All Questions
Tagged with books or references
2,672 questions
5
votes
2
answers
646
views
Building a Statistically Sound ML Model
Silent reader here in the statistics substack. One thing I've learned is that many "default" machine learning practices are being challenged due to fundamental statistical mistakes. This has ...
0
votes
0
answers
20
views
Clarifications on Hurst Exponent Definitions and Persistence Properties
I have a question regarding the Hurst exponent that I hope someone here can help clarify.
It is well known that there are different definitions of the Hurst exponent, but finding clear connections or ...
- 1
5
votes
1
answer
428
views
Inconsistencies between frequentist significance and bootstrapping
I came across the following statement:
Inconsistencies with frequentist significance testing are not unusual and can arise from various factors. Nevertheless, non-parametric bootstrapping is often ...
- 61
26
votes
2
answers
1k
views
Status of R Journal
This might be a bit off-topic, but maybe someone has information about the current status of the R Journal.
The last issue listed on the website is from Dec 2023, so I wonder whether the journal is ...
4
votes
2
answers
90
views
Do statistical/probability urn models have any applications beyond the classroom?
I am learning about the Polya Urn problem (e.g. https://en.wikipedia.org/wiki/Urn_problem). To me it seems that these kinds of problems are very useful for teaching students about probability. But I ...
- 121
1
vote
0
answers
19
views
Stacking Vs Voting Vs Blending
I am working on an experiment with a dataset, where I compared the performance of stacking, blending, and voting using base models and logistic regression as my meta model. Although, voting seems to ...
0
votes
0
answers
16
views
How can I properly set up a before and after analysis to determine a correlation of voter turnout?
For my own understanding, I'm interested in analyzing whether or not an increase or decrease in the lobbying of a specific industry, in a wide variation of cities, had an increase or decrease in the ...
3
votes
2
answers
83
views
Estimate a vector $\beta=\underbrace{\beta_1}_{\text{sparse}}+\underbrace{\beta_2}_{\text{dense}}$
In high-dimensional settings, we solve the linear regression using the lasso method which relies on the assumption of sparsity,
$$
\hat{\beta}=\underset{\beta\in \mathbb{R}^{p}}{\arg \min}\|Y-X\beta\|...
- 209
9
votes
3
answers
996
views
Is "categorical data" a synonym of "nominal data"?
So far, it's always been my understanding that nominal data was a type of categorical data, not a synonym of it. For me, categorical data included ordinal data, not just nominal data.
As of November ...
- 5,848
3
votes
2
answers
119
views
Risk with censored covariates - which method should I use?
TL;DR - my data consists of:
Age of toddler visit to hospital due to household injury.
Record of age at which toddler crawls, walks and runs. Records are censored since some toddlers arrive at the ...
- 2,684
4
votes
2
answers
50
views
A/B resources suggestions
I'm trying to learn about A/B testing with more statistical depth. I have a good idea of the basics, however, I am struggling to find decent resources that discuss all the mathematical technicalities ...
0
votes
0
answers
15
views
A/B testing resources [duplicate]
I'm trying to learn about A/B testing with more statistical depth. I have a good idea of the basics, however, I am struggling to find decent resources that discuss all the mathematical technicalities ...
0
votes
0
answers
20
views
Looking for a book regarding outlier/anomaly detection in time series using confidence or prediction interval
I read a book/paper long time ago where the author describes how to use model and its confidence/prediction interval to detect outliers and replace them with the forecasting value.
It had a nice time ...
0
votes
0
answers
11
views
Looking for robust tutorial using "Solve-the-Equation" bandwidth for kernel density estimation
I'm doing work currently that is having me produce CDF functions for distributions induced via an arbitrary bounded function $z=p(\vec{x})$, where $p:\mathcal{D} \subset \mathbb{R}^m \to \mathcal{R} \...
- 169
1
vote
0
answers
102
views
Neyman on definition of null hypothesis and equivalence of "accepting H0" and "not rejecting H0"
I've been trying to understand the ways in which there is (and isn't) an asymmetry between the null hypothesis and the alternative hypothesis in Neyman-Pearson hypothesis testing. When reading ...
- 111
2
votes
0
answers
35
views
Book/Course for undergraduates to learn stochastic processes
Currently, I'm reading about Denoising diffusion probabilistic models. The first time I heard about the idea of DDPM, I was thinking that "It's not possible! At least when implement using ...
