Questions tagged [computational-statistics]
Refers to the interface of statistics and computing; the use of algorithms and software for statistical purposes.
623
questions
0
votes
0answers
22 views
How to sample from a joint probability distribution of two variables? [duplicate]
I want to randomly sample from a joint probability distribution characterized by two variables x and y. So, basically, I have the information of the joint PDF which has the dimension 100x50.
As per my ...
0
votes
0answers
11 views
Statistical Process Control - Variable Forgetting Factor in recursive PCA
Can someone explain to me how can the frogetting factor remain within the limits [0,1] with the definition of variable forgetting factor proposed by Lane et al (2003) for recursive PCA? If the ratio ...
0
votes
0answers
17 views
Maximizing Booking Completion Rate [closed]
I was given a list of time, latitude and longitude of pickup and destination of bookings, along with the status of the booking (Completed, Not Completed, No driver found). The metric that we want to ...
1
vote
0answers
45 views
Compute a Monte Carlo estimate. Which of the variances (of $\hat{\theta}$ and $\hat{\theta}^{*}$) is smaller, and why?
Compute a Monte Carlo estimate $\hat{\theta}$ of $$ \theta = \int_{0}^{0.5} e^{-x} dx $$ by sampling from Uniform$(0, 0.5)$, and estimate the variance of $\hat{\theta}$. Find another Monte Carlo ...
0
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0answers
11 views
Calculate the sentiment knowing the single probabilities
I am working on finding the sentiment of some text. Right now I am using a python library called VADER that for each sentence it gives me back the probability that a specific phrase is positive, ...
0
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0answers
20 views
Sampling from multivariate normal using a pseudo-inverse [duplicate]
Say I have an improper multivariate normal distribution with singular precision matrix $Q$. I can compute the pseudo-inverse of $Q$ and use this as a covariance matrix, i.e. $\Sigma = Q ^{+}$. I seem ...
3
votes
1answer
50 views
Ratio of Uniforms simulation
I am new to simulation methods and am currently learning about the ratio of uniforms method. The problem I am working on is to use the ratio-of-uniform method to create a random number generator in <...
29
votes
5answers
2k views
What are examples of statistical experiments that allow the calculation of the golden ratio?
There are some very simple experiences that can be done by a kid at home, whose result allows one to statistically approach famous numbers such as $\pi$ or $e$.
An example where $\pi$ shows up is ...
0
votes
1answer
22 views
How to calculate sensitivity of feature vector for binary variable flipping
I need to calculate the "sensitivity" of a vector of binary data in order to flip a binary result (1,0) given an array of coefficients derived from a LinearSVC model.
For example, let's say ...
1
vote
0answers
31 views
What is this probability distribution?
Thank you in advance for any suggestions or feedback.
I have a discrete 1D probability distribution represented as a vector $\textbf{p}$, $p_i = p(x_i)$.
I am interested in finding the Wasserstein (...
1
vote
1answer
36 views
Choosing the appropriate statistical test- please help
This seems really simple, but I need some help choosing a statistical test. I conducted an experiment where I was trying to figure out what food 20 crickets preferred, potatoes or sugar. I put the ...
0
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0answers
29 views
Is there a multivariate analogue of the Discrete Inverse Transform Sampling?
Context : I have been tasked for an assignment with the implementation of a Metropolis-Hastings algorithm to simulate the Ising model. In short, this model consists - in the case I'm considering - in ...
0
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0answers
10 views
How large should be a bootstrapping sample? [duplicate]
The technique of bootstrapping, a technique used to describe estimators using sample data, is described by Greene (Econometric Analysis, 8th ed.) as it follows:
In such technique, sample size ($m$), ...
0
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0answers
13 views
comparing ratios between every sample across groups
I'm pretty new to statistics.
I have some data sets:
...
0
votes
0answers
12 views
Calculation of MISE for density estimation in deamer package?
The mean integrated square error of a density estimate $\hat p$ of a true density $p$ is
$$\begin{equation} \begin{aligned}
\text{MISE}(\hat{p})
&\equiv \mathbb{E} \Big[ \int (\hat{p}(x,\mathbf{X}...
1
vote
1answer
14 views
Shortcut for computing RSS at different split point when building regression trees?
