"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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8 views

Deviation due to conditioning

Let $A$ and $B$ be random variables. Can we upper-bound the following expression? $$ \mathbb{E}\Big[\Big(\mathbb{E}[A|B] - \mathbb{E}[A]\Big)^2\Big] $$ The above looks classical research. However, I ...
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5 views

Estimating cross-spectrum of random fields

There is a cross-periodogram (and it's smoothed versions) for estimating cross-spectral density of stationary bivariate process ($\xi_t = (X_t,Y_t), t\in \mathbf R) $. Is there a cross-periodogram for ...
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0answers
11 views

weak classifier with weak features

I have a set of weak features, and I am looking to create a weak classifier based on them. I am only trying to be right in ~60% of the case (that's enough for my problem). Is there a literature on ...
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1answer
15 views

Reference to Statistical Control Quality

This semester I'm taking a Green Belt course. I'm really enjoying it and I want to go more deeper in that, I already take this book to start to study Introduction to Statistical Quality Control does ...
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0answers
14 views

Regression with continous outcome and binary and count independent variables; looking for info/references

Is there a name for a regression model (borrowing R formula syntax) $$y \sim b + N$$ where $y$ is a continous (possibly non-normal) outcome measure, $b$ is a binary variable (0, 1) and $N$ is a ...
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2answers
772 views

Is there a GLM bible?

Is there consensus in the field of statistics that one book is the absolute best source and completely covering every aspect of GLM - detailing everything from estimation to inference?
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1answer
52 views

Convergence diagnostic of Markov chain that converge to uniform

Let $\Omega$ be a finite state space, $(X_t)_{t\in\mathbb{N}}$ be a discrete-time Markov chain that converges to the uniform distribution, and $P$ be its transition matrix. I'm looking for different ...
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39 views

Central Limit Theorem when the dimension size increases with the sample size

Let $X_1, X_2,\ldots, X_n \in \mathcal{R}^d$ and be zero-mean, unit variance random variables. Here the dimension ($d$) is a function of the sample size($n$) i.e, $d=f(n)$. For example $d = \sqrt{n}$. ...
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21 views

Estimating a parameter which itself is a sample from a parametric distribution

I am trying to model an engineering problem in the following way: Suppose $\theta_1$ is an unknown parameter lying in some set $A$, and let $\mathcal{P} = \{P_{\theta_1}: \theta_1 \in A \}$`be a ...
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1answer
68 views
+50

Reproducible benchmarks for the performance of statistical prediction methods?

There are many statistical models used for predictive modelling. These include famous methods such as naive Bayes, knn, SVM, random forest etc. I am looking for reproducible examples (preferably in ...
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24 views

Looking for “Data gathering is hard and expensive”

I've finished some data mining and machine learning courses and in most of them at the very beginning has been said: "Collecting and pre-processing data is the most expensive and hardest part of the ...
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18 views

Event Study - Event Induced Volatility for One Firm

Normally, in a stock price event study, we assume that the daily variance in the estimation period is the same as that during the event window. The event-induced volatility literature (eg, Boehmer, ...
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0answers
20 views

Classifiers which only answer when they are confident?

It is often true that a classifier (or regression) can give some kind of confidence in its answers, e.g. through bootstrapping. However, this is often viewed as an afterthought: "here is the answer, ...
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0answers
16 views

multicollinearity and signficance confused

If explanatory variables are correlated, what is it have to do with some being individually insignificant or significant? What is that supposed to mean? If adding additional variable causes other ...
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0answers
25 views

Outliers detections in time-series

I am searching algorithms for detecting outliers in a time-series data. I see that there are a lot of algorithms and they have an implementation in R. But i don't find any explanation on how they ...
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0answers
17 views

Mixture Distribution of Multiples

Is there a specific name for a mixture distribution composed of a random variable and its multiples? Suppose we start with a "atomic" random variable $A$. I want to know what one calls the ...
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0answers
47 views

What are examples where only a single sample is needed?

Consider the following setup: Let $\Omega$ be a finite (but humongous) state space and $\pi:\Omega\to[0,1]$ be a probability mass function. It seems to me that when people want to "sample" in this ...
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1answer
22 views

Who came up with the term “complete spatial randomness?”

I've seen the term "complete spatial randomness" widely used in literature but can't figure out who was the first to coin it. Who originated it, and is there a paper it can be cited to?
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1answer
32 views

Panel data model with two-way fixed effects and individual-specific slopes

I have the following panel-data model: $$ y_{it} = \alpha_i + \lambda_t + \beta_i X_{it} + \varepsilon_{it}. $$ It contains individual-specific intercept $\alpha_i$, time-specific intercept ...
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1answer
30 views

Reference for known issues with histograms (binning, anchor point)

I'm looking for references on the known issues that arise when working with histograms, i.e.: the choice of the number of bins, and the choice of the origin point. The WP entry on Multivariate kernel ...
3
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1answer
35 views

Searching for a good book on count data

I am seeking recommendations for a good book on count data, with clear explanations of topics like Poisson regression. The level of the book should be suitable for a graduate math and statistics ...
0
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1answer
25 views

Tikhonov regularization in the context of deconvolution

I came across "Tikhonov regularization" and I have bare knowledge on it. It seems that it is a type of regularization that is important for deconvolution. Are there any good resources and examples? ...
2
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0answers
33 views

MCMC efficiency and nonlinear reparametrizations

The efficiency (e.g., effective sample size per density evaluation) of most MCMC methods depends on the parametrization. However, so far I have come across little work in the MCMC literature that ...
4
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2answers
65 views

Online references giving introduction to OLS

I started to study ordinary least squares (OLS) estimators and am still at the very beginning. I already bought some books on econometrics but I did not find anything online. So I was wondering if ...
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35 views

Statistical test? [closed]

I have data of 4 independent variables that i am interested to analyze for variability overtime and an idea of reference range. What statistical tests could address this.
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2answers
253 views

Good books for learning Applied Probability?

