Skip to main content

Questions tagged [algorithms]

An unambiguous list of computational steps involved in finding a solution to a class of problems.

Filter by
Sorted by
Tagged with
1 vote
0 answers
15 views

Spatial Temporal Clustering evenly spaced over time

I have a large dataset of spatio-temporal data. It has longitude and latitude coordinates, and a date for each observation. For example: Long Lat Date 50 20.43 9-19-2010 51 19.5 10-4-2010 51 19.3 ...
Robertmg's user avatar
  • 121
1 vote
0 answers
19 views

Ask a coding problem for the equivalence of unconstrained Optimization with L1 Regularization [duplicate]

I recently read a statistics paper. It has an unconstrained problem: $$\min_\theta F(\theta)+\lambda || \theta||_1$$, where $$F(\theta)=L(\theta)+\frac{\rho}{2}|h(W(\theta))|^2+ \alpha h(W(\theta))$$ $...
PiVoyager's user avatar
0 votes
0 answers
37 views

How to guess a random walk to achieve max sample correlation?

Define this 1-D discrete random walk start from 0: roll a die (the die may or may not be fair, the fixed probability of each face is unknown to the observer/guessor)...
cat's user avatar
  • 53
0 votes
0 answers
28 views

Why does R robustbase and rrcov covMcd compute reweighted step trimming adjustment with actual fraction of outliers?

covMcd and CovMcd in R robustbase and rrcov compute by default a reweighting step. Reweighting in MCD and similar computes the Mahalanobis distances and the uses a cutoff using the chisquare ...
Josef's user avatar
  • 3,292
3 votes
1 answer
275 views

Probability algorithm on strings

Let $x$ be any binary string $\in (0,1)^*.$ The majority language is given by: $$\text{MAJ}:=\{x\in (0,1)^*:\sum_{i=1}^ {|x|}x_i>\frac{|x|}{2}\},\text{where $x_i$ is the $i$-th position value(...
D. S.'s user avatar
  • 69
0 votes
0 answers
12 views

fuzzy decission making

I'm working on decision-making using Double Hierarchy Fuzzy Linguistic terms. I want to ask if can we compare two Double Hierarchy Fuzzy Linguistic terms. I am trying to implement the TODIM algorithm ...
Mehwish Tahir Mathematics's user avatar
2 votes
1 answer
50 views

Detecting a single change point within an interval with a certain probability

I have a dataset $D$ of binary values, with length $|D|$. There is some unknown $d \in \left[1,2,\ldots,|D|\right]$ (usually, $d$ will be somewhere in the middle) such that, for any $i<d$, $D_i$ ...
Germ's user avatar
  • 227
0 votes
0 answers
28 views

Statistical methods for comparing performance of ML algorithms on unevenly distributed datasets

Having multiple ML algorithms for outlier/anomaly detection and even more datasets with always two classes (which are intentionally distributed unevenly), I did cross-validation tests for each model ...
tomsko's user avatar
  • 1
2 votes
2 answers
101 views

Is R's weighted sample without replacement function misleading?

Background The 2023 article "Remarks on some misconceptions about unequal probability sampling without replacement" by Tillé suggests the sample function ...
LBogaardt's user avatar
  • 582
0 votes
0 answers
41 views

Sample size in simulation and stopping criteria

I want to estimate the average of a random variable by simulation. Also, I want to estimate a proportion by simulation. I know that there are formulas to calculate the minimum sample size so that the ...
Vicent's user avatar
  • 789
3 votes
1 answer
60 views

How to create a scoring algorithm based on the interactions of two trends?

I have two variables represented as a time-series with monthly observations. I am attempting to create a scoring system -1 to 1 where: 1 represents a strong shift in trend from B to A and -1 ...
Lagrange's user avatar
2 votes
0 answers
49 views

How to shuffle and deal with constraints?

I'm playing a 4-player game of cards. My opponents are called A, B and C. At the beginning of the game, each player has been dealt a hand of cards out of a deck containing 4 suits of cards: Black, Red,...
FlPI3Rd8's user avatar
0 votes
0 answers
21 views

Can you penalize based on difference between training and testing error?

Is it a valid or useful technique to penalize the model based on the objective function + abs(training error - testing error). The error would probably have to be scaled. This seems useful, and I am ...
BigMistake's user avatar
0 votes
0 answers
6 views

Methods for delaying the "break" in non-linear least squares optimisation when the step size gets too small?

I am using the Levenberg-Marquardt method for calibration purposes. Typically, the RMSE of my calibration looks like: I want to break the algorithm when the algorithm step-updates start to slow down, ...
THATS MY QUANT MY QUANTITATIVE's user avatar
2 votes
0 answers
48 views

What algorithm can find a gradient increase using the maximum value of small circles on a two dimensional plot?

I'm looking to make research on an algorithm that finds the maximum increase (gradient) on a 2D-landscape using the maximum values found on circles. The algorithm looks at the values on each circle to ...
M. Beausoleil's user avatar
0 votes
0 answers
14 views

Classify text by topics using SVM: Derive the upper bound for the norm of the weight vector

In the section on SVM in one book I'm reading, the authors wrote: Consider the problem of learning to classify a short text document according to its topic, say, whether the document is about sports ...
Tran Khanh's user avatar
5 votes
1 answer
68 views

Why there are two different versions for batch perceptron algorithm?

