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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Python Code for Polynomial Regression [closed]

I was wondering how to write a python code for Polynomial Regression for the data below. . I have a little knowledge for writting python code and Polynomial Regression. So, I am facing problem to ...
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27 views

Dynamic panel data model with AR(2) process in the errors

I set up the following dynamic panel data model: $$y_{it}=\alpha y_{it-1}+x_{it}^T\beta+v_{it}$$ Additionally, I have the process in the errors: $$v_{it}=\rho_1u_{it-1}+\rho_2u_{it-2}+\epsilon_{it}$$ ...
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16 views

Computational time of a (fairly complex) GAM with ARMA structure in brms

I am fitting a model for time-series analysis of Wikipedia views with STAN through the brms package. I came up with a pretty good distributional model, which ...
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22 views

Percentile computation of time series

Say I have $x_1, x_2,...,x_{2000}$ all $x_i$ from $N(0,1)$ Say I create another series as follows: $$y_j= \sum_{i=j}^{j+100} x_i$$ $y_j$ goes from $1$ to $1900.$ Now I compute $p_1 = 5^\text{th}$ ...
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30 views

Why does KS test return p=0 for my data?

I am comparing two sets of data which clearly have the same distribution. Y is is the experimentally observed data, while y_pred is the gaussian fit to Y. Clearly this is a good fit, so I expect ...
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1answer
24 views

How to determine decay rate?

Three decay solid lines are plotted in the graph below. They are sqrt(1/n), sqrt(log(log(n))/n) and sqrt(log(n)/n) respectively. I plot my dataset on the graph as the hdi dashed line. How to ...
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18 views

How to use Hamiltonian Monte Carlo when some parameters result in ill-defined likelihoods?

I want to use Hamiltonian Monte Carlo for an estimation problem where, for some parameters, the solution does not "make sense," so I cannot compute the log likelihood or its gradient. In addition, I ...
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8 views

Ensemble-based inference: How to deal with non-convergent ensemble members?

Assume that I want to use an ensemble-based sequential Bayesian inference (or swarm-based optimization) algorithm which relies on information provided by each ensemble member. For example, each sample ...
2
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1answer
59 views

When would it be computationally inefficient to sample from a distribution?

I am reading some stuff about MCMC simulation and using that as a method to sample from a distribution. I understand that MCMC algos can be used to approximate a distribution when we are unable to ...
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23 views

Identifying interaction terms in nonlinear data whose underlying function may be unknown

This is the data that I am using to frame and ask this question (code written in R): ...
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1answer
30 views

Computation of generalized least squares solutions of large sparse systems

Suppose $X$ and $\Omega$ are large sparse matrices, with $\Omega$ symmetric positive definite (but not diagonal), and $y$ is a vector. I want to find the generalized least squares solution: $$\hat\...
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13 views

Do I need to calculate proposal probability using random walk on exponential space?

I know I can use symmetric random walk to avoid computing the proposal probability. However, I'm not sure if doing symmetric random walk on transformed space should also cancel the proposal ...
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7 views

Computing KL Divergence for distributions over sets

I have a distribution over a set of (hundreds of) discrete terms, and I'd like to describe the difference between I see a couple of options, and none seems really attractive: Take the KL divergence ...
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4answers
124 views

which is the meaning of scatterplot between a pair of 2 consecutive pseudo random numbers with respect to the independence of the sequence?

Pseudo random number generators should give as output random sequences u1, u2, ... that are mutually independent and identically distribuited (iid). Since testing for independence is not easy, the ...
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1answer
41 views

Correlation Matrix or Covariance Matrix in PCA [duplicate]

I have 4 metrics, three of them measured on the scale 0 to 1, and one measured on the scale 0 to 6. When I stored my data, I converted the fourth one by dividing it by 10, so that I can get values ...
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56 views

Dirichlet Process Concentration Parameter - collapse at zero

Background I've implemented the blocked gibbs sampler for sampling from the posterior of a dirichlet process mixture model as described on p.552 of Bayesian Data Analysis, placing a Gamma prior on the ...
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28 views

How to confirm that the differences between clusters are statistically significant? [closed]

I have a DataFrame of page navigation behavior from visits to an e-commerce website. My independent variable is Revenue, which is simply binary (1 for Revenue ...
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1answer
34 views

Changepoint detection and confidence score

I am familiar with Bayes Theorem and hypothesis testing, but not much above that. However, I have a problem that I cannot seem to formulate in frequentist terms - to my knowledge. From what I know ...
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12 views

Is that possible to merge both a rate base and logical base recommendation system?

