"References" is our generic tag for questions seeking information about books, papers, presentations, videos of lectures, on-line tutorials, etc., regarding any subject matter that is on-topic for Cross Validated.

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7 views

References for MMSE estimator for forecasting future value

As the title says, I have been looking for articles on minimum mean squared error (MMSE) estimator for forecasting. But so far I cannot find any. Does anyone know some articles on this subject?
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1answer
25 views

Standard reference for K-means [duplicate]

When citing the K-means algorithm in a paper, what is the standard reference? I ran into this paper through some digging around but I am not entirely sure if this one is still the correct one. I ...
3
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2answers
56 views

Beta as distribution of proportions (or as continous Binomial)

Beta distribution is related to binomial being also the distribution for order statistics. Probability mass function of binomial distribution is $$ f(k) = {n \choose k} p^k (1-p) ^{n-k} \tag{1} $$ ...
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1answer
27 views

Resources to get started with deep reinforcement learning

Assume the learner is proficient with artificial neural networks, and has some background in reinforcement learning. What are some good resources (books/videos/papers/GitHub repo/etc.) to get started ...
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0answers
9 views

References for Combine Seasonal Period in Seasonal Time Series

I'm in a middle writing my thesis. I got confused for find the references which said period of seasonal could be chosen from the small period which already containing another periods. Here is my ...
2
votes
1answer
44 views

Agresti's Categorical Data Analysis equivalent for non-statisticians?

I am looking to do some categorical data analysis, but I am having a hard time following Agresti's Categorical Data Analysis. Does anyone know of good alternatives written specifically for ...
5
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0answers
18 views

Is there a general expression for ancillary statistics in exponential families?

It is known that an i.i.d sample $X_1,\cdots,X_n$ from a scale family with c.d.f. $F(\frac{x}{\sigma})$ has $S(X)$ as an ancillary statistics if $S(X)$ depends on the sample only through ...
0
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0answers
9 views

Book Think Stats: Different result from NSFG codebook

I've just started studying statics with reading Think Stats second edition. http://greenteapress.com/thinkstats2/thinkstats2.pdf I'm now at Exercise 1.2 but the result of sample code and the NSFG ...
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2answers
33 views

Gaussian process resources

I'm willing to learn about Gaussian process (I've a special interest in Gaussian Process for classification). Do you know some resources from which I can learn (aside of "Gaussian Processes for ...
1
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0answers
36 views

Looking for canonical problems or seminal work it the intersection of constraint programming and statistics

I'm interested in exploring the area (if it exists) at the intersection of constraint programming and statistics. My primary interest is on problems that require a combination of both statistical and ...
1
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1answer
27 views

Experimental design definition

I am doing some research on how to analyse experimental data. During the last three weeks, I face the expression "experimental design", I try to google to understand this notion, and how it works. ...
6
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0answers
44 views

References that justify use of Gaussian Mixtures

Gaussian mixture models (GMMs) are appealing because they are simple to work with both in analytically and in practice, and are capable of modeling some exotic distributions without too much ...
1
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1answer
30 views

Can a paired t-test be used with the number of words recalled?

I recently went to a 3rd grade level science/math school exhibition, where someone had posted this data on how well people remember words, when they read it in a book vs a tablet. There were in total ...
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0answers
27 views

How to justify a “complicated” regression model over a simpler model to a non-technical audience?

I find myself in the position of advocating for a linear mixed-effects model to estimate a trend to a non-technical audience. The subject of the regression model is a somewhat contentious topic and my ...
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0answers
10 views

ANOVA multi-way classification: concise presentation

I have read ANOVA from chapter 11 of 'Statistical Inference' by Casella & Berger. Their presentation is concise. However they stop at one-way classification. Can you suggest some other (chapters ...
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5answers
357 views

Recommendations for non-technical yet deep articles in statistics

The inspiration for this question comes from the late Leo-Breiman's well-known article Statistical Modeling: The Two Cultures (available open access). The author compares what he sees as two disparate ...
3
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0answers
18 views

