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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42 views

What role(s) does Statistical Computing / Computational Statistics play in Clinical Trials?

I am going to pursue a PhD in Statistics, and the two fields that I am really interested are Statistical Computing / Computational Statistics and Clinical Trials (mainly because I like doing ...
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43 views

What tool do you use to Analyze Qualtrics CSV data

I’ve conducted a survey and have the csv export file as the results. What tool do you recommend to analyze the relationships between different factors? I think I can manually do ETL and put the data ...
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143 views

Traffic density estimation using deep learning

I am working on a project implementing deep learning and computer vision to estimate the traffic density of any random given road segment/roundabout or intersection. I am given a camera mounted on the ...
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1answer
44 views

Summarizing a multi-dimensional distribution

I have an empirical distribution of observations along a number of dimensions. The dimensions are either categorical or ordinal (low frequency, equally spaced time steps from 0 to cut-off). At the ...
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1answer
17 views

Training a classifier on 2 catalogs combined

I'm currently trying to train a machine to identify flashes of light in the sky as supernova (SN) or not. To do this, I'm combining 2 different catalogs: A big catalog (99% SN) with brighter flashes ...
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199 views

In a neural network, how are weights adjusted between the third to last and second to last layer of neurons?

I haven't been able to find much information that explains back propagation in simple terms. I would like to know what is happening (what is the algorithm) to be able to code one in java. I know that ...
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1answer
34 views

numberical implementation of linear regression with “loose variable”

I understand how to solve a linear system $X \beta = y$ the solution is $\beta = (X^{T}X)^{-1} X^{T} y$ The problem is I could have an entry $\beta_i$ where it has no exposure in $X$. i.e. $X$ has ...
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29 views

Is it necessary to report estimate of variance for a marginal likelihood estimation?

There are several simulation based estimators for estimating marginal likelihood of data - Importance Sampling estimator, Newton Raftery estimator, Chib's method, Gelfand-Dey estimator etc. But while ...
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41 views

What is the probability a specific video in a loop is played while a customer waits in line?

Question: What is the probability a given video from a video loop will be displayed to a customer waiting in line? Assumptions: 1. Mean Wait Time = 260 Seconds 2. Standard Deviation of Wait = 120 ...
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2k views

How to compute the Hellinger Distance between two continuous multivariate probability distributions?

Given: Two continuous multivariate probability distributions, expressed as mixture models (possibly, but not necessarily, Gaussian Mixture Models) Desired Output: The Hellinger Distance between the ...
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52 views

Identify this statistical filter?

I have a piece of code that takes a noisy data set and uses some sort of statistical filter to plot a trend line over the noisy data. The original author of the code no longer works at my job, so I ...
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239 views

Why is a fully marginalized likelihood so much more difficult to computer than a partially marginalized posterior?

I have a question in terms of Bayesian computation. Let's contrast parameter estimation and model selection. When performing a Bayesian hypothesis test, this involves computing fully marginalized ...
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24 views

Expected value of 3-repeated keys for a cuckoo hash table

I'm trying to solve a problem for my data structures class and am having problem computing the expectation for this scenario. I have wrote the question to be as independed from CS as possible I have ...
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142 views

Estimating “prevalence” from a classifier's precision and recall?

I am doing an information retrieval task where the goal is to estimate the total number of positive documents as opposed to which document is positive or negative. My approach has been focusing on ...
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80 views

Can I use a Chi-Square test to compare a cumulative distribution and quantitative data?

I am trying to compare the goodness of fits of an exponential and a log-normal distributions to some empirical data. Is it possible to use a chi-square test to do so, even though the data is ...
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1answer
61 views

Finding the attribute that affects the outcome the most

Lets say I have a medical data set of cause of deaths. ...
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1k views

How to properly calculate the cross-correlation?

I'm writing a simple C program that calculates the cross-correlation between two data sets. Although I've done a good search on how the calculation should be performed, I couldn't figure out some ...
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22 views

Summarizing results obtained in different scenarios by different methods

I have generated different scenarios which depends on certain parameters $x_1, \dots, x_k$. I have evaluated each scenario with different methods. Summarizing, I have a value $S(m,x_1, \dots, x_k)$ ...
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212 views

Detecting a tremor given accelerometer data

I'm trying to figure out what technique to use in order to detect a tremor in accelerometer data. I have the acceleration in the x, y and z coordinates. I've plotted 4 graphs of this data below with ...
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121 views

How do you use the CLT without knowing variance?

The Gompertz distribution has a mean that's difficult to calculate, a variance that is very difficult to calculate (has a hypergeometric function in it), and a skewness that I can't find anyone even ...
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247 views

Taguchi Crossed Array Design Creation and Analysis

I am trying to create the following Taguchi Crossed Array Design in R. ...
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85 views

Determine the best-fitting distribution… again!

I am trying to build a (very simple) recommender system on which statistical model to use, as a learning exercise. It only targets inference (not prediction). Doing that, it would be nice to isolate ...
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46 views

Approximate Nearest Neighbor Search

I'm trying to find information on choosing an optimal k for approximate nearest neighbor search using locality sensitive hashing (LSH) on a large data set. k represents the number of nearest neighbors ...
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17 views

Find a function that fits given data and generate data randomizing in x axis and y axis

I have a sample data of time stamp, velocity. time stamp has length of 30 sec with 50 samples per sec. The plot of velocity and time looks like a sinusoidal function. I would like to write a function ...
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78 views

How to evaluate the distance between PDFs without knowing the exact probability density function of one distribution

I have a set of random variables $X_1$, $X_2$, $X_3$, ... $X_n$. They are continuous and $0 \leq X_i \leq 1$. And Let's assume they are i.i.d from the same distribution. How do I evaluate the KL-...
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51 views

What are some practical considerations for performing a “dredge” using Bayesian models?

