order tensors in Statistics

I am looking for problems in Statistics or application areas in Statistics which deal with three-way data or higher order data or 3-Tensors. Is there a regression setting where the covariates are ...
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### Smart way to search through a very large parameter space

I have a system whose performance is based on a rather large parameter set (200 parameters, lets say, of which each can take a very wide range of values). There are tests to evaluate the performance ...
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### Expression for Sum of Multivariate Gaussian Random Vectors

Consider two multidimensional random vectors $x$ and $z$ having Gaussian distributions $P(x)=N(x\mid\mu_x,\Sigma_x)$ and $P(z)=N(z\mid\mu_z,\Sigma_z)$, respectively, together with their sum $y=x+z$. ...
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### Minimize a function with respect to a matrix

I have two sets of vectors, A and B. Vectors from set A live in an m-dimensional space, ...
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### 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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### Efficient Portfolio Optimization Through Simulation

Apologies in advance for the (possibly?) poor terminology as I'm a bit of a novice in the field. I was torn whether to ask this on stackoverflow or here, so hope its the right place. Anyway, my ...
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### How to learn Data Analysis? [closed]

I completed the ml-class offered by Prof Andrew Ng last fall I started trying one of the problems in Kaggle When I fit a logistic Regression, the algorithm gave me poor results. I saw that people do ...
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### Any advice on technical analysis of financial data?

we're looking for any software/framework that is able to analyse the financial flux? Some preliminaries. We've been asked by one of our customer to find or develop the software that would solve some ...
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### How to explain poor classification performance of recall when using SVM?

I applied SVM to perform the classification against several data sets. It turns out that the performance metric of recall is pretty bad for one data set. It has recall around 50% while other data sets ...
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### The relationship between machine learning, data mining and statistical analysis? [duplicate]

Possible Duplicate: What is the difference between data mining, statistics, machine learning and AI? How to compare machine learning vs. data mining? data mining vs. statistical analysis? ...
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### What skills are required to perform large scale statistical analyses?

Many statistical jobs ask for experience with large scale data. What are the sorts of statistical and computational skills that would be need for working with large data sets. For example, how about ...
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### SVD dimensionality reduction for time series of different length

I am using Singular Value Decomposition as a dimensionality reduction technique. Given N vectors of dimension D, the idea is to ...