5
votes
2answers
81 views
+100

Metrics for comparing estimated lists to a 'true' list

I'm wondering what the best ways to compare (possibly ranked) lists when we know what the true ranking is and also the variable that decides the ranking. Say this is the top 10 of a certain list, we ...
3
votes
2answers
111 views
+150

Confidence Interval on a random quantity?

Suppose $\vec{a}$ is an unknown $p$-vector, and one observes $\vec{b} \sim \mathcal{N}\left(\vec{a}, \frac{1}{n} I\right)$. (For example, the sample mean based on $n$ observations of i.i.d. normal ...
0
votes
0answers
27 views
+150

Hierarchical ordinal regression (or ranking) with prediction constraints on clusters?

I am interested in predicting an ordered outcome of 0,1,2 or 3 (0<1<2<3) for individual responses in a bunch of different clusters. In each cluster $i$ of size $n_i$ there is a single 3, 2 ...
0
votes
2answers
98 views
+100

Forecast accuracy calculation

We are using STL (R implementation) for forecasting time series data. Every day we run daily forecasts. We would like to compare forecast values with real values and identify average deviation. For ...
5
votes
2answers
239 views
+50

Locomotive problem with various size companies

I'm working through Think Bayes (free here: http://www.greenteapress.com/thinkbayes/) and I'm on exercise 3.1. Here's a summary of the problem: "A railroad numbers its locomotives in order 1..N. One ...
6
votes
0answers
62 views
+50

Applying a variance-stabilizing transform to a fitted function (rather than data)

Outline I'm working with data corrupted by a mixed Poisson-Gaussian noise model (for example with images gathered in astronomy or electron microscopy), and have been using the generalized Anscombe ...
4
votes
0answers
61 views
+100

Test to distinguish periodic from almost periodic data

Suppose I have some function $f$ fulfilling some reasonable conditions like continuity. I know the exact values of $f$ (because the data comes from a simulation) at some equidistant sampling points ...