# Questions tagged [constraint]

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### Fitting Sparsed Constrained regression with non-negative coefficients adding to 1

I see a similar problem in How do I fit a constrained regression in R so that coefficients total = 1? Specifically, my model is $Y_i= \pi_1 X_1+\pi_2 X_2 +...+ \pi_K X_K +\epsilon_i$ with $\pi_k \ge 0$...
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### What is the difference between constrained and unconstrained models

I have a question what is the difference between constrained and unconstrained model or freely estimated model. I am trying to test for chi square difference between them to determine discriminant ...
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### Constraining reconstructed vectors to lie in a hyperplane ina VAE

I'm trying to add a linear constraint to my variational autoencoder model. Let's say that my input is made of two concatenated vectors: $\textbf{x} = \textbf{t} \oplus \textbf{y}$ where (for example) ...
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### Appropriate standardized solution for a CFA of one latent variable, and multiple ordinal indicators

I am currently working on a CFA in OpenMx, where a standardized latent variable is estimated by multiple ordinal indicators with means and variances restricted to 0 and 1, respectively. According to ...
1 vote
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### Modeling a functional relationship with Constrained Gaussian Process regression

I searched the site for an answer to this question, but the closest I could find was: Gaussian process where the output is constrained to be 0 or greater which doesn't have an answer. So, I have a ...
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### Machine learning with some constraints

I'm wondering how can machine learning approach solves a problem which has some restrictions. Let's say we have a demand prediction problem (regression) and the demand must be less or equal than ...
243 views

### Spline basis function notation to include constraint for continuity at the knots

I know splines use basis functions to approximate a function locally, so that the function in one region is approximated with a weighted sum of these basis functions. Suppose the input is one-...
1 vote
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### How to compute statistical significance using a likelihood ratio?

The title really says it all. Suppose I have a change in log-likelihood (i.e., $\Delta LL = LL_{fitted} - LL_{null}$), and I would like to compute the $1\sigma$, $2\sigma$, etc. confidence region from ...
1 vote
64 views

### D-optimal DOE suggest repeated samples

I tried to generate a D optimal design but the design output sounds very weird to me. I have a (real) process and I`d like to explore 3 factors, but the process have a lot of constraints so I provide ...
225 views

### Parametrization of a skew-normal distribution such that negative part is constant

I was wondering, how the parameters of the skew-normal distribution (https://en.wikipedia.org/wiki/Skew_normal_distribution) would be constrained when I require that a constant part of its support is ...
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### Sampling from Gaussian distribution subject to a quadratic inequality constraint

Would it be possible to generate samples $x \in \mathbb{R}^n$ from $\mathcal{N}(\mu, \Sigma)$ subject to an inequality constraint $x^\top Q x/2 + b^\top x \le c$, $Q = Q^\top \succeq 0$. We also know, ...
1 vote
27 views

### Is there a way to run constrained EM?

I would like to run an EM (expectation maximization) algorithm to estimate hidden Markov model parameters except, in my case, I have an extra constraint on my start and final states in my HMM. How do ...
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### Confidence limits on a curve fit with algebraically related parameters

I suspect that the required techniques for my question already exist, but I don't know what the correct nomenclature is - if so apologies, and can someone point me at the right resources? I have a ...
633 views

### multiple regression with constraints of independent variables

I'm running a regression analysis with independent variables $X_{1}, X_{2}, \cdots, X_{n}$ and dependent variable $Y$. There is a constraint among some of the independent variables, say, \$X_{1} + X_{2}...
1 vote
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### Sum of residuals in constrained linear regression

Does sum of residuals == 0 hold even if we add ordinality constraints for the coefficients in a regression model? It would be great if someone can point out to any literature (paper/presentation/...