0
votes
0
answers
16
views
Looking for a test on the quality of an approximated CDF
I have a $C^1$ function, $\mathcal{E}_n(x)$ that stands as an approximation of a CDF, $F(x)$ of a continuous random variable $X$, derived using $n$ sampled points, $X_1,X_2,...,X_n \sim f$. The PDF, $...
- 169
2
votes
1
answer
22
views
VIF for interaction terms in moderated mediation analysis
In my understanding, the VIF can be naturally inflated for interaction terms based on being a product of two independent variables?
I would like to read up on multicollinearity for models including ...
- 21
1
vote
1
answer
39
views
Good literature for bayesian structural time series
I am currently writing on something about time series analysis, including a chapter about bayesian structural time series. I come from a math background, and understand fundamentals of time series ...
0
votes
0
answers
8
views
Is implementing a daily limit for consecutive sampling considered a type of quota sampling?
The present study used a consecutive sampling method to obtain the
required number of patients. Using this technique, we consecutively
invited every 5th T2DM patient from the outpatient diabetes care
...
- 101
1
vote
0
answers
16
views
Some good books on statistical decision theory [duplicate]
What are some good books on statistical decision theory? I want good and tough maths problems using statistical decision theory and also has some good practical applications.
I am an undergrad in ...
- 111
0
votes
0
answers
6
views
Which analysis is suitable for comparing cross-correlation coefficients between experimental phases in a repeated measures design?
I have a repeated measures experimental design, with a within-subjects factor phase and a between-subjects factor order of phases. I will compare pairs of time series data (for pairs of participants) ...
- 1
2
votes
1
answer
101
views
Lower Tail Bound for Noncentral chi-squared distribution
A noncentral chi-squared random variable $Z$ is of the form
$$
Z = \sum_{i=1}^k X_i^2
$$
where $(X_1, X_2, \ldots, X_i, \ldots, X_k)$ be $k$ are independent, normally distributed with mean $\mu_i$ and ...
- 23
0
votes
0
answers
51
views
Literature for self-excited Markovian processes with power-law distributions
I am working on a model for time series of events with the power-law distribution of inter-event intervals. I went for a point process, governed by a stochastic differential equation
$$
d\lambda = -a \...
- 51
6
votes
1
answer
281
views
Percentage changes versus absolute changes when comparing rankings
We are analyzing the ranking changes of countries based on an economic index to determine whether these variations are significant. For example, Country A moves from rank 5 to rank 3, representing a ...
- 81
5
votes
0
answers
32
views
How are effect sizes typically defined under complex sampling?
In some fields it is common to quote comparisons in terms of standardised effect sizes. For example, a difference in means gets scaled by the sample standard deviation to give an effect size.
This ...
- 46.8k
2
votes
1
answer
24
views
Missing data impact on safety analysis
I realize this is rather vague, but I was wondering if someone can provide some good references that deal with the impact of missing data specifically on safety outcomes/analysis? I could only find ...
- 173
1
vote
0
answers
25
views
Is data set enough for regression analysis? [closed]
I need to conduct regression analysis for my thesis (panel data), however, my data set turned out to be really small. I have only 6 companies to study (annual data for 11 years) and the sector i am ...
- 11
2
votes
0
answers
49
views
Books/materials about easy-to-make statistical modeling mistakes [closed]
Are there books or webpages that compile the statistical mistakes that are easy to make? Sometimes I feel like applying the fundamental models without mistakes are so much more important than learning ...
1
vote
0
answers
27
views
References Request -- Research in Computer Vision
Apologies if this is not the correct forum for this request, but I figured I'd give it a shot. I'm looking for research in computer vision on shape recognition -- any shape. Most of the computer ...
- 11
0
votes
0
answers
31
views
Using a different activation functions within a layer?
As an experiment, one could try to have n different activations/neurons/units in a layer.
One to adapt the automated backpropagation algorithms from deep learning ...
user306937
-1
votes
1
answer
32
views
Materials for reading on boosting methods
I’m looking for a few references (textbook, lecture notes, slides) on boosting methods that are accessible and not overly detailed. Ideally, these materials should cover the following topics:
...
1
vote
0
answers
26
views
Full methodological and theoretical description of the X-13-ARIMA-SEATS model
I've been trying to learn about the theory and methodology of the X-13-ARIMA-SEATS model used for seasonal adjustments. All that seems to be available are software implementations and manuals for such ...
- 16k
0
votes
0
answers
53
views
Source to explain my bosses basic things about statistics
I'm working for a global multi-billion dollar company with a safety-relevant machine. During development of that machinery product we have a strategy to test for machine reliability.
