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Understanding Particle Filter

I have some questions about Particle filters. According to https://www.it.uu.se/katalog/andsv164/Teaching/Material/PF_Intro_2014_AndreasSvensson.pdf particle filtering is about computing the ...
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0answers
4 views

In the most basic sense, what is marginal likelihood?

I understand that likelihood differs from a probability distribution because likelihood describes the probability of certain parameter values given the data that you've observed (it's essentially a ...
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0answers
3 views

Selecting exogenous factors lag to develop an ARIMA model for daily forecasts

We are trying to assess the possible effect of some meteorological variables on cumulatives reported cases of the actual covid-19 disease for a wide range of countries at the daily timestep. Then, ...
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1answer
5 views

Caret Metric RMSE not applicable for classification models when data is continuous but has an observation equal to 0

I am running into an error trying to train a caret model with method='glmnet.' My data is continuous and I am trying to do a LASSO regression, but the existence of a 0 for one of the observations is ...
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0answers
5 views

Fasttext and new character not seen in training

Trying to understand how fasttext handles seeing a character in a test environment that it never saw in training. Specifically, I’ve been given a dataset to train a model where someone removed all of ...
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0answers
7 views

Forecasting Sales using Prophet in R

could someone please help me figure out how to adjust my code so that it gives better predictions? Right now they are way to high. I'm wondering if it is something to do with the holiday lag. I'm not ...
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0answers
8 views

Forecast Fit always one step forward

everything good? I'm making a projection using time series, but I have a problem that I can't solve. My forecast fit is always one step (month) ahead of my data. What I mean by this? The movement of ...
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0answers
14 views

Understanding Particle Filters [closed]

I have some trouble understanding Particle filters. There are different presentations. In https://cse.sc.edu/~terejanu/files/tutorialMC.pdf , it is explained that we approximate $E[f(X)] = \int_{a}^{b}...
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0answers
3 views

GEE with multiple comparison for some of the subjects - SPSS

I have a data set of consecutive screening breast MRI's during 5 years. There are multiple exams for some of the patients - for example, one patient can have 5 exams, while others only have one exam. ...
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0answers
21 views

Should our claim ever be the null hypothesis?

I recently read the following regarding the null and alternative hypotheses: If the original claim includes equality $\left(\le, =, \text{or} \ge\right)$, it is the null hypothesis. If the original ...
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0answers
6 views

Reference for statistical data base or table from banks or institution [closed]

I have an investigation assigned on University of Statistical Methods, we are looking for a valid table or data base, meaning from a bank, financial institution, We have found this one, but it's ...
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1answer
6 views

What is the best approach to modelling local time series house prices?

I have a dataset of house prices over time and have broken it down into neighbourhoods. For each neighbourhood I would like to create a time series model that captures the local price movements. What ...
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1answer
16 views

Re-calculating the errors/residuals in regression using another variable range (Stock price and volatility)

We are working on using regression to do analysis of stock returns (i.e. predicting the stock price). We have some fundamental metrics like PE ratio and EBITDA (which are the independent variables), ...
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1answer
6 views

This representation of the precision matrix (Inverse of the covariance matrix) confuses me

I am currently reading the book titled "Generalized Least Squares" by Takaeki Kariya and Hiroshi Kurata. In one section, a General linear regression model of the form \begin{equation} y=X\...
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0answers
5 views

Average group size from survey

I'm working on this puzzle: The people in a country are partitioned into clans. In order to estimate the average size of a clan, a survey is conducted where randomly selected people are asked to state ...
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0answers
7 views

I know what is the probability that a processor is used at least twice but can't apply the same logic to parts b and c [closed]

A series of 20 jobs arrive at a computing center with 50 processors. Assume that each of the jobs is equally likely to go through any of the processors. b) What is the probability that at least one ...
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0answers
10 views

If given the coefficeints, standard errors and r^2, how can I determine overall significance of an OLS model?

