All Questions

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 ...

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 ...

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, ...

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 ...

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 ...

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 ...

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 ...

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}...

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. ...

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 ...

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 ...

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 ...

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), ...

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\...

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 ...

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 ...

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?

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

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 ...

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 ...

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 ...

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 ...

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 ...

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; ...

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 ...

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, ...

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 ...

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)= \...

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 ...

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 ...

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 ...

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 ...

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 ...

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 ...

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 ...

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?

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

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 ...

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 ...

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 $p \in [0,1]$ ...

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 ...

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, ...

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 ...

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

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 ...

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 ...

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....

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 ...

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

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 ...