# Questions tagged [algorithms]

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

735 questions
224 views

### A smart way of clustering a collection of sets based on an inherent hierarchy

Given a collections of sets, which have an inherent but unknown (at runtime) hierarchy, I would like to cluster them based on the sub/super-relationships with respect to their elements. Let me try and ...
278 views

### What is missing from this taxonomy of methods used in pattern recognition?

I'm working up a taxonomy showing different methods used in pattern recognition and I'd be curious to hear about how it could be improved. The Mind Map groups different methods based on the discipline ...
5k views

### Algorithm to dynamically monitor quantiles

I want to estimate the quantile of some data. The data are so huge that they can not be accommodated in the memory. And data are not static, new data keep coming. Does anyone know any algorithm to ...
346 views

### From an email address to a quasi-random number [closed]

My Aim: I'd like to a have a function that takes an email address and outputs a quasi-random number of 1, 2, 3, or 4. A little detail: By quasi-random number I mean that given a typical population ...
12k views

### Efficient online linear regression

I'm analysing some data where I would like to perform ordinary linear regression, however this is not possible as I am dealing with an on-line setting with a continuous stream of input data (which ...
152 views

### Kavosh uses a different switching process in its MCMC; how concerned should I be?

Kavosh is a recent package designed for network motif discovery. To give a comparison, Kavosh generates a collection of similar networks using an MCMC process. The networks in consideration are ...
14k views

### Forcing a set of numbers to a gaussian bell-curve

(This relates to my programming question on Stack Overflow: Bell Curve Gaussian Algorithm (Python and/or C#).) On Answers.com, I found this simple example: Find the arithmetic mean (average) => Sum ...
2k views

### When is a deviation statistically significant?

In a double-blind study, when are deviations from the control group considered statistically significant? And is this related to the number of samples? I realise that every experiment is different ...
4k views

### How to diagonalize a large sparse symmetric matrix, to get the eigen values and eigenvectors?

The matrix could be as large as $2500\times 2500$, what is the best algorithm to do that, is there some algorithm that is easy to write a program, is there any convenient packages for that?
8k views

### How do you test an implementation of k-means?

Disclaimer: I posted this question on Stackoverflow, but I thought maybe this is better suited for this platform. How do you test your own k-means implementation for multidimensional data sets? I ...
9k views

### How to add weight to data in descriptive statistics?

I have a class with a set of descriptive statistic functions (mean, median, kurtosis, etc...). Now I need to include weight (array) into my equations. My first thought was to just create a weighted ...
258 views

### Statistical query model algorithms?

Can you give me examples of machine learning algorithms which learn from the statistical properties of the dataset not the individual observations itself i.e. employ the statistical query model?
726 views

### Data mining algorithm suggestion

I would like to use data mining to try to find a good workout schemes. The input dataset will contain the parameters of a set of workouts with dates and different performance and medical measures. The ...
5k views

### How to apply LASSO to IRLS (logistic regression)?

I have programmed a logistic regression using the IRLS algorithm. I would like to apply a LASSO penalization in order to automatically select the right features. At each iteration, the following is ...
3k views

### Online algorithm for mean absolute deviation and large data set

I have a little problem that is making me freaking out. I have to write procedure for an online acquisition process of a multivariate time series. At every time interval (for example 1 second), I get ...
6k views

### Is it possible to accumulate a set of statistics that describes a large number of samples such that I can then produce a boxplot?

I must clarify immediately that I am a practicing software developer, not a statistician, and that my college stats class was a very long time ago… That said, I would like to know if there is a ...
377 views

### Using Covariance Estimator to Perform Linear Regression?

Suppose you had a method for estimating the population covariance of a vector-valued random variable given observations of that random variable, say $f(Z) \rightarrow C$, where the rows of $Z$ are ...
25k views

### Best PCA algorithm for huge number of features (>10K)?

I previously asked this on StackOverflow, but it seems like it might be more appropriate here, given that it didn't get any answers on SO. It's kind of at the intersection between statistics and ...
2k views

### How can I determine the best fit normal distribution from this information?

I'm trying to take a normal distribution of points, and force them to become a uniform distribution. I've had little success on S.O., so I thought I'd ask here. Basically, I have a hash function ...
3k views

### What are some of the best ranking algorithms with inputs as up and down votes?

What are some of the best ranking algorithms with inputs as up and down votes?
356 views

### Trees generated by multi-type branching processes in n steps

I am trying to develop some algorithm to compute probabilities in multi-type branching trees, and I doubt I am doing this right... Let us consider a multi-type branching process with two types, ...
296 views

### What are good references for dynamic pricing?

I think that dynamic pricing algorithms (used in aviation and ticketing industry) is very statistical based, anyone here has experience with those algorithms with references for it?
6k views

### How can I (numerically) approximate values for a beta distribution with large alpha & beta

Is there a numerically stable way to calculate values of a beta distribution for large integer alpha, beta (e.g. alpha,beta > 1000000)? Actually, I only need a 99% confidence interval around the mode,...
25k views

### What algorithm is used in linear regression?

I usually hear about "ordinary least squares". Is that the most widely used algorithm used for linear regression? Are there reasons to use a different one?
1k views

### FA: Choosing Rotation matrix, based on “Simple Structure Criteria”

One of the most important issues in using factor analysis is its interpretation. Factor analysis often uses factor rotation to enhance its interpretation. After a satisfactory rotation, the rotated ...
316 views

### How to organize a dataset with many attributes

I have a set of data which consists of many different types (measurable, categorical) For example: name measurable_attribute_1 categorical_attribute_1 measurable_attribute_2 ...
25k views

### Period detection of a generic time series

This post is the continuation of another post related to a generic method for outlier detection in time series. Basically, at this point I'm interested in a robust way to discover the periodicity/...
351 views

### Tonga: low rank approximation of the natural gradient, question regarding Le Roux et al. 2007

This question concerns an implementation of the topmoumoute natural gradient (tonga) algorithm as described in page 5 in the paper Le Roux et al 2007 http://research.microsoft.com/pubs/64644/tonga....
137 views

### How can I link item by relevance?

I am building a web application for used book trading and I am adding a feature to propose other book that would be interesting when they view an offer. Currently the data that I store are the ...
4k views

### How does random forest generate the random forest

I am not an expert of random forest but I clearly understand that the key issue with random forest is the (random) tree generation. Can you explain me how the trees are generated? (i.e. What is the ...
21k views

### What is a good algorithm for estimating the median of a huge read-once data set?

I'm looking for a good algorithm (meaning minimal computation, minimal storage requirements) to estimate the median of a data set that is too large to store, such that each value can only be read once ...
14k views

### Algorithms to compute the running median?

On smaller window sizes, n log n sorting might work. Are there any better algorithms to achieve this?
3k views

### Can someone please explain the back-propagation algorithm?

What is the back-propagation algorithm and how does it work?