Parallel Q-learning

I'm looking for academic papers or other credible sources focusing on the topic of parralelized reinforcement learning, specifically Q-learning. I'm mostly interested in methods of sharing Q-table ...
0
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1answer
35 views

Unit roots Dickey Fuller test question

I've been searching in bibliography about this test applied to an ARMA(p,q) model, and find out that every single book states the null hypothesis as "1 is a root of the operator". I was wondering if ...
6
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1answer
128 views

Bibliography for linear models

My main question: what bibliography would you recommend for linear models theory? I'm thinking of acquiring Plane answers to complex questions: the theory of linear models, by Ronald Christensen. Has ...
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0answers
66 views

What are the published methods to smooth a time series of weights?

I am looking for methods to smooth a time series of human weights, in particular I would like to know methods that are quoted or described in articles published in peer-reviewed journals. I am also ...
4
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1answer
52 views

Best book for probability

I have done my masters in Statistics and am well acquainted with probability, though I am out of touch for last few years. Currently I am preparing for an exam which has a paper for probability and ...
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0answers
14 views

reference group in logistic regression

I'm conducting a case control study. Can I use the 75th percentile of the control distribution as a reference group to compare it with the case group? and does anyone have a good reference for this?
2
votes
1answer
30 views

Good introductory material for bootstrap? [duplicate]

I am considering the use of bootstrap method to estimate standard errors or confidence intervals for the method I am developing. Two candidate books are Efron and Tibshirani (1993) ...
1
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1answer
33 views

What are good resources on Bayesian rating?

I am figuring out how to build a ranking system for movies using IMDB data. My own dataset related exclusively to "art movies", so they would tend to have fewer reviews than the average IMDB movie ...
5
votes
1answer
84 views

“Inverse” Q-Q plot?

Suppose we have two real-valued random variables $X,Y$. Let $cdf_X$ and $cdf_Y$ be the corresponding cumulative distribution functions. We are interested in graphically comparing the distributions ...
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0answers
20 views

Good resources about data mining in industrial applications?

Industrial data differs from other kind of data such as financial data or web data used for marketing applications. I wonder if someone can recommend books or other resources to learn more about that ...
2
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1answer
39 views

Bayesian biostatistics book

I am looking for a good book on biostatistics from a Bayesian point of view. I am going to be starting some research in oncology and so books geared towards that would be great, but also just a ...
0
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1answer
23 views

Reference for standardizing non-normal variables for comparison

I need a reference to justify standardizing non-normal data. I will first explain what I am doing. I had a survey with ~30 questions. The answers to the questions were numeric; the range of possible ...
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0answers
21 views

Estimating incidence and prevalence from demographic data

I'm interested in estimating incidence and prevalence of specific diseases in the USA based on the NAMCS data set. However, the data set only records patient/prevalence visits - there is no way of ...
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0answers
6 views

Using an overall category as a reference group for dummy variables

I have data on the unemployment rate within 3 education groups for different states, and some other continuous data on for the given states e.g. GDP. I also have the overall unemployment rate for the ...
2
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0answers
21 views

improve performance of finding rolling window maximum likelihood

There is data indexed by time: $$ D_1, D_2, D_3, ..., D_T $$ I have a model that I assume the parameter $\theta_t$ changes with time $t$. As a result, I adapt a rolling window strategy: $$ ...
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1answer
33 views

a good resource to study about 2 classification ways?

One of my friends has asked me a question and because I haven't been involved with clustering a lot, I decided to ask his question here. He says that: There are two classification ways : C4.5 and ...
1
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1answer
23 views

Overview of multivariate statistics for chemometrics (e.g., Raman spectra)

I am looking for an overview of multivariate statistics for chemometrics. I'm reviewing a number of articles that for the most part are analyzing a large number (300+) of various spectra (IR, UV-Vis, ...
1
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0answers
47 views

Which data science related books should I read next? [closed]

I've been wondering what I should read next and thus came across Michael Jordan's and Bradford Cross's suggestions. Those unfortunately are huge lists and each text is a huge commitment of time. So ...
0
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1answer
21 views

Test if Google searches differ by week of year

I'm looking into resuscitation related search queries using Google Trends. I see that the rate of resuscitation relevant searching falls dramatically each December. I'm not sure how to test for the ...
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0answers
77 views

Which Machine Learning book to choose (APM, MLAP or ISL)?

