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.
149 questions
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+50
Regression algorithm on [0,1] with lots of mislabeled data
I have a training set mapping some Likert-scale variables (integers between 1 and 7, rescaled to real numbers between 0 and 1) to predict a continuous variable between 0 and 1. The data set is ...
2
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1answer
23 views
Apply 3 sigma formula in gamma distribution?
Let say i have some data that follows gamma distribution, and i calculated the Mean and Standard deviation of the gamma distribution.
I also know that there are some outliers(Noise) in the data i ...
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1answer
18 views
Noise and Outliers in DBSCAN
Why are noise and outliers treated as the same concept in DBSCAN (density-based spatial clustering of applications with noise)?
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1answer
21 views
How to perform signal denoising from corrupted data
In sensors, the data collected is always noisy. I want to denoise the data using machine learning methods. As per my understanding, the output of the trained algorithm should be the clean signal and ...
1
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1answer
32 views
Sum of Bernoulli random variables with Gaussian noise
This relates to a question asked recently where (one of the edits of) the question asked what happens when a sum of Bernoulli random variables has some form of noise on the probability parameter.
...
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3answers
54 views
How can I understand the concept of a noise in machine learning?
In Bishop's book, one of the first examples is shown here
Essentially, the data $x$ are randomly generated, and $t$ are generated by running $x$ through a function $\sin(2\pi x)$, then Gaussian ...
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0answers
25 views
How sensitive are Neural Networks to weight changes?
Let's consider the space of feedforward neural networks with a given structure: $L$ layers, $m$ neurones per layer, ReLu activation, input dimension $d$, output dimension $k$.
Which means I'm ...
1
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1answer
58 views
Calculate threshold value for Poisson distributed noise
I need to calculate a threshold value to get rid of Poisson distributed noise in an image to perform a cluster analysis on the image.
The image is the representation of a signal, whose datapoints ...
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0answers
90 views
Adding noise to time series data to increase training data
I am dealing with a weekly time series forecasting problem and I am currently investigating the use of an LSTM to make a multi-step forecast for a univariate time series. I actually have a ...
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0answers
25 views
Using a neural network for a regression problem, where the model to be learned suffers from awgn
I have currently a neural network to learn a (relatively non complex) system model (vector regression). Its problem is that the outputs of the system suffer from arbitry additional white gaussian ...
1
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1answer
36 views
Incorporating noise into machine learning models?
Usually, in machine learning textbooks the $X$ dataset and the target $y$ are defined with exact values.
How about the case if the values of both $X$ and $y$ have noises: for instance, we only know ...
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0answers
21 views
Sum of correlated non-Gaussian random variables with same distribution as individual terms
Let's say there is a sum $s$ of $N$ zero-mean correlated random variables $\{x_i\}$:
$$
s = x_1 + x_2 + \ldots +x_N,
$$
where the correlations $C_{ij} = \mathbb E[ x_i x_j]$ are known. Assume that ...
2
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2answers
52 views
What is the probability that sample variance decreases by adding random Gaussian noise to the variable?
If we assume WLOG that our variable X has mean zero (mean-centered), then this can be stated
$Pr \bigg(\sum x^2 > \sum (x-n)^2 \bigg)$
for some random variable $n$ distributed under $N \sim N(0, \...
0
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1answer
32 views
How to remove cofounding effect on a variable?
I'm working in a team that is collecting data by bicycle : We have biometric t-shirts that measure our ventilation rate.
The problem is that during the last data collection, participants used masks to ...
0
votes
1answer
11 views
Supervised learning with error-range in labels?
I am working in a problem where labels have an error range (we know the range). For instance, a label can be expressed as $y_i \pm e_i$ with $e_i$ is the error range for the label of the instance $i^{...
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12 views
What determines whether relative or absolute Gaussian noise should be added to data?
Suppose I have some data vector, $\mathbf{d}$ with length $N$. I want to add "Gaussian noise" to the data. My understanding is that there are two ways to do this.
1) Relative noise percentage
$$\...
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0answers
226 views
“Add White Gaussian Noise with SNR” vs. “Add 5% Gaussian Noise”
I have a noise-free dataset which is a vector of numbers, $\mathbf{d}$, with length $N$.
I want to "add noise" to this data. My understanding is that there are two ways to do this.
1) Add some ...
3
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2answers
25 views
Formula to detect non uniformity noise
I have this line profile, how is the best way to detect this kind of non uniformity?
I must detect a sudden change, as opposed to the last section that decreases slowly..
But the sudden difference ...
3
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2answers
207 views
Correcting Kullback-Leibler divergence for size of datasets
We have the following implementation of KLD:
...
0
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1answer
28 views
Why adding noisy predictors improves my random Forest prediction?
I am doing some tests with randomForest and I cannot understand the following results :
...
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0answers
25 views
Optimization of a noisy function with binary output
What frameworks exist to optimize the following problem:
$\theta^\ast = \operatorname*{argmin}\limits_{\theta \in \Theta} f(\theta)$
with the characteristic that $f$ is noisy and has a binary output ...
1
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0answers
36 views
How do you use the predictive distribution with noise in Bayesian Optimization?
I have been reading a paper on Bayesian Optimization, and I was reading the section on adding Gaussian noise to your Gaussian process. The article is:
Brochu, Cora and de Freitas (2010). A Tutorial ...
