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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: ...
426 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 ...
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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 ...
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358 views

Degrees of freedom of $\chi^2$ in Hosmer-Lemeshow test

The test statistic for the Hosmer-Lemeshow test (HLT) for goodness of fit of a logistic regression model is defined as follows: the sample is split into $d=10$ deciles, $D_1, D_2, \dots , D_{d}$, ...
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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 ...
113 views

Has anyone besides Egon Pearson accessed Gosset's 1904 paper?

Has anyone besides Egon Pearson accessed William Sealy Gosset's 1904 report "The Application of the 'Law of Error' to the Work of the Brewery"? I guess it's Guinness property, but given its historical ...
457 views

$ARIMA(p,d,q)+X_t$, Simulation over Forecasting period

I have time series data and I used an $ARIMA(p,d,q)+X_t$ as the model to fit the data. The $X_t$ is an indicator random variable that is either 0 (when I don’t see a rare event) or 1 (when I see the ...
464 views

How can we bound the probability that a random variable is maximal?

Suppose we have $N$ independent random variables $X_1$, $\ldots$, $X_n$ with finite means $\mu_1 \leq \ldots \leq \mu_N$ and variances $\sigma_1^2$, $\ldots$, $\sigma_N^2$. I am looking for ...
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How to analyze longitudinal count data: accounting for temporal autocorrelation in GLMM?

Hello statistical gurus and R programming wizards, I am interested in modeling animal captures as a function of environmental conditions and day of the year. As part of another study, I have counts ...
297 views

Fisher information in a hierarchical model

Given the following hierarchical model, $$X \sim {\mathcal N}(\mu,1),$$ and, $$\mu \sim {\rm Laplace}(0, c)$$ where $\mathcal{N}(\cdot,\cdot)$ is a normal distribution. Is there a way to get an ...
We are all familiar with the notion, well documented in the literature, that LASSO optimization (for sake of simplicity confine attention here to the case of linear regression)  {\rm loss} = || y - ...