I'm looking for a book that provides deep, rigorous coverage of probability theory, but with an emphasis on material that is mostly useful outside of a mathematics department. I've heard "The Theory ...
3
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0answers
35 views

rigorous statistical-inference book recommendation

I'm a first-year graduate student working on probability and I am learning statistical inference by myself, I have skimmed through a few books like Casella /Hoggs but I find they omitted lots of ...
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0answers
70 views

Wilcoxon Signed Rank Critical Values for n >40

I'm looking for critical values for Wilcoxon Signed Rank for larger values of N but can only find tables and lists for up to N=40. I am looking for either comprehensive sources of critical values for ...
5
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2answers
75 views

Performance benchmarks for MCMC

Have there been large scale studies of MCMC methods that compare the performance of several different algorithms on a suite of test densities? I am thinking of something equivalent to Rios and ...
3
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1answer
29 views

Combining transition operators in MCMC

Many MCMC papers usually present a new single transition operator (or a family thereof) such as different proposals for Metropolis-Hastings, new forms of slice sampling, etc. I am interested in ...
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0answers
21 views

Resources similar to Mosteller's 'Fifty Challenging Problems in Probability'

Frederick Mosteller's book 'Fifty Challenging Problems in Probability' is a collection of interesting and unusual problems. Can we collect similar resources (online or published) here? The key ...
2
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0answers
27 views

Machine Learning course material

I am undertaking a course of Machine learning by Prof Ng on coursera. I wish to know what notes or any reference material i should refer as along the course there are number of doubts that i wish to ...
2
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1answer
82 views

Beginner references to understand probabilistic principal component analysis (PPCA)

I am totally new to machine learning. I started studying PCA from Jonathan Shlens, 2005, A Tutorial on Principal Component Analysis. The paper provides some concrete examples, and background ...
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2answers
41 views

Book recommendation for probabilistic networks

I'm a student interested in learning about probabilistic networks — Bayesian Networks Markov models etc. I have a good background in probability, statistics and Markov chains. Some good ...
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0answers
51 views

textbooks/literature/resources for online learning/ time series/ sequential analysis?

I have read (the contents of) machine learning introductory textbooks such as Pattern Recognition and Machine Learning, Machine Learning A Probabilistic Perspective, and The Elements of Statistical ...
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11 views

Weighted sample mean and variance - asking for references and details

I found this wiki page which tells how to compute the weights to get a BLUE for the mean from correlated observation, assuming the correlation is known. What I'm asking is: Some references (books) ...
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1answer
48 views

Criticism of augmented Dickey-Fuller test

I am looking for literature that suggests the augmented Dickey-Fuller (ADF) test is not completely accurate, or in general criticizing the test.
1
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1answer
11 views

Reference Material for Multvariate Analysis with Different Probability Distributions

I'm interested in multivariate probability distributions with different sub-distributions. Say I've collected two metrics in a population, and we then had a two dimensional probability distribution: ...
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0answers
46 views

What is good modern book/resource on advanced experiments?

I am looking for resources (doesn't have to be a single book) that would cover some of the more challenging cases of experimental design and statistical analysis. Some of the cases I would like to be ...
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0answers
15 views

References for how to bound the approximation error of a likelihood ratio test?

In likelihood inference, if your log-likelihood is quadratic, then the key values of likelihood theory (Fisher Information, Wilks LR Statistic) have exact probabilistic interpretations. However, if ...
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0answers
44 views

Introductory references about total least squares

I am an engineering student and I've been recently told about the Total Least Square (TLS) method. I am interested in applying it to topographic measurements and in comparing the results with the ...
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3answers
182 views

Scientific Report references

I'm taking a course about "Scientific Report", where I need to write reports about statistics. I have many difficulties to elaborate scientific texts, I can not develop the theory and presentation ...
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2answers
42 views

Bayesian Inference reference to self-study

I need a reference request for bayesian inference for self-study, I'm look for something containing: 1-Fundamentals about prior and posterior distribution, conflict between prior and posterior 2- ...
3
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0answers
68 views

Reference for tail bound of chi square distribution

Fisher's method allows to combine a set of p values $p_1,\ldots,p_n$. In order to compute the p value associated with Fisher's method one needs to compute the tail of a chi square distribution with ...
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0answers
27 views

Modeling bias in reviews of conference papers

An article in Science Magazine claims that A little bias in peer review scores can translate into big money, simulation finds . The paper referred to there is paywalled, though. Can anyone point me to ...
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0answers
19 views

Computing average precision at depth n (AP@n)

I have a binary classification problem, for which I use some kernel SVM (e.g., with the RBF kernel). I apply the trained SVM model to a testing set and I get a list with predictions (labels) along ...
3
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1answer
49 views

Book recommendations for Design of Experiments

What are some good books on general design of experiments ? Currently I am reading "Design and Analysis of Experiments" by Douglas Montgomery , it has too much mathematical details which are little ...
0
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0answers
14 views

Database and Data Waehouse design and processing in Big Data

With the growing popularity of Big Data and related tools, I am looking for books that specifically deal with implementing a warehouse in one of Big Data technologies, database and data-warehouse ...
2
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0answers
41 views

MOOC about GARCH model

I have a fundamental math PhD background, but very little knowledge (only undergraduate) about statistics. Even by reading lots of online documents about GARCH, I find it hard to find the global ...
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0answers
36 views

Statistic Book About Spearman Correlation

Could you recommend me a book or scientific article that explains the interpretation of the results of a Spearman correlation analysis (SC)? For example, I need a reference in the literature that ...