"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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85 views

Reference Request: Generalized Linear Models

I am looking for an introductory to intermediate level book on Generalized Linear Models. Ideally, in addition to the theory behind the models, I would want it to include applications and examples in ...
3
votes
0answers
20 views

How can IRT-Models be understood in GLM/ SEM Framework? (Predict Learning with added Paradata-Covariates)

I'll be working with data from an intelligent tutor system similar to one studied in the KDD-Cup 2010 on student performance prediction and plan to use IRT models to infer item and ability parameters. ...
1
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0answers
13 views

Datasets for some popular books

I'm looking for electronic versions of datasets used in examples and exercises from the following books: Aczel "Complete business statistics" Milliken & Johnson "Analysis of Messy Data" vol.1 ...
2
votes
1answer
57 views

Differences in edition of advanced statistics books

In general I'm wondering if there's any danger in studying from older edition statistics books. The undergrad material seems to have remained unchanged throughout the last century, but I'm looking for ...
0
votes
1answer
50 views

I want to learn about ROC curve — what is the canonical textbook?

I want to learn about Receiver-Operator-Characteristic curves, and metrics. I have read through online webpages with some basics, and I have used MATLAB built-ins to create ROC plots. It tells me ...
1
vote
0answers
19 views

How to calculate false accept and reject rates in pattern recognition?

I am working on a vein pattern recognition project based on SURF algorithm and Euclidean distance. I have completed my program to find the maximum and minimum distance between vein features and find a ...
4
votes
0answers
18 views

Guide / tutorial for design & analysis of experiments in retail settings

I want to develop my skill set in the design and analysis of experiments in retail, where we conduct experiments (introduction of new package, new product, discount, etc.) in test stores while ...
3
votes
0answers
41 views

Any practical uses of inverse uniform distribution?

To motivate a paper in game-theory I need examples of real-life uses of the inverse uniform distribution (http://en.wikipedia.org/wiki/Inverse_distribution#Inverse_uniform_distribution). Which type of ...
3
votes
1answer
135 views

Ridge, lasso and elastic net

How do ridge, LASSO and elasticnet regularization methods compare? What are their respective advantages and disadvantages? Any good technical paper, or lecture notes would be appreciated as well.
8
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3answers
111 views

Different non-parametric methods for estimating the probability distribution of data

I have some data and was trying to fit a smooth curve to it. However, I do not want to enforce too many prior beliefs or too strong pre-conceptions (except the ones implied by the rest of my question) ...
0
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0answers
16 views

Confidence interval on entropy estimation

Over a sample (of about a hundred observations), I have estimated the "empirical" entropy of a sequence of identically independently distributed random variables which have 5 possible outcomes. I ...
0
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0answers
41 views

Measure theory interpretation - textbook advice

I have seen the other questions about measure theory book advice, and I don't think any of them fit what I am looking for. The vast majority of measure theory textbooks are (naturally) math-based and ...
0
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0answers
34 views

The Intercept terms for Ridge regression, lasso , pcr and PLS (elements of statistical learning)

In table 3.3 (page 63) of the elements of statistical learning book, the intercept terms for Ridge regression, lasso , pcr and PLS differ. However, according to the theory in the book, these models ...
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0answers
15 views

Papers on resource prediction over time series with asymmetric information?

I'm looking for resources to help me solve an issue of resource prediction. We can make a number of observations of the resource over time, but the way in which the resource changes is affected by ...
7
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0answers
83 views

When optimizing a logistic regression model, sometimes more data makes things go *faster*. Any idea why?

I've been toying around with logistic regression with various batch optimization algorithms (conjugate gradient, newton-raphson, and various quasinewton methods). One thing I've noticed is that ...
4
votes
0answers
50 views

Compute and graph the LDA decision boundary

I saw an LDA plot with decision boundaries from The Elements of Statistical Learning: I understand that data are projected onto a lower-dimensional subspace. However, I would like to know how we get ...
9
votes
3answers
372 views

What to learn after Casella & Berger?

