# 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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### 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 ...
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### 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 ...
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### 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 ...
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### 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 ...
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### 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, ...
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 ...
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 <...
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### 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 ...
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### 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 ...
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### 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 (...
36 views

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 ...
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### 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 ...
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 ($m$), ...
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### comparing ratios between every sample across groups

I'm pretty new to statistics. I have some data sets: ...
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### 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 ...
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 ...
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, ...
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### 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 ...
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### 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: ...
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 ...
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### 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 ...
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 ...
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### 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 ...