I'm coding regression trees from scratch in R. For a given ordered predictor variable, $X$, obviously I have to compute the RSS at each unique ordered value of $X_i$. When moving over to the next ...
0
votes
0answers
12 views
How do you normalize results when dealing with two or three datasets?
I'm needing some help with a data analysis. I have taken advanced engineering calculus classes, but no advanced statistics, so I will need answers dumbed down a little, but hopefully I can understand ...
0
votes
0answers
9 views
What is a “filter” and what does “filtering” mean in statistics/engineering/computer science?
I see the term "filter" in many neuroscience papers with heavy statistical content ("spatial filter", "temporal filter", etc.), and sometimes little or no statistical ...
0
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0answers
9 views
Do I need to use the complex conjugate when convolving two functions with the FFT?
I know that, due to the convolution theorem, two densities $f$ and $g$ can be convolved by (i) applying the FFT to both of them, (ii) multiplying the results, (iii) applying an inverse FFT.
Since I ...
2
votes
1answer
42 views
Square root transformation of Poisson process. How $\small Var[\sqrt{P(\lambda)}] \approx \frac{1}{4}$
I am working on Kaggle Neural data challenge. I am trying to understand the transformation applied on the neural spiking data. A number of spikes given a stimulus are Poisson distributed as
$$Y_i \...
31
votes
14answers
2k views
If R were reprogrammed from scratch today, what changes would be most useful to the statistics community? [closed]
Many people in the statistics community and other academic fields use R as their primary language for data analysis and statistical computing. It is a wonderful ...
0
votes
0answers
11 views
Quantify a score (or figure-of-merit) of the code style for source code of different sizes
I want to have a numeric score between 0 and 100 to reflect the quality of code style for the R source code written by my team members based on some pre-defined rules.
The rules and checks are taken ...
0
votes
0answers
22 views
Statistical test for pair-wise comparisons of 36 different counts
I have 36 different population types that vary in combinations of three parameters (s, g, d). g and g has 3 discreet variations (0.2, 0.8, 0.95 and 10, 100, 500 respectively) and d has 4 (1.0, 0, 0.1, ...
0
votes
0answers
9 views
Normalization changes the effect of a variable in fixed effect logit
I have constructed a conditional/fixed effect logit model. My data consists of 6k+ groups in which I get two different coefficients for the same variable if I divide that variable to the the size of ...
1
vote
0answers
14 views
Generate data for significance testing
I want to generate a data set with a pre-specified significance level.
Let's say we have 2 covariates x1, x2, and an outcome variable y.
We fit a linear regression model as follow:
...
0
votes
0answers
18 views
How to estimate the probability on an edge appearing in the minimum spanning tree of a graph?
I've been running into this problem recently and I've been stuck on it for a while.
I have a set of vertices 𝐺 that form a complete graph. From this I need to sample 𝑘 vertices (which would also ...
0
votes
0answers
12 views
Numerically validating rates of convergence of approximations of expectations?
In applied mathematics it is standard practise to often validate theoretical approximations using numerical simulations. Since these simulations typically use numerical methods that convergence very ...
1
vote
0answers
96 views
How to create a Bayesian network? [closed]
I have the following question and I really need help please:
Consider the following hypothetical scenario. A car company would like
to use a Bayesian Network model to better predict whether a certain
...
1
vote
1answer
44 views
Fast Evaluation of a Double Sum
Let
$q$ be a probability distribution on $\mathcal{X}$,
$w$ be a nonnegative function from $\mathcal{X}$ to $\mathbf{R}$ which is bounded away from $0$ and $\infty$, and
$s$ be a bounded function ...
1
vote
0answers
42 views
How to model financial HFT time-series data with multi scale autocorrelation
I work with tick level time-series univariate prices data. Tick level means that there are hundreds to thousands observations per second. The observations are timestamped, so one can use both wall ...
2
votes
0answers
43 views
Computationally estimate $E[f(\hat \beta_1 X)]$ where $\hat \beta_1$ is the estimated coefficient obtained by ordinary least squares regression?
Let $(X_1,Y_1),(X_2,Y_2),\dots,(X_5,Y_5)$ be i.i.d samples and consider the regression model
$$
Y_i = \beta_0 + \beta_1 X_i + \varepsilon_i, \quad \quad \text{for} \ i \in \{1,2,\dots,5\},
$$
where $\...