Basically the title. Say I am given coefficients 1,2,3 and standard errors .1, .02, .01 respectively and an R^2 value of 0.35. How would I go about testing the overall significance of the model?
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1answer
16 views

How to write my own function in r instead of using “lm”? [closed]

I'm an r beginner and trying to write my own function which can return the same output as lm. ...
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0answers
18 views

How to sample from a joint probability distribution of two variables? [duplicate]

I want to randomly sample from a joint probability distribution characterized by two variables x and y. So, basically, I have the information of the joint PDF which has the dimension 100x50. As per my ...
1
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0answers
9 views

Uses of MCMC samplers outside of Bayesian Inference?

I'm curious if there are applications of MCMC outside of Bayesian Inference? this conversation started when discussing Monte Carlo methods vs Markov Chain Monte Carlo methods with a coworker. He asked ...
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0answers
9 views

Convergence of variance of sample median, pt. 2 [closed]

Follow on question to this, answered negatively by Thomas Lumley. We use the same notation as that question. If we add the extra constraint that the PDF $f$ satisfies $$ f(x) = o(|x|^{-1}), $$ is it ...
1
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0answers
12 views

Practical example of a non-measurable maximum likelihood estimator

This post gives an example of a situation where the MLE is not measurable. However, this doesn't seem to be a situation that you would ever encounter in practice. Is there a more practical example of ...
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1answer
12 views

Split data into test, training and validation when some patients have multiple observations

I have a dataset that has multiple observations for some patients. Patients are labelled by patient IDs and I would like to split the data into testing, training and validating groups as I am trying ...
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0answers
2 views

Extending coverage of panel data for one variable in large dataset

I would like to extend the coverage of my panel data for one variable. This variable, population at a very small level, is NA for the first 8 of 20 years of the panel for all cross-sectional units; ...
0
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0answers
9 views

How to produce a transitional matrix when there is no example of some starting states in your data using R?

I am working toward building a Markov chain model, and need to produce a transition matrix for the model to be built. Using three categorical variables, Student Type, Full-time/Part-Time status, and ...
0
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1answer
10 views

How to use permutation test to find significant outcomes from many fisher exact tests

I am reading from this where they mention running 500K fisher exact test to find significant associations between different DNA changes and a phenotype. They also mention that Bonferroni, Benjamini, ...
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0answers
6 views

Regression on population values?

In the theory of test equating (see, e.g., Test Equating, Scaling, and Linking by Kolen and Brennan (2014)), suppose we have a group of examinees whom we randomly assign one of two exam forms, say ...
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0answers
15 views

show X~$N(\mu,\sigma^2)$ is not risk-unbiased under standardized square loss function

Let X follow the $N(\mu, \sigma^2)$ distribution with parameter $\theta=(\mu,\sigma^2)$. First, I try to show X is not risk-unbiased under the standardized square loss function $𝐿(\theta,\delta)= \...
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0answers
10 views

Interpolation of Hessian matrix

I have a model where hessian matrices are calculated along a path. Since the calculation is done using finite differences, this is very time consuming. I have tried to calculate only every second ...
0
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0answers
11 views

Influence of TV spots on the number of visits to the website (time series problem)

I have hourly data regarding the number of visits to the website. A single record consists of date, time(0-23) and number of visits. In a separate table I have data about the display of advertising ...
0
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0answers
10 views

NLP Classification over Taxonomy

I have a massive pool of data where each row maps a user-entered description to a code that classifies the mission that the description describes. I am trying to develop a model that at least helps ...
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0answers
4 views

Predicting training time using randomly generated datasets

Given a dataset, I need to predict the amount of time it will take to fit a model to it. I plan to do this by creating a csv containing the logs of previously fit models, and passing that data itself ...
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0answers
7 views

taking the radius neighborhoods of the points and joining them With R [closed]

I am trying to create the codes for the image below in R but failed. In short, we create their neighborhoods by taking certain radii on the points. then we connect the neighborhoods with the correct ...
1
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2answers
13 views

Sample size needed for a survey with multiple questions

I want to make a survey with several questions and conclude those results for the whole population. For example, I want to estimate the following questions for my 1 million population : "do you ...
1
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1answer
12 views

Can I conduct a weighted regression if I have one observation per year?