I'm searching a book as a referesher in machine learning (I have taken a lecture in machine learning some times ago). I will be applying machine learning in a project. I have searched a lot of books ...
6
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2answers
157 views

Can Principal Component Analysis be used on stock prices / non-stationary data?

I am reading an example given in the book, Machine Learning for Hackers. I will first elaborate on the example and then talk about my question. Example: Takes a dataset for 10 years of 25 share ...
1
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0answers
43 views

Textbooks on Deriving Linear Randomization Theory Models (e.g., $Y_{ij} = \mu + \beta_i + \tau_j + \epsilon_{ij}$)

In the M.S.-level Statistics Methods class I am taking, I've learned about various linear models for experimental design. Take, for example, $$Y_{ij} = \mu + \beta_i + \tau_j + \epsilon_{ij}$$ for ...
5
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1answer
253 views

What math background do I need to read ESL effectively?

What is an appropriate amount of mathematical background for reading The Elements of Statistical Learning? Of course, more is always better, but what are the key things you'd recommend a reader know ...
3
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0answers
25 views

Idea and intuition behind quasi maximum likelihood estimation

Question(s): What is the idea and intuition behind quasi maximum likelihood estimation? What makes the estimator work when the actual error distribution does not match the assumed error distribution? ...
1
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2answers
42 views

Iterative regression

What's the correct term for regression where you first regress on one input variable (feature), take the errors, regress on the next feature, etc.? In what specific cases is this useful? Are there any ...
2
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1answer
29 views

Literature on VARs

I'm looking for literature where vector autoregressions are comprehensively described. I'd like to know which consequences some assumptions lead to. For example, which properties of estimates follow ...
1
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1answer
23 views

some lectures/examples on Q-learning using feature/linear approximation

Most of the resources that I find in the internet deal with Q-learning or SARSA in the discrete sense, when state spaces and actions are finite. There are variety of examples and tutorials for this ...
1
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0answers
33 views

Free very basic downloadable printable stats textbook

I volunteer teach a (very) basic stats course at a local medium/high security prison. My intent is just to get across basic ideas so that the inmates can make some contact with that branch of ...
0
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1answer
36 views

The books always give the caveat “if independent”

I'm looking for statistics and probability books/resources that tackle dependant variables/events/etc. The real world is almost never iid. I'm interested in the mathematics of solving problems that ...
1
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1answer
56 views

What are the more Advanced models for time series

As far as my studies go, I did: ARIMA in all sauces Dynamic linear models/state space model. The basics VAR(IMA) VECM I then tried to see if there is a model that combines some or most of the ...
2
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0answers
26 views

Who invented INLA?

I am trying to do a literature review on integrated nested Laplace approximations (INLA). Most papers cite a popular paper by Rue and Chopin, however, this does not seem to be the seminal paper. Can ...
0
votes
1answer
40 views

MLE method for a statistical model with two random variables

Suppose for fixed $t>0$ we have two discrete random variables $X_t$ and $X_{t+1}$ where $X_t$ takes on $11$ values $$ X_t\in\{0,1,2,\cdots, 10\}. $$ Also, we have $$ P(X_{t+1}=X_t)=1-\lambda,\quad ...
0
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0answers
21 views

How to modify a curve so that it reference another curve

Let's say we have a curve A with 50 time points (max = 60, min = 1). One way I can do is to standardize the values of the curve and make the range become [0,1] instead of [1,60]. However, I have ...
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0answers
16 views

Propensity score matching linearity assumption

One of the advantage that i have herd talked about propensity score matching, vs. a regression, is that propensity-score matching doesn't rely on linearity assumptions. This seems incorrect on the ...