0
votes
0answers
8 views

I have 5 models and each one consists of two 95 % confidence intervals, one for each axes, how can I plot these in R (ggplot2)? [on hold]

I have 5 models and each one consists of two 95 % confidence intervals, one for each axe, how can I find and plot these in R (ggplot2)? I tried to put the data in an ascending order and find them ...
0
votes
0answers
4 views

choosing prior parameters for variational mixture of Gaussians

I am implementing a vanilla variational mixture of multivariate Gaussians, as per Chapter 10 of Pattern Recognition and Machine Learning (Bishop, 2007). The Bayesian approach requires to specify ...
0
votes
0answers
6 views

xboost performance with predicted values as input

I have predicted probability of loss using different features. Now when I used this with non-important feature to predict probability of loss. It is very close first one. logloss was close to 0.11. ...
0
votes
0answers
6 views

autoclassification in R

Can you tell me, is there in R the possibility to choose the method that gives the most accurate classification well, for example ...
1
vote
0answers
9 views

Help with intuition about Chi-Squared distribution and it's relation to Normal Distribution

At alpha = 0.05, the significance cutoff of a Chi-squared distribution with 1 df is approximately 3.84, and that if we take the square root of 3.84, it's approximately 1.96, which is the 97.5 ...
0
votes
0answers
6 views

One side tests for example monte carlo

I looked at R for Spatial Statistics (spatstat) and I actually found out that it doesn't always have to be that below -1.96 is necessarily clustered and that above 1.96 must be uniformed. There is ...
0
votes
0answers
3 views

Method for Estimating Autocorrelation in Severely Gappy Data

My question is somewhat long and boils down to "Does the following work?" I'm working on a project that involves timing analysis of astrophysical data sets that have large chunks of data missing due ...
0
votes
0answers
3 views

Point Pattern Analysis- what is it good for

OK so I now know my point data is Random. Brilliant. But now what? How does it add anything to the understanding of the data? Sorry if that's a basic question but I honestly don't know what Point ...
0
votes
0answers
4 views

Planned Orthogonal Comparison Type I Error Rate and the Number of Independent Contrasts

I am confused about Type I error rate and the number of planned independent contrasts in Planned Orthogonal Comparisons in one-way ANOVA. If we have a factor with 5 groups and we would like to test ...
2
votes
1answer
10 views

Rao's Score/Lagrange Multiplier Test most powerful when $\theta$ close to $\theta_0$?

I was reading over the documentation for the Rao's Score/Lagrange Multiplier Test on wikipedia and ran across this: Rao's score test is a statistical test of a simple null hypothesis that a ...
0
votes
0answers
16 views

Can't Get a Distribution That's Reasonably Close to Data [on hold]

I've got about 30K data points. I've sampled about 1000 of them here (for reproduction's sake; I figured 1000 data points pasted here was probably a bad idea). ...
0
votes
0answers
6 views

How can I use TexReg (1.36.4) for a “relogit” model estimated using Zelig (v. 5.0-13)? [migrated]

I know that Zelig is a wrapper... But still, it provides nice simulation capabilities (which I wouldn't be able to do on my own). Lets say I have this data, ...
0
votes
0answers
9 views

Hierarchical, Linear mixed-effects model

The aim of my task is to ""investigate whether and how various factors affect the evolution of the life expectancy"". The data includes country, year (just a few and discontinuous like 1990 2000 2011, ...
0
votes
2answers
26 views

Zero conditional mean assumption (how can in not hold?)

Zero conditional mean of the error term is one of the key conditions for the regression coefficients to be unbiased. My question is: how can this assumption at all be violated if errors are equal to ...
0
votes
0answers
9 views

What are the extra outputs in this fitdistr function?