I am a pure math grad student with little background in applied mathematics. Since last fall I have been taking classes on Casella & Berger's book, and I have finished hundreds (230+) of pages of ...
0
votes
0answers
29 views

Good reference book for statistics in medicine

I am looking for a good reference book for applying statistics to medical problems. I am interested in a practical book that describes concepts including statistical power, tests for comparing ...
1
vote
0answers
22 views

Any fancy application of convergence (in probability, law, CLT, etc)?

As part of the inference course in an applied stats masters degree, we've to prepare a talk about convergence (see, for example, Lehmann 1999 Chapter 2). We'll be explaining to other students some ...
0
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0answers
12 views

Deriving the in-sample error for linear model from the elements of statistical learning

From the elements of statistical learning, it was claimed that $$ \frac{1}{N}\sum_{i=1}^N ||h(x_i) ||^2 \sigma^2_\varepsilon= \frac{p}{N}\sigma^2_\varepsilon$$ where $h(x_i) = X(X^TX)^{-1}x_i$. Can ...
2
votes
1answer
55 views

Book recommendation: sample size determination for hypothesis testing of the mean

After a previous attempt to get answers here to what I found out was a nonsensical question I am looking for some good resources I can use to begin to understand the area. The majority of Psychology ...
0
votes
2answers
87 views

Deriving the optimal value for the intercept term in SVM

I was reading andrew ng's machine learning lecture notes on SVM. I came across the following equation (finding the optimal value for the intercept term $b$ in the SVM problem): However, I have no ...
0
votes
1answer
33 views

Financial Random Walks

Does anyone know of any good and accessible papers on the random walk modelling of financial data from a statistics perspective? Most of the papers I've found have been written by economists or ...
1
vote
1answer
52 views

What kind of model is used by 20 Questions?

Which kind of machine learning concept / model is used in 20 Questions? Is this kind of thing best solved by a neural network? Where I can read something about it?
1
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0answers
28 views

Estimating the covariance matrix in LDA

I was trying to derive the equations from page 109 in "elements of statistical learning" (image below) To be honest, I am not sure how the covariance $\Sigma$ is estimated (the third bullet point in ...
2
votes
0answers
33 views

Identifiability in nonlinear mixed-effects models

I am interested in the identifiability of linear mixed effects models. Let's assume $p$ subject are observed at different instants in time. Let $\mathbf{y}_{i}$ $(1 \leq i \leq p)$ the vector ...
1
vote
4answers
64 views

Statistical videos to learn regression analysis and multivariate analysis?

I'm having a tough time to understand concepts of Regression Analysis and Multivariate Analysis. I'm following the books of Johnston and Anderson, but some video lectures would help me learn it ...
0
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3answers
58 views

Introduction to support vector machines

I'm looking for a good introductory book/course on Support Vector Machines. My statistical background is almost non existent, so the more introductory the better.
7
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3answers
137 views

Introduction to non-parametric statistics

I have been studying statistics for the past two years. Almost everything I have learnt is about parametric statistics. Now I would like to learn more about non-parametric statistics. Can anyone ...
1
vote
1answer
66 views

Good resources on Aalen additive models (survival)

I'm trying to do some modelling of time to event data and for various reasons, the Aalen additive model seems promising. I'm using the aareg function in the ...
4
votes
1answer
131 views

What is the minimum viable cell size for 2x2 ANOVA?

I have a 2x2, between-subjects experimental design (2 independent variables (IVs) with 2 levels each) and one dependent variable (DV). My data are unbalanced and an interaction between the IVs seems ...
0
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0answers
25 views

Another manner for handling Tobit - related regression in R

Which method would you suggest for estimation an univariate regression ($y = a + bx + e$) which comprise a lot of $0$ values in the dependent variable (actually kind of censored data). My experience ...
0
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0answers
34 views

Keywords to find academic lectures on multivariate time series analysis on youtube

If I search for "HOTT homotopy type theory" on youtube, I find numerous (advanced/state-of-the art) academic lectures on the topic. For instance the following lectures are found on youtube: ...
1
vote
2answers
70 views

Dataset and papers for baseline [closed]