I am conducting a word analysis project where I find the relative frequency of a certain word over time in a corpus of film reviews. The corpus changes in size over time so someone suggested to me ...
1
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0answers
24 views

How to determine if 2 specific variables should be in the regression at the same time [closed]

I am trying to run a regression and I have two variables; income and gender. How can I determine if these 2 regressors should be in the model at the same time? Is there some sort of a test?
-2
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0answers
10 views

numpy eigenvector and eigenvalues not making sense [closed]

sorry, maybe the subject is too strong? but its driving my little brain crazy ..please look at the code below ...
1
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0answers
17 views

Is it preferable to subset data to test specific hypotheses or specify a full model and run contrasts?

Let's say I have a 2x2 design where participants are either in condition A or condition B and, within each condition, either get exposed to exposure C or exposure D. First, I want to test whether ...
1
vote
1answer
23 views

Correlation between nominal and ordinal variables

In my survey data I have two variables: One is an ordinal variable with 5-scale scoring from Agree to Disagree. My second variable is an nominal variable where the participants had to choose from 7 ...
1
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0answers
6 views

LR test for overlapping return data using bootstrap

I wish to test a null hypothesis as in Christoffersen (1998) to see whether a sequence of Value-at-Risk forecasts $Q_t(p) \in \mathcal{F}_t$ possesses correct conditional coverage. Here $p \in [0,1]$ ...
0
votes
0answers
25 views

Expectation and variance of order statistics (x(n)-x(1))

I saw a solution for Expectation and variance of range (x(n)-x(1)) uniform $\mathcal U(0,\theta)$ from Ben. Namely: $$f_{R_{n}}(r)=\frac{1}{2θ}⋅Beta(r2θ∣n−1,2)$$ From this expression, we get the ...
0
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0answers
5 views

Using both fixed effects and random effects in r metafor package

Hi there :) I am trying to run a meta analysis using rma.uni in the metafor package in r but cannot work out how to add both fixed effects (eg bird migration status) and random effects (eg species, ...
2
votes
1answer
22 views

Can I use a binary logistic regression for repeated measures data?

For this particular study, I had 3 monkeys complete 3 tasks, each task has a binary outcome (Win/Lose). A task is considered complete when they reach a criterion of 85% accuracy in their most recent ...
1
vote
1answer
11 views

Interpreting classification metrics for multiclass imbalance

I am at the point of reporting my results in a research article conducted. The dataset is highly imbalanced with class 1 and ...
0
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0answers
12 views

How to interpret cokurtosis results?

I calculated a cokurtosis matrix of the returns of multiple stocks. I obtained the following results but not sure how to interpret them. I understand that when two random variables exhibit a high ...
2
votes
1answer
34 views

Poor classification performance on a balanced dataset

I am trying to build a Stock Trend Prediction model (Target variable is 1 if the price goes up the next day and 0 if it goes down). The dataset consists 2724 samples and 60 features. Th data was split ...
1
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0answers
15 views

A question about fisher's z transformation detail of his paper published in 1921

Typically, people will use Fisher's z-transformation (arctan) to turn the r into a variable that is approximately normally distributed. When I look though his paper published in 1915(https://www.jstor....
0
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0answers
10 views

Nonparametric estimation of ranking data [closed]

Suppose I have $\{X_i, Y_i, N_i\}$, where $N_i$ is the number of objects for sample $i$, $Y_i$ is ranking (ordering or permutation) of $N_i$ objects, and $X_i = (X_{i1},\cdots, X_{iN_i})$ is a vector ...
0
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2answers
10 views

What model should be used for vector to scalar time series prediction

I'm new to machine learning and I'm trying to work on a problem and the data looks like the following: ...
0
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0answers
15 views

Orders of ARMA(p,q) model using ACF and PACF plots

I am trying to determine a few possible autoregressive moving average (ARMA) candidate models for a time series analysis. I have decided to look at the lags of the ACF and PACF plots; however, I am ...

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