I am not sure if there exists an answer in previous questions, but I couldn't find. Consider I show pictures to the people and they rate that picture 1-5 if they want to make a detailed rating or if ...
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1answer
71 views

Detecting extrema under uncertainty?

An old version of this question was poorly articulated. Here is another go: I have fifty objects. With a different, independent, unbiased scale for each object, I measure their weights 100 times each ...
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33 views

Correlation between two 3d arrays [closed]

I know that a is related to b is related to c. I have data for two years: In 2018, d=10. In 2019, d=0. I would like to know the correlation between a, b and c, for both d=0 and d=10 in order to ...
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1answer
126 views

LDA/NMF Topic Modeling vs Topic Modeling using “skip gram” approach

I am having a little friendly debate with my coworker on how to properly/optimally do topic modeling. I am just using the regular traditional nmf/lda approach and he decided to do it using "skip grams"...
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50 views

Ordinal multinomial logistic regression on one-hot encoded data

I have a task I am unable to tackle by principle. I'm working on survey data for one of our clients such that my design matrix is made of one-hot vectors with 15 features (originally 3 variables with ...
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2 views

Fair comparisons when there are varying number of respondents

I'm working on an evolutionary algorithm and trying to compare the fitness in individuals who meet the minimum requirements for feasibility. As such I get a varying amount of respondents each ...
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0answers
29 views

Random-effects-meta-analysis-simulation: zero-estimates for tau^2

I am working on simulating a random-effects-model for comparison of the DerSimonian-Laird-method vs. Hartung-Knapp-Sidik-Jonkman-method in R. To do so, I chose different combinations of mu (true ...
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1answer
50 views

Stable and efficient computation of binomial expectations

Suppose we want to compute the expected value of some function $f(X)$ where $X \sim \text{Bin}(n,\theta)$. Taking $\mathbf{f} = (f_0,...,f_n)$ to be the function values over all possible outcomes of ...
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20 views

Bayesian Estimation of a Mean and Standard Deviation (2D)

(Originally Posted at: https://stackoverflow.com/questions/56399700/bayesian-estimation-of-a-mean-and-standard-deviation-2d) I'm currently following Think Bayes, an introductory text to Bayesian ...
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1answer
23 views

Binary classification with binary predictors

I have a dataset with a binary response variable and 45 binary predictors. Which possible classification algorithms can I use? And how can i perform feature selection when most methods like best ...
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0answers
33 views

fitting high dim copula to residuals of a garch model very slow in R [closed]

I'm looking for some help on understanding on the fitting procedure of a normal (or any other for that matter) copula in R. My main goal is to either improve computational speed, or revise my strategy....
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1answer
86 views

Statistics: what kind of test to use to test this hypothesis?

I am unsure what kind of a hypothesis test to use in my case: So we are filling 500 ml bottles with water; It's a known fact that before a max of 3% of all the bottles could be under-filled; Now I ...
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1answer
58 views

Computationally verifying the equivalence of ridge regression estimates and Bayesian regression estimates

I'm trying to show that the numerical estimates of ridge regression's parameter estimates are the same as the MAP parameter estimates of a Bayesian regression model with normal prior distributions. So ...
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0answers
26 views

What is the best model to forecast ACT scores using practice test scores and past student data?

I understand that I may not be asking this question correctly, and would appreciate any feedback possible in order to help set me on the path to figuring this out... I work at a high school where ...
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40 views

Best statistical method should I use to calculate p value?

I'm comparing two different populations with unequal variances and non normal distributions using python. For sample #1 I'm drawing a random sample of n=30 from a population of 200. For sample #2 I'...
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84 views

What's the difference between loadings from partial least squares (PLS) regression and beta coefficients from multiple linear regression?