2
votes
1answer
21 views
Can you use ANOVA to compare two models that are not nested?
Is it possible to use ANOVA to compare to non-nested models that have the same response variable? If not, what is the best way to compare non-nested models that have the same response variable?
0
votes
0answers
47 views
Can anyone explain this adaptive kernel density estimation method?
I happened to need a reliable multivariete kernel density estimation method, and found it in this Matlab code, which turned out to work very well with my data. But I have trouble understanding its ...
0
votes
0answers
16 views
Stochastic gradient decent using local computation
I am new to the ML field especially the federated learning topics, and I am trying to use this formula to estimate local computation in FL. In this paper they provide the equation for local ...
1
vote
0answers
26 views
Computation efficient time series causal graph representation?
I am trying to select the best features to train a Deep Learning model from a big database, consisting of stock/cryptocurrencies prices (and possibly technical indicators).
I have found this algorithm,...
2
votes
1answer
67 views
Is a pseudo-random number generator suitable for assigning treatments in an experiment?
I am working on a web service for randomly allocating users to treatment groups.
My belief is that using a pseudo-random number generator as the basis of those allocations is reasonable, but I am not ...
0
votes
0answers
13 views
consistency between ranked lists
I have 5 features used in 3 models to estimate an outcome.
Then I checked their significance in the 3 models to see which features are more significant.
I got 3 lists of significant features, one for ...
0
votes
0answers
26 views
How to explain why categorical inputs (as is) versus categorical inputs (as binary) produce different coefficients in logistic regression
Background
When using logistic regression, I observe that using categorical inputs (as-is i.e. leaving them as categorical with type factor) versus using said categorical inputs but transforming them ...
1
vote
2answers
98 views
Estimating error when bootstrapping results are skewed
I'm trying to figure out the most robust way to estimate the error on the best-fit parameters of an exponential model ($y = x^a$) for some data. I have heard that bootstrapping is a solid way to ...
0
votes
0answers
16 views
Is my plot wrong? This is a plot of auc against lambda
I am trying to fit a logistic regression model using glmnet package. My data consists of 5 columns and 748 observations. I want to predict if blood donor will ...
1
vote
0answers
18 views
Help with linear model fitting (MATLAB)
3:
Hello
I have fitted two separate linear models to a set of data (resit_eggs_data.txt), of which one spans 1950 to 1990 and the other 1990 onward.
I need help understanding question 4(a).
4(a): ...
0
votes
0answers
38 views
Computation of the density of the ratio of two random variables
Background:
For two continuous random variables, $X$ and $Y$, the density of $Z := \frac{X}{Y}$ is given by
\begin{equation}
p_Z(z) = \int_{-\infty}^\infty \lvert y\rvert\, p_{XY}(zy, y) \, \text{...
0
votes
0answers
40 views
Log Sum Exponential Trick On Weibull Mixture [duplicate]
I am trying to evaluate the log-likelihood of a mixture of weibull distributions and am running into problems with the numerical aspect. In short, I have $M$ mixtures and want to evaluate:
$$
\log \...
0
votes
0answers
11 views
Why maximum likelihood estimation is different in a logistic regression classifier? [duplicate]
why don't we use the simple linear regression method such as mean square for parameter fitting in logistic regression?
1
vote
0answers
13 views
Question on method for analysis
First of all, I have begun researching as a masters student and I am forcing myself on more statistical validation and significance testing - this is not my strong suit. As such, I am applying ...
3
votes
2answers
82 views
Is my logistic regression model correct?
I have a factorial design 2*2 (A and B). Both variables with two responses high (coded as 1) and low (coded as 0) and I have a response variable $y$, my logistic model include interaction between A ...
9
votes
6answers
1k views
Books Similar to Introduction to Statistical learning
I'm looking for books similar to Introduction to Statistical Learning with Applications in R (ISLR), which is not too rigorous in terms of the mathematical treatment, but still able to provide you the ...
1
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0answers
70 views
1
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0answers
37 views
how to choose the best fitting function for a data set [closed]
I am trying to find the best fitting function for some data.
I have tried with :
...
2
votes
2answers
149 views
MLE over a large number of parameters
I am working on a model that I am fitting to a medium-sized dataset ($\approx 300,000$ observations). The likelihood I have derived is a mixture model of some Beta distributions which also has the ...