In the book "Understanding Machine Learning, S. David Ben et al.", the authors describe the Batch Perceptron Algorithm as follows: However, in the book "Python Machine Learning, ...
Tran Khanh's user avatar
0 votes
0 answers
38 views

Explanation of a stratified randomization algorithm in R

In the book: Monte Carlo Simulation for Pharmaceutical Industry Concepts, Algorithms, and Case Studies, there is an algorithm for generating stratified randomizations: What is the U_c(nG) notation? ...
user1916067's user avatar
1 vote
1 answer
17 views

Algorithm to determine sufficient range for numerical integration of PDF to get quantiles

Given a probability density function (PDF), we want to use numerical integration to find a quantile at $\alpha \in (0,1)$. Are there standard algorithms for determining a sufficient and optimal range ...
feetwet's user avatar
  • 1,162
2 votes
0 answers
132 views

How to include parameter constraints in the Levenberg-Marquardt algorithm?

Every resource I found online doesn’t say what to do if the constraints aren’t satisfied. If my updated parameters is given by: $$\theta_{k+1} = \theta_k - (JJ^T + \lambda I)^{-1}Jr, $$ where J is the ...
THATS MY QUANT MY QUANTITATIVE's user avatar
0 votes
1 answer
41 views

Optimization and algorithms

I'm going over my practice midterm, and the last question has me stuck. It goes: Let $n \geq 1$ be an integer and let A be a symmetric $n \times n$ matrix (not necessary positive definite) for which ...
Albibi's user avatar
  • 1
0 votes
0 answers
19 views

Question on an algorithm picking assignments for employees

I have the following problem. I have X people that, on a weekly basis, will pick assignments out of Y different assignments. Each assignment has a different difficulty score, so at the end of each ...
Michael Chourdakis's user avatar
2 votes
1 answer
116 views

What kind of logrank test is performed by survdiff function in R?

Information added: this question is not duplicate, neither my question nor the question in the link had been solved at all, I added more info to see if you can see the problem I was trying to ...
Estrella's user avatar
0 votes
0 answers
18 views

Measuring the level of centrality of a matrix

I have simulated the moving and clustering of actors through Netlogo. I colour actors with a score higher than 60 as red, lower than 40 as green, and others as blue. Now I need a measurement of the ...
user7453767's user avatar
0 votes
1 answer
183 views

On the structure of Iterative Reweighted Least Squares(IRLS)

In Iterative Reweighted Least Squares (IRLS) algorithm, an optimization problem with the weight treated as known is solved in each iteration during solving the main optimization problem. For instance, ...
user0131's user avatar
  • 357
1 vote
0 answers
56 views

Improve HMM state estimation in latest data

I have a time-series dataset that is poisson-distributed, where each day I get a new additional datapoint. If I input all the data into a HMM (I am using code I found from hmmlearn in python) it does ...
litmus's user avatar
  • 83
1 vote
1 answer
25 views

How can I calculate response rate when I don't know how many people saw the item in the first place?

I have a count of how many people responded to an ad, but I don't have an official count of how many people saw the ad in the first place. I do have an estimate of how many people saw the ad though ...
Poldon's user avatar
  • 113
2 votes
1 answer
110 views

Statistical Method for Accurately Detecting Seasonality in Monthly Sales Data

I have a dataset containing monthly sales data for different product categories spanning five years (60 months of data). I am using a Python process to calculate the seasonality for each category, ...
francisco sollima's user avatar
1 vote
2 answers
108 views

Sorting step in Decision and Regression Trees

Several papers and implementations require the tree building algoirithms specifically the split finding to have values of individual features in sorted order. For example, the XGBoost manuscript says ...
Karl Gardner's user avatar
1 vote
0 answers
23 views

References for SIMPLS - Partial Least Squares

I am currently learning partial least squares analysis. I understand the idea, and the method I know to get PLS is NIPALS. Since I am currently writing a paper about this subject, I want to learn ...
2 votes
1 answer
48 views

How normalizing data cause not problem in prediction?

In algorithms that perform better with data normalization or deep learning problems such as classification, how normalizing data does not bias our algorithm? I mean, in training or even testing, we ...
AliM's user avatar
  • 131
1 vote
1 answer
83 views

Is K-Nearest Neighbor and Nearest Neighbor algorithm the same?

Does anyone know if there is a difference between K nearest neighbor (KNN) and nearest neighbor algorithm (NN)? And if they are how are they different? So far all I know is that NN is unsupervised ...
user avatar
1 vote
1 answer
48 views

How do I create random teams of people, each person has multiple parameters, and the parameters are equally distributed among teams

As the title suggests, I am trying to divide a group of people randomly into different teams of equal size. However, each person has parameters that go with them (such as age). If there is only one ...
Stephen's user avatar
  • 11
1 vote
0 answers
13 views

How to analyze the effect of an exogenous variable on multiple financial variables in a model in R?

