Unanswered Questions

16
votes
0answers
531 views

SVD of correlated matrix should be additive but doesn't appear to be

I'm just trying to replicate a claim made in the following paper, Finding Correlated Biclusters from Gene Expression Data, which is: Proposition 4. If $X_{IJ}=R_{I}C^{T}_{J}$. then we have: ...
15
votes
1answer
445 views

Stability of cross-validation in Bayesian models

I'm fitting a Bayesian HLM in JAGS using k-fold cross-validation (k=5). I'd like to know whether estimates of parameter $\beta$ are stable across all folds. What's the best way to do this? One idea ...
15
votes
1answer
692 views

EM maximum likelihood estimation for Weibull distribution

Note: I am posting a question from a former student of mine unable to post on his own for technical reasons. Given an iid sample $x_1,\ldots,x_n$ from a Weibull distribution with pdf $$ f(x) = k ...
12
votes
1answer
232 views

When is binomial distribution function above/below its limiting Poisson distribution function?

Let $B(n,p,r)$ denote the binomial distribution function (DF) with parameters $n \in \mathbb N$ and $p \in (0,1)$ evaluated at $r \in \{0,1,\ldots,n\}$: \begin{equation} B(n,p,r) = \sum_{i=0}^r ...
12
votes
2answers
635 views

Gaussian Ratio Distribution: Derivatives wrt underlying $\mu$'s and $\sigma^2$s

I'm working with two independent normal distributions $X$ and $Y$, with means $\mu_x$ and $\mu_y$ and variances $\sigma^2_x$ and $\sigma^2_y$. I'm interested in the distribution of their ratio ...
11
votes
1answer
246 views

Phylogenetic dependent variables: ANOVA?

I understand deriving a covariance matrix from phylogenetic data to make $cov(X,Y) = 0$ for two variables you're making a regression on. But what happens if you have one continuous variable, that ...
10
votes
0answers
131 views

Training a basic Markov Random Field for classifying pixels in an image

I am attempting to learn how to use Markov Random Fields to segment regions in an image. I do not understand some of the parameters in the MRF or why the expectation maximisation I perform fails to ...
10
votes
0answers
217 views

Can the Mantel test be extended to asymmetric matrices?

The Mantel test is usually applied to symmetric distance/difference matrices. As far as I understand, an assumption of the test is that the measure used to define differences must be at least a ...
10
votes
1answer
3k views

How to estimate variance components with lmer for models with random effects and compare them with lme results

I performed an experiment where I raised different families coming from two different source populations, where each family was split up into a different treatments. After the experiment I measured ...
10
votes
1answer
547 views

How to test equality of variances with circular data

I am interested in comparing the amount of variability within 8 different samples (each from a different population). I am aware that this can be done by several methods with ratio data: F-test ...
9
votes
2answers
148 views

Tail bounds on Euclidean norm for uniform distribution on $\{-n,-(n-1),…,n-1,n\}^d$

What are known upper bounds on how often the Euclidean norm of a uniformly chosen element of $\:\{-n,~-(n-1),~...,~n-1,~n\}^d\:$ will be larger than a given threshold? I'm mainly interested in bounds ...
9
votes
0answers
1k views

How do you select variables in a regression model?

The traditional approach to variable selection is to find variables that contribute the most to predicting a new response. Recently I learned of an alternative to this. In modeling variables that ...
8
votes
0answers
149 views

Is there a Bayesian approach to density estimation

I am interested to estimate the density of a continuous random variable $X$. One way of doing this that I learnt is the use of Kernel Density Estimation. But now I am interested in a Bayesian ...
8
votes
1answer
68 views

Incorporating more detailed explanatory variables over time

I'm trying to understand how I might best model a variable where over time I've obtained increasingly detailed predictors. For example, consider modeling recovery rates on defaulted loans. Suppose we ...
8
votes
0answers
1k views

Inverting the Fourier Transform for a Fisher distribution

The characteristic function of the Fisher$(1,\alpha)$ distribution is: $$C(t)=\frac{\Gamma \left(\frac{\alpha +1}{2}\right) U\left(\frac{1}{2},1-\frac{\alpha }{2},-i t \alpha \right)}{\Gamma ...

15 30 50 per page