I have been trying to find examples of cases where something along the lines of a dredge technique has been used in the Bayesian context. That is, specifying a global model and fitting all possible ...
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49 views

How does one infer the noise/error model given measurements?

What resources are available for applying inference/computational statistics to infer the underlying error/noise model, given X measurements from some apparatus? (Below, I am mostly referring to ...
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41 views

Is it ok to ignore data in this instance?

I'm running a program in python I wrote to look at the first spiking time of a neuron in a stochastic network. I'm running about 2500 realizations for each set of parameter values to calculate the ...
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355 views

Sampling from Irwin-Hall (Uniform Sum) distribution using rejection sampling

Irwin-Hall Distribution is a probability distribution for a random variable defined as the sum of a number of independent random variables,each having a uniform distribution True or False: The ...
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140 views

Binomial vs inverse binomial transform in obtaining moments

I am trying to obtain raw co-moment matrices from central co-moment matrices and I have found formulas for the transition from central to raw moments here . I have also found the opposite, that is ...
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158 views

Multivariate Q-Q plot to compare datasets

I'm trying to compare two datasets, each of two dimensions with unequal size. I tried using Q-Q plot to compare the datasets however I find it's implementation quite difficult. Can anyone suggest some ...
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245 views

Calculating the Chi Squared from combinations of subgroups

Let's say I can calculate the chi squared p-value of different categorical variables and summarise them into a table like so: Initial Data: ...
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468 views

Implementing Canonical Correlation Analysis in practice

I'm trying to implement Canonical Correlation Analysis using the Eigen template header c++ library to better my understanding of both the library and the particular statistical technique. So far, the ...
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667 views

Is there an alternative to PCA that produces a unique representation?

PCA produces solutions that are not unique i.e. the resulting representation could be recreated using a different set of points. This is where my problem lies. I was wondering whether anyone is aware ...
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1answer
37 views

What is the standard way to distinguish the errors associated with sampling and measurement in statistics?

This is probably a very basic, yet not easy, question in applied science. I was just wondering, what are usually the standard ways to deal with it? Any pointers to further references are greatly ...
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45 views

Sample size when using GPS-trackers to analyze movement of reindeers

If one were to try and analyze the movement of ~2 500 reindeers before and after a (man-made) change in landscape have occured. Specifically how spread out the herd is, both as a whole and if there ...
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84 views

Generation of data from a bivariate distribution

Let $X$ and $Y$ be non negative random variables with joint distribution \begin{equation} F(x,y)=1-e^{-x}-e^{-y}+e^{-x-y-\delta xy}; ~~~x\geq 0,~~y\geq 0. \end{equation} How to generate a bivariate ...
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72 views

How to distinguish histograms having two distinctive peaks?

I have two categories of histograms, one of them has two very distinctive peaks (not necessarily at the same bins/locations every time). What might be a good algorithm/method to find out such ...
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1answer
102 views

Introductory examples in computational statistics class

I'm looking for an example of Bayesian inference for a class with the properties: The problem is easy to state, and the model & prior are both pretty reasonable, and R can't really calculate the ...
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68 views

Validating Neural Network

I have a relatively large set of labelled data which I am using to verify how well-trained a neural-network I wrote is. The network uses a competitive learning technique. It has N output neurons, each ...
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2k views

R - system is computationally singular - dealing with small numbers

I'm working with a ~200x200 Markovian transition matrix of non-zero probabilities. Forcibly, these probabilities are, for the large part, going to be very small. I am trying to find the inverse of my ...
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95 views

propagation of the error in the summation

I have a question regarding the propagation of the error during the summation. Please see the equation below. In this equation only quantity R has an error. How it will propagate to the final value $...
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53 views

What statistical analysis to use?

What statistical analysis should I use if I have 2 groups of subjects (high and low comprehenders) which are divided into 3 subgroups according to text genre (poetry, short story, drama) and subjected ...
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1answer
131 views

Matching sets of 3d position data

Imagine a cube filled with air and ~5000 levitating potatoes. The distance between two poatatoes are usually at least an order of magnitude larger than their volume and their distribution is pretty ...
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47 views

What method(s) should I use to achive statistical ranking?

I'm attempting a project where I need to statistically rank available cars based on several variables such as cost, mpg, seating, milage, etc.. I wish to rank these cars in order decide which car ...
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5k views

How to interpret the LDA output in R?

Basically, I have following LDA output (below). My question is how do I actually interpret it ? I could not find much resources on the web. Especially, what does "Group Means" really mean here ? I was ...
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34 views

Statistical method to map a set of values to another

I am completely newbie to stats. And I want to know which statistical method would be applicable for following scenario. I have a bunch of sentences extracted from a text document. Each sentence has ...
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53 views

Finding the equation for a data set

I asked this question on StackOverflow and someone pointed for me to ask this here. Lets assume that I have 3 variables: x, y, z which are integers. I have 5000 values of each and I want to predict ...
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32 views

Is spectral leakage a random variable?

Spectral leakage (https://en.wikipedia.org/wiki/Spectral_leakage) is obviously a function of several factors, including its underlying algorithm, precision of variables, etc. Is there a body of work ...
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54 views

Relationship between mutual information and the sign of the relationship

Assume we have two variables A and B, and we are trying to find the Mutual Information between them. Can the mutual information enable us to find if there exists a positive or negative relationship ...