I'm doing a project about Topic Detection and Tracking in text. I need to perform a baseline so I can compare existing results with mine. I read some papers where they use datasets that are not so ...
1
vote
1answer
60 views

Recommendation for sequential least squares programming book

I would like to understand better how to solve least squares in a sequential/recursive way. How to use weights in the least squares if the following problem: ...
1
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0answers
18 views

Constructing the approximate confidence set for parameter vector beta in least square regression

From Elements of Statistical Learning, on page 49 (in the context of least square regression), we are given the approximate confidence set (shown in image) for the parameter vector $\beta$. I want ...
3
votes
1answer
64 views

Definition of Principal component

Suppose $u$ is the vector that maximises the variance of the projection of the data with design matrix $X$. Now, I have seen materials that refer $u$ as the (first) principal component of the data, ...
3
votes
1answer
46 views

Why is a symmetric distribution sufficient for the sample mean and variance to be uncorrelated?

While reading, I came across the puzzling statement that the sample mean and variance are uncorrelated only in symmetric distributions and there is strong correlation if the distribution is heavily ...
3
votes
1answer
61 views

Equation 3.49 from Elements of Statistical Learning

I was on page 66 of ESL. I don't know how equation 3.49 on that page is derived. Where does the $N$ in the denominator come from ? Can someone kindly show me the steps in between the lines of equation ...
3
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0answers
78 views

Looking for beginner resources with effect sizes

First post here; first I would like to say that I have no background in stats whatsoever and not so much in math either (enriched high school math, and that's it). I started an MA and we have to do a ...
3
votes
3answers
94 views

Examples of machine learning in personal computers [closed]

Are there any examples of machine learning in our PC's? The only one that I know is Windows Speech Recognition application. I do not mean any add-ons. I mean any basic applications that are ...
1
vote
0answers
74 views

Self-studying regression analysis

What book will teach the most rigorous way the regression analysis? I read as a mathematician myself, and now I have to improve my statistical skills to get a job. I would like to learn what kind of ...
5
votes
0answers
55 views

Can the Burnham-Anderson book on multimodel inference be recommended?

As motivated by the recent change of the default model selection statistic in the R's forecast package from AIC to AICc, I am curious whether the latter is indeed applicable wherever the former is. ...
0
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0answers
35 views

Text Books on Text Mining in R [duplicate]

Hi I wanted to know if there are some good books on text mining and classification with some case studies in R .There is similar thread in forum - it didn't serve ...
0
votes
2answers
99 views

step by step tutorial for newbie

I'm looking to join the field of statistics and more exactly to forecasting. I'm a software developer and I just started playing with R. Can you recommend me some tutorials related to forecasting, ...
0
votes
0answers
79 views

“Bayesian and Frequentist Regression Methods” by Jon Wakefield, a good introductory Bayesian textbook for frequentist economics graduates?

Here's a link to a good question regarding Textbooks on Bayesian statistics from some time ago. People suggested John Kruschke's "Doing Bayesian Data Analysis: A Tutorial Introduction with R and ...
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0answers
32 views

Linear modelling question and answer book

This book gives 500 question and answers on introductory statistics. Are there any books out there which give questions and answers specifically on linear models (simple linear regression, multiple ...
2
votes
0answers
33 views

How to characterize the distribution of the intersection of 2 bivariate normals

I have two 2-dimensional Gaussian distributions: $$ D_1 := \mu_1=\pmatrix{x \cr y}, \quad \Sigma = \pmatrix{{\rm var}(x) &{\rm cov}(xy) \cr {\rm cov}(yx) &{\rm var}(y)} \\ D_2 := ...
2
votes
1answer
112 views

Which papers discuss classification or clustering of source code according to programming language?

My specific problem is to separate a huge archive of files containing source code and sometimes including embedded languages (apart from the main language).
1
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0answers
45 views

Error in books formula concerning the log-rank test?

I am currently reading the following book: Clinical Trials: A Practical Guide to Design, Analysis, and Reporting by Duolao Wang, Ameet Bakhai (2006) On page 243-244 there is an example about the ...