# Questions tagged [computational-statistics]

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

623 questions
Filter by
Sorted by
Tagged with
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 ...
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 ...
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 ...
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 ...
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, ...
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 ...
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 <...
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 ...
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 ...
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 (...
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 ...
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 ...
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 ($m$), ...
0answers
13 views

### comparing ratios between every sample across groups

I'm pretty new to statistics. I have some data sets: ...
0answers
12 views

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 ...
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 ...
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, ...
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 ...
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: ...
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 ...
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 ...
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 ...
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 ...
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 ...
0answers
43 views