I have a set of independent variables (X1, X2, ..., X10) and I have run a PLS to find a combination of the X1, X2, ..., X10 that best predicts an outcome Y (a single-variable outcome). As a result, I ...
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0answers
27 views

Error bars of Monte Carlo expectation with correlated samples

I will try to phrase the question in a general way, then give my specific case as an example. Suppose I want to evaluate $Q = \mathbb E \left[ f\left(X, Y \right) \right]$ where $X$ and $Y$ are ...
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1answer
29 views

How to test the difference of two linear regression slopes with 2 independent and one dependent variable

I am trying to determine if the CO2 emissions growth rate of developing countries is higher than the growth rate of developed countries. So essentially I need to compare two linear regression slopes ...
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29 views

Pointwise Mutual Information using spacy or just detailed explaination

So, I have been trying to play around with NLP recently and decided to work on a project involving Emotional Analysis. I have been following this particular research, http://www.cse.yorku.ca/~aan/...
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14 views

create joint prob distribution or empirical relation for two variables

There are two variables, X1 and X2. The experimental study shows that they are highly correlated. Are there any reliable ways to create an empirical mapping(or equation) between X1 and X2. Assuming ...
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0answers
20 views

What does it mean when Risk function turns out to be a number?

I have a statistical decision making theory problem.I have to calculate the Risk Function for each of 4 decision rules.However,it turns out that the fourth Risk function is not a function of θ and it ...
3
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1answer
726 views

Why median is NA for some of the group outcomes in survival analysis?

I'm trying to do survival analysis using the Followup information, patient_vital_status and the expression of gene. I'm using like below: ...
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1answer
928 views

Use Shapley Values for explaining whole Data Frame instead of a Single prediction [closed]

I am working on a Machine Learning model. One of the requests is to explain the models 'decisions' to the business. Therefore I am using Shapley Values (Game Theory). I found an interesting example ...
6
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1answer
186 views

Does Approximate Bayesian Computation (ABC) follow the Likelihood Principle?

I know that ABC is commonly used when the likelihood is intractable, so likelihood principle is not an interest in that case. But, I am curious whether the ABC satisfies the likelihood principle when ...
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37 views

What is the process for detecting a 0.2 gallon/hour leak in an underground petrol tank with an accuracy of 95% or more?

Current EPA regulation stipulates that SIR (Statistical Inventory Reconciliation) vendors must be able to detect a leak of 0.2 gallons/hour with a probability of 0.95 or higher, and a false alarm rate ...
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0answers
60 views

Using R to maximize a two parameter Weibull model via multivariate extension of Newton-Raphson method

I am just getting back into using R for the first time in a while, and wrote some code to perform the aforementioned task in the title. I was wondering if anyone could take a look at it and see if ...
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119 views

Confidence Region of a multivariate KDE in Python?

I have an estimated bivariate kernel density based on a set of observations (𝑥11,𝑥12,...,𝑥1𝑛) and (𝑥21,𝑥22,...,𝑥2𝑛) and would like to draw confidence regions in the (𝑥1,𝑥2) space. This is in ...
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1answer
390 views

Which is more numerically stable for OLS: pinv vs QR

If I am doing standard OLS and want to calculate beta values (OLS estimators), which of the following is the more numerically stable method? And why? Assuming that the columns of $X$ are already mean-...
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1answer
34 views

A simple concept question regarding Bootstrapping

I am having a difficulty understanding whether I can use the bootstrapping method for prediction. First off, my data is as follows. where personal Income is the dependent variable (y), and GPA, Age, ...
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0answers
33 views

Downsample a stochastic process without losing correlation statistics?

I have a stochastic variable $X(t)$ which changes at a discrete set of random times $t_1, t_2, \dots$. I can simulate this stochastic process to obtain a series $X(t_1), X(t_2),\dots$ However, the ...
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1answer
61 views

QR decomposition computational efficiency

I am struggling to find a reference for this: In terms of big Oh notation does anyone know of any expressions for the computational time taken by commonly used algorithms for QR decompositions?
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2answers
392 views

K-Means clustering and correlation

I ran K-Means on my dataset, it's a small dataset of 200 countries x 6 export sectors. My results formed three clusters. Now I want to check whether these three clusters are correlated with another ...