I had to review ...
- 1
3
votes
2
answers
78
views
Probability predictions in random forest and bagging with aggregating not a vote count: seeking documentation/existing research
Typically, across an entire bagging or random forest ensemble, class probabilities are determined through a vote count method. Within that ensemble, each tree makes a class prediction based on the ...
3
votes
0
answers
38
views
Reference request: History of the fact that the family of Cauchy-distributed random variables is closed under linear fractional transformations
I asked about this on MathOverflow and it's getting very little attention and no answers.
Suppose a location–scale family of probability distributions has the property that if the distribution of a ...
- 11k
0
votes
0
answers
22
views
Statistical Inference for Quotients and Ratios
I have some data on RCTs where we are interested in calculating the ROI of an intervention. We are looking to compare the quotient of two totals per variation, as opposed to more conventional outcomes ...
- 161
3
votes
1
answer
53
views
What is a good introduction to errors-in-variables models?
I'm aware of this resource https://en.wikipedia.org/wiki/Errors-in-variables_models, but I don't put a lot of faith into wikipedia articles on stats, so I'm looking for some reliable references on the ...
0
votes
0
answers
38
views
Maximum likelihood estimator when the Fisher information matrix is not invertible?
It is known that maximum likelihood estimator (MLE) is asymptotically efficient, i.e., $\sqrt{n\,}\,\left( \widehat{\theta \,}_{\mathrm{mle}}-\theta _0 \right) $ converges in distribution to a ...
- 187
1
vote
0
answers
31
views
Gaussian Process Literature suggestion
I'm quite new to Gaussian Process and hope to get some help regarding the materials to read up on here. Suppose I have the following 2d time series data table:
$$\begin{bmatrix}s_{t_1}^{v_1} & s_{...
- 97
0
votes
0
answers
24
views
Coefficient of determination with binary prediction
The coefficient of determination $R^2$ is a popular measure of regression performance that compares the mean squared-deviation of predictions to the variance of the actual data. If instead of ...
0
votes
0
answers
6
views
What are the best books about human rating and feedback systems?
I'm studying evaluation data collection and rating evaluation of LLM models using platforms of human raters like Surge or Scale AI. I'm also studying how we can use survey methods of users of LLMs to ...
3
votes
1
answer
76
views
Reference for Directional Statistics of Plane Orientation
I've got a project I'm working on where I've got the orientation (normal) vectors of planes. These vectors are all within a unit hemisphere where the $z$-coordinate is strictly positive. The ...
- 169
6
votes
1
answer
338
views
Vintage of this lower bound on skewness for positive data with given mean and sd?
It turns out there is a lower bound on the skewness $g_1$ of any strictly positive set of data having a given mean μ and standard deviation σ:
$$
g_1 > \sigma/\mu - \mu/\sigma.
$$
Although ...
- 2,187
0
votes
0
answers
10
views
Repeated measures analysis of covariance literature
Does anyone have a literature to study about repeated measures ANCOVA?
For example, the concept, assumption, and how to calculate manually?
9
votes
4
answers
261
views
Citations explaining the problems with two-stage statistical testing
I am writing a review about analyzing data sampled from lognormal distributions, and I want to explain the problem with first running a normality test and using that result to choose which test to run....
- 21.2k
1
vote
0
answers
37
views
I don't think this is conditional dependence, so what is it?
I am looking for the name of the following phenomenon. There are three random variables, $X,Y,Z$. We have $P(X,Y) \neq P(X)P(Y)$ and $P(Y,Z) \neq P(Y)P(Z)$. In other words, $X$ and $Y$ are dependent, ...
- 111
6
votes
1
answer
184
views
ANOVA Type III understanding
I stumbled across something very interesting to me earlier, in the question and answer here:
ANOVA type III strange results
I reiterate the warning I found in the function documentation, highlighting ...
- 308
1
vote
0
answers
17
views
What do we call a Poisson point process with an instantaneous log-rate being a Wiener process?
I have implemented a stochastic process for simulating demand of service that wanders in its average rate. This is a useful scenario for evaluating a controller that tries to optimize availability and ...
- 9,660
9
votes
2
answers
596
views
Markov Chains with Changing Number of States
I have seen these kinds of Discrete State Markov Chains before (Continuous Time or Discrete Time):
Homogeneous (Probability Transition Matrix is constant)
Non-Homogeneous (Probability Transition ...
- 91