Questions tagged [computational-statistics]

Refers to the interface of statistics and computing; the use of algorithms and software for statistical purposes.

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Recycling MCMC samples for another data set from the same distribution

Suppose I'm given $\theta_0$ and I want to sample data from a density $f(Y|\theta_0)$ and then sample from the posterior of $\theta|Y$ (given, obviously, some prior). I want to do this lots of times, ...
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1 vote
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how to approximate the eigendecomposition of a correlation matrix when the data have been standardized?

Context I am working to develop a penalized regression framework that will scale up to analyzing high dimensional data with a certain correlation structure. Let $X$ represent an $n \times p$ matrix of ...
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Why does the forecast for some series degrade when using a VARMA model comparing to independent ARMA models?

I am working with multiple time series that I suspect are correlated, and I have assumed that using a VARMA model would at least not degrade the forecasts of each series, if not improve them. However, ...
1 vote
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Statistically determining a count of particles

I perform experiments to do measurements on various pharmaceuticals. One such measurement is interested in the number of particles which is confined into a small volume. The raw data in my experiment ...
1 vote
72 views

Using Rao-Blackwell to improve the estimator of P(X/Y < t)

X and Y are independent N (0, 1) random variables, we want to approximate P (X/Y ≤ t), for a fixed number t. The first part of the problem was to describe a naive Monte Carlo estimate. I described ...
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Expectation and variance of bivariate skew normal distribution

I am fitting a bivariate skew normal distribution to a 2D data through the sn package in R. I get a $2 \times 1$ vector of ...
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How to iteratively calculate weighted standard error to report alongside a weighted mean

I have a group of individuals for which I would like to report a mean and a weighted error. The data that I observe on a daily basis are two independent $iid$ random variables with unknown ...
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bootstrap confidence interval and p-value calculations for finite population sizes

I am comparing the difference of medians between two groups of sample sizes $n1$ and $n2$. I would like to confirm that my boostrap approach for finite population size without pooling sample data ...
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How to generate from this distribution without inverse in R/Python?

I am working with a distribution with the following density: $$f(x) = - \frac{(\alpha+1)^2 x^\alpha \log(\beta x)}{1-(\alpha + 1)\log(\beta)}$$ and CDF \mathbb{P} (X \leq x) = \int_0^x - \frac{(\...
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Conditional expectation of Uniform given sum of Bernoulli trials

Given: [] Find the conditional probability distribution of theta given Sn and compute the conditional expectation. I believe the distribution of Sn will be a binomial with mean ntheta and variance (...
1 vote
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Compute joint probability of two variables without using copulas

I have two timeseries one for a three-day accumulated rainfall and another one for a daily storm surge height. I would like to calculate the probability of a certain rainfall depth with a certain ...
1 vote
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IS PCA redundant when the first PC equals the mean of the data? [closed]

I have a situation where the principle component of my data is almost equal to the mean of the data. Does this make PCA redundant? Does PCA not work in this setting?
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