I am working on a financial analysis project where I have a dataset with daily observations for all variables from 2000 to 2023. The dataset includes an exogenous variable 'Y' and four financial ...
Marco Berti's user avatar
0 votes
0 answers
47 views

Is this algorithm for robust estimation of the covariance matrix sensible?

I have a high dimensional dataset $\bf{X} \subset \mathbb{R}^d$, which is multimodal and has outliers. I want to estimate a robust measure of association, something like the correlation between two ...
MachineEpsilon's user avatar
1 vote
1 answer
88 views

Which machine learning algorithm would be appropriate for this distribution of features and classes?

I have 10 features for 3 classes and all of them have a distribution similar to this (green, blue and orange is for class 0,1,2): I tried with NBGausian and LogisticRegression however it looks like ...
 Michael Hoang's user avatar
1 vote
0 answers
50 views

Can I Have Some Insight Into This Probabilistic Clustering Algorithm?

I'm going over past exam papers and there's a question on probability clusterin algorithms that I'm not really sure how to approach. It goes as follows: A probabilistic clustering algorithm based on a ...
Stats-Learner's user avatar
3 votes
1 answer
93 views

Uniform sampling from intersection of hypercube and simplex

Background Discussion from http://blog.geomblog.org/2005/10/sampling-from-simplex.html and https://cs.stackexchange.com/questions/3227/uniform-sampling-from-a-simplex have shown algorithms of sampling ...
imakak's user avatar
  • 131
0 votes
0 answers
69 views

How to find all the data on a box-and-whisker plot? Most importantly the mean

I am super stuck on the question. I looked up on how to find the mean on a Box-and-whisker plot, and never got a clear answer.
brogan brown's user avatar
1 vote
1 answer
30 views

Cox survival statistic on Infractions made by bus companies

I have a Dataset that represents if in some date a bus company made any kind of traffic infraction, and how many infractions were made. This is a view of the dataset where i have the Companies, the ...
Daniel Florez Cortes's user avatar
0 votes
1 answer
68 views

Implementing (R-)ALoKDE algorithm for data streams density estimation

I'm trying to implement the (R-)ALoKDE algorithm for the density estimation of the data streams. The algorithm has been published and presented in [1, 2]. Although the algorithm seems simple, I'm ...
Tomasz Rybotycki's user avatar
1 vote
1 answer
513 views

What is the difference between a solver and an optimization algorithm?

In scikit-learn's LogisticRegression docs they write This class implements regularized logistic regression using the ‘liblinear’ library, ‘newton-cg’, ‘sag’, ‘saga’ and ‘lbfgs’ solvers Logistic ...
statnoob's user avatar
0 votes
0 answers
128 views

A multidimensional ELO rating with rock paper scissors playing styles: how to estimate

Consider the following latent variable model for a potential Elo rating with additional player type. Each player has a performance level $r$ and a playing type $\theta$. Assume that a game between two ...
Sextus Empiricus's user avatar
2 votes
0 answers
42 views

Is there an algorithm to uniformly sample (order) lattices without generating all of them?

I'm planning out a project that involves lattices in the order theory sense of "lattice". I am assuming the number of vertices is known ahead of time. Unfortunately I have only found ...
Galen's user avatar
  • 9,421
1 vote
0 answers
282 views

Algorithm for Irwin Hall Distribution [closed]

I've been trying to create a function for the Irwin Hall distribution that doesn't face the same issue as the unifed package implementation. Because the function suffers from numerical issues, I ...
user1329307's user avatar
2 votes
1 answer
227 views

How testing (new data points) works in graph neural network

In machine learning, data is divided into train and test splits. The machine learns weights using training data and we can utilize weights to predict test data. Similarly, we are also learning weights ...
Pragnesh Rana's user avatar
0 votes
0 answers
12 views

Method to choose overall winner across multiple categories [duplicate]

I would like to create an algorithm that chooses an overall contest winner from an arbitrary number of participants where for each participant I have performance metrics across an arbitrary number of ...
user avatar
2 votes
1 answer
323 views

Choosing the best clustering algorithm and evaluating the results

I'm trying to separate my data into clusters using the k-means algorithm and the hierarchical algorithm, choose which algorithm fits my data the best, and evaluate the results. However, all of my ...
Jim's user avatar
  • 61
1 vote
1 answer
126 views

In $k$-means, how is it NP-hard if the dimensionality of the data is at least $2$ ($d\geq 2$)?

In $k$-means, how is it NP-hard if the dimensionality of the data is at least $2$ ($d\geq 2$)? Can someone justify or give reasons to this statement? Any guidance would be appreciated.
Maryam Faheem's user avatar
1 vote
1 answer
170 views

Algorithm for approximating linear-interpolated curve

Goal Given a curve defined by a set of (x, y) coordinates with linear interpolation, we want to find the best approximation using a smaller set of points (w/ linear interpolation) that fall along a ...
Kungfunk's user avatar

1
2 3 4 5
19