I have the following code in order to find the scale and rate for the Weibull distribution: ...
0
votes
0answers
7 views

Conditional Distribution of Hidden Markov Model

I am trying to implement a Gibbs sampling algorithm for a toy Hidden Markov Model, but I am having trouble deriving the target conditional distribution. I am generating data through the following ...
0
votes
0answers
16 views

Expectation Maximization (EM) for 3-dimensional parameter $(\alpha,\mu_2,{\sigma}^2)$

Let $x_i$ where $i=1,...,100$ are iid observations from a mix of two normal distributions with means $\mu_1=0$ and $\mu_2$ and the same variance ${\sigma}^2$. If $\alpha$ is the proportion of the ...
0
votes
0answers
21 views

Finding the distribution and covariance matrix of a distribution

Question: Let X and Y be two continuous random variables with joint probability density function $$f(x,y)=\begin{cases}\frac{1}{2} & \text{if} \ \lvert x \rvert + \lvert y \rvert \le 1 & \\ 0 ...
0
votes
0answers
5 views

Best way to calculate power, precision & sample size using complex pilot data set?

I have a large and complex pilot data set of electromyographic (EMG) data collected from human subjects performing several different exercises. A single subject was used for all data collection in ...
1
vote
0answers
10 views

Showing independence between two functions of a set of random variables

I've been working on the following problem and I'm confused about how to get started: Let $X_1, X_2,..., X_n$ denote $i$.i.d. real valued random variables, each absolutely continuous with an ...
1
vote
3answers
33 views

Weighted lottery

A charter school assigns seats by conducting a lottery. In the past, each child was given a number, and balls were selected randomly. This year, they are starting a new policy of giving low-income ...
0
votes
0answers
8 views

Softmax variant based on rank of vector indices

Given a $K$-dimensional real-valued vector $\mathbf{z} = (z_1, z_2, \ldots, z_K)$, I know that the softmax function returns a vector $\sigma(\mathbf{z})$ with positive elements summing to 1 via the ...
0
votes
0answers
12 views

Heteroscedasticity and bias shown in residual plots, lme

I have been fitting a linear mixed-effect model. The residual plots are not desirable. I have found many posts telling me the first is heteroscedastic, and the second is biased. But I can't find info ...
0
votes
0answers
11 views

Estimating the distribution of the mean of a sum of AR time-series

So my problem is this: I am trying to model a population based on a sum of populations. For example, lets say this was the United States Population. I have data for the last 5 years about populations ...
1
vote
1answer
35 views

In random forest, what happens if I add features that are correlated?

(Sorry for the potentially unclear English, not a native speaker) I'm training a random forest, trying to predict market shares of future stores on geographical areas. I have many features for these ...
0
votes
0answers
11 views

How can I add an ID variable that gives each set of duplicate rows a separate label? [on hold]

I have data that contains many rows with eight identical columns. I would like to group the rows that are identical and assign a unique ID variable to these groups.
1
vote
1answer
31 views

Exercise given a sequence of i.i.d. real RV and a distribution function $F$ need to verify three statements for $Z_n=n \min (X_1, \dots , X_n)$

Pardon the title, I couldn't think of a better one. The three statements below are to prepare for a tougher exercise (which I could solve) however I am lost on 1 of the statements. Problem: Let ...
1
vote
0answers
8 views

Regression on a timeseries signal using RNN, works well but is delayed by 1 time point

I implemented my own NN framework and did a regression on a small dataset that follows pretty good the target only is delayed forward, by 1 time point. This is how the validation data looks: The ...
3
votes
0answers
25 views

Is it reasonable to study neural networks without mathematical education?

Given the modern state of machine learning technologies and tools (e.g. TensorFlow, Theano, etc.), it seems like entry threshold have recently lowered and it is enough to be able to program on, say, ...
0
votes
0answers
9 views

Sentiment analysis, text analysis, data mining unstructured data [on hold]

What is the best API/tool that can be used in c# to make sense of unstructured data communication to be interpreted for business use? Thanks for your help in advance.
0
votes
0answers
31 views

How do I calculate for mean and stadard deviation when given only %

The weight of a newly born baby at a particular hospital is normally distributed with mean μ and standard deviation σ. 5% of the babies weighed more than 5.1kg and 10% of the babies weighted more ...
0
votes
0answers
16 views

Monotone, Bounded Local/Spline Regression in R

I'd like to perform an estimation of a probability (bounded [0, 1]) that has several input variables and success/failure results with those values. Some of these input variables have a monotone ...
0
votes
0answers
6 views

Modelling impact of a variable varied across time but constant across space on dependent variables varied across space and time

I'm interested in exploring a simple problem of modelling an impact of variable varying across time on variables varying across space and time. Details Given are two data sets: Classical spatial ...
0
votes
0answers
5 views

