Questions tagged [noise]

noise is a term used for the error term in statistical models and in signal processing. It could be white noise, colored noise or otherwise.

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Does a targets-permutation test prove that regression find a real pattern?

I need to solve a standard ("vanilla") regression problem meaning that I have a 2D array of real-valued features (X) and 1D array of real-valued targets (<...
141 views

What might be the simplest (least flexible, least expressive) model to avoid over-fit?

I need to perform a regression on a data set with a huge noise-to-signal ratio. I am not even sure if there is any "signal" in the data (maybe there is only "noise" in the data), ...
23 views

How to categorise data bumps/valleys into actual features or noise?

Here's some data$^1$ denoting the variation of the mean of samples (y-axis) with the no. of samples (x-axis). The uncertainties are $1\sigma$ standard deviation of those samples. Fig1. Graph of the ...
17 views

Correlation in the presence of noise

I have what I hope is a simple problem. I have two time series over which I wish to calculate a moving correlation with a fixed window of length 50. Visually the two series are closely correlated, ...
87 views

14 views

Binary dependent variable with different accuracy of the two levels

My data is of dyadic nature (observation unit is the relationship between two actors) and my dependent variable is dichotomous; taking the value "1" if one of the two actors indicates an ...
9 views

Classification where only a small subset of all samples are actually predictive

Hello datascience community I have a classification task at hand where only a small subset (<1%) of all samples are actually predictive and even then the signal (i.e. correlation between input ...
13 views

Does Basin Hopping Optimize On Noisy Functions?

Basin Hopping (thence Simulated Annealing) looks for gradients of the unknown objective function to locate its minima through a noisy process of visiting various points in the function's domain. ...
60 views

Why is the average noise generated by the two-sided geometric distribution not null?

I am implementing the distributed differential privacy scheme proposed in this paper http://www.elaineshi.com/docs/ndss2011.pdf. Page 13 they represent a graph with the error added by a naive scheme ...
12 views

Decoupling noises

This is an experimental physics problem: Say I have 3 random variables $P_1, P_2, P_3$ such as : $\Delta P_i=\Delta_Q P_i +\Delta_0P_i \ \ \forall i$, where $\Delta$ is the variance, this equations ...
8 views

Eliminate signal caused by panel changes

I have a timeseries that I am trying to eliminate signals caused by a changing panel size. Essentially I am trying to get the real predicted values from somewhat noisy reported values with the noise ...
26 views

Training dataset from analytical solution

I am currently redesigning an inverse problem on an experimental technique, but I am having doubts about how to create a training dataset. Here is the problem I am trying to solve: I have already ...
153 views

Using eigenvalues of the covariance matrix to reduce noise in my data

I have an idea to help reduce the noise in my signal but am stuck with a significant problem. I have a very noisy data set $y_n[t]; n\in\{0, N_{\text{samples}}-1\}; t\in\{0, T-1\}$ I am fitting this ...