Finding coefficients for cumulative ranked scores based on training set

I have a list of 20,000 items, ranked based on cumulative score Z with four parameters as follows: Z = A + B + C + D I also have a panel ("training set") of 100 items which I know should be ranked ...
0
votes
0answers
18 views

MAPE vs. MAE for forecast evaluation [duplicate]

If you are trying to judge how well a forecasted model is doing, say like the rolling forecast example from Hyndman's blog, is MAPE a better choice than MAE? Are there reasons to chose mape or mae ...
0
votes
0answers
3 views

Singularity of design matrix, bayesian analysis of Microarray Data

I'm attempting to mimick the following paper: http://www.sciencedirect.com/science/article/pii/S1532046404000772 Involving bayesian logistic regression and variable selection. Conceptually, my ...
0
votes
0answers
11 views

How to Calculate a Pseudo R Squared in R [duplicate]

I am working on my Data and below is my Model: ...
1
vote
1answer
17 views

Lasso and Ridge tuning parameter scope

In ridge and lasso linear regression, an important step is to choose the tuning parameter lambda, often I use grid search on log scale from -6->4, it works well on ridge, but on lasso, should I take ...
0
votes
1answer
41 views

Looking for a distribution with very specific properties

I'm looking for a distribution which I can parameterize such that The expected value is roughly zero The expected maximum given $x$ draws from that distribution is only very weakly increasing in ...
0
votes
0answers
7 views

Shapley value regression / driver analysis with binary dependent variable

I've done some driver importance analyses with the relaimpo package in R. However, the "normal" Shapley value regressions/driver analyses/Kruskal analyses (whatever ...
1
vote
0answers
15 views

Is output data normalization necessary in SVM regression?

We talk a lot about input data normalization, I want to know if output data normalization can do good to SVM regression, for example, maybe it could help to reduce grid search scope when doing ...
0
votes
1answer
9 views

picking out outliers from a GLM in R

I recently fitted a beta distributed GLM using R (and the betareg package). as you can see the model is a reasonably decent fit, however there are a few outliers. i would like to run the model again ...
0
votes
0answers
8 views

RM ANOVA in SPSS - 'Within' or 'Measure'?

I've gathered data on an experiment where my participants performed a task with 3 blocks. In each block, there were 20 trials, each offering them a choice between one of four options. So for example, ...
0
votes
0answers
11 views

Dropout in CNNs: per-position or per-neuron?

I am wondering how dropout should be applied in Convolutional Neural Networks (CNNs), considering a single training example. Currently, I can imagine two distinct interpretations: 1. per-position: ...
0
votes
0answers
14 views

Matching data before regression (multiple treatment variables)

I have the dataset for the health of patients along with various treatments they were given. In a normal case, I would just use linear regression to fit a model [y ~ t1 + t2 + t3 ... +tn]. This will ...
-1
votes
0answers
10 views

Assign a probability to a member of a group to be in another group [on hold]

I have 3 groups (A, B, C) of data and each group can be divided in nA, nB, nC subgroups. For each group I have then computed the percentage of subgroups that meet a certain property (pA,pB,pC). What ...
1
vote
0answers
12 views

Evaluating two sets of random samples

Let $p$ be a probability distribution that can be computed tractably for any given point. I use two MCMC methods to generate samples from the distributions. For each MCMC method, I run 1000 Markov ...
4
votes
1answer
32 views

Power of Uniform Distribution?

In the Bayesian analysis, $\mathtt{rjags}$ in particular, it is very frequent to see the code: sigma ~ dunif(0, 100) sigma.1 <- pow(sigma, -2) But, what does ...
2
votes
1answer
229 views

Understanding the solution of this integral

The following integral represents an expected value of a geometric brownian motion for $S_T>K$ (i.e. part of the Black-Scholes call option price): $$\int_{z^*} ...
0
votes
0answers
9 views

How to write the equation for ARIMA(0,0,1)(1,0,0) with exogenous regressors?

How I should write the equation for this ARIMA(0,0,1)(1,0,0) based on this SPSS parameter output? What if it is an ARIMA (0,0,0) or ARIMA (1,0,0) with the same variables? The independent variables ...

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