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0answers
10 views
($L_2$) distance for noisy data
I'm given a subspace $V$ and a set of $n$ corrupted observations $\tilde{x}_1 = x_1 +\epsilon_1,...,\tilde{x}_n = x_n + \epsilon_n \in \mathbb{R}^D$. Assume $D$ is large and that $\epsilon_i \sim N(0, ...
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0answers
47 views
What is the difference between Noise, error and residuals?
I was reading about Kalman filter. http://web.mit.edu/kirtley/kirtley/binlustuff/literature/control/Kalman%20filter.pdf
They talk about additive noise and error. I need to understand difference ...
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0answers
19 views
MIxture model in R to generate noise in data
I have a bit of code in R that adds noise to an harmonic series according to a normal distribution:
...
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0answers
27 views
How does Noise affect the results of Transfer Entropy?
I was reading about Transfer Entropy and came across this package: https://cran.r-project.org/web/packages/TransferEntropy/TransferEntropy.pdf
The code in the package:
...
2
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0answers
140 views
Awful performance of LSTM on noisy time series after stationarisation
Note. The post is quite long because I added some thought process for the sake of seeing the big picture. So grab a coffee and indulge yourself. For tldr the actual question on the bottom.
I put my ...
2
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1answer
57 views
Ridge Regression as Robust Optimization
We were told to assume in class that the below optimization formulations are equivalent-
$$\min_w\max_{\delta:||\delta||_F\leq\epsilon}||(X+\delta)w-y||_2^2$$
$$\min_{w}||Xw-y||_2^2+\lambda||w||_2^2 ...
0
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1answer
58 views
Can redundant/irrelevant features be called a Noise?
Let's say we want to predict job applicant' salary. We have a dataset with following features:
{Age, Experience, Education, Astrological_Sign, Weather_Today}
5 features in total.
In this set, ...
1
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0answers
31 views
How to add noise to obfuscate patterns in data
I have a program that generates output data depending on the inputs it is given. Lets say the data generated is a list of n items where each item is a natural number between 1 and k. I need to release ...
9
votes
2answers
526 views
Generate uniform noise from a p-norm ball ($||x||_p \leq r$)
I am trying to write a function which generates uniformly distributed noise which comes from a p-norm ball of $n$ dimensions:
\begin{equation}
||x||_p \leq r
\end{equation}
I found possible ...
3
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0answers
44 views
Get noise model from true and distorted data
I have been given two data sets:
Set A: a small data set containing data randomly drawn form an underlying
distribution
Set B: a very large data set containing data randomly drawn from the same
...
4
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2answers
867 views
Noise in regression data
How can I compare which distribution has more noise than the other. If for example I generate some data, how do I know that it has a large percentage of noise? Here I have a small sample code that ...
3
votes
0answers
112 views
Correcting for noise in gene expression data
I have a training set of RT-qPCR gene expression data (not run in triplicate) for a batch of samples with two phenotypes $A$ and $B$ on which I've trained a logistic regression classifier.
I also ...
3
votes
2answers
79 views
ARMA models and residual series
Assuming that model is correct, why does the residual series of an ARMA model resemble a white noise process?
1
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0answers
31 views
Time series clustering/segmentation based on pattern
I'm currently working with a database which contains several large PPG (pulse oximetry) and ECG time series. These series, however, contain segments within them which are highly contaminated by noise, ...
1
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2answers
348 views
Removing gaussian noise from a time-series data
I have a noisy time-series data (Figure 1). As you can see the variance in this data set is very high and the "Gaussian noise" needs to be removed for me to analyze this signal. Normally we apply a ...
0
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0answers
13 views
Error of solution ranking
I am exploring subset selection of multi-armed bandits and I am curious about an error measure of a selection.
So in the scenario of a multi-armed bandit, a set of arms are present and we aim to ...
2
votes
1answer
56 views
Why does “sticky noise” defy averaging attack?
I have read an interesting paper (pdf) describing how a privacy preserving technique might be breached, but I am having trouble understanding the following paragraph describing one of several layers ...
1
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1answer
54 views
Deal with noise data
The following picture represents a graph with price over time. I am a mathematical student, but also a trader. I want to create a function which could localize the good entry and exit points for sale ...
0
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0answers
33 views
How to test for differential privacy on multiple choice data?
I apologize I am new to statistics so I do not know all terms and concepts.
My current algorithm for adding noise to multiple-choice favorite color data is this:
...
3
votes
0answers
75 views
Expressing Confidence in Conclusions from Noisy Data
I’m working on improving the robustness of a software engineering process that measures performance of programming language compiler and standard library, a.k.a. benchmarks — in the computing sense of ...
1
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0answers
24 views
Evaluation of Jacobian for Extended Kalman Filter
For the non-additive noise case,
\begin{equation} x_k = f(x_{k-1}, u_{k-1}, \xi_{k-1}) \\
y_k = h(x_k, \nu_k)
\end{equation}
the EKF takes into account the jacobian wrt to the noise terms $ L_{k-1} =...
0
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1answer
47 views
Covariance of 2 dimensional bivariate normal distribution
I'm forgetting my basics, so I must be being a silly sausage, but consider
$$X\sim N(0,1)$$
$$Y\sim N(0,1)$$
if $f(x,y)$ is the join probability of these 2 variables, then the 3D plot looks like ...
0
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0answers
166 views
Create Gaussian noise for artificial dataset with different noise levels
I am creating an artificial dataset corresponding to different noise levels. This is to simulate results of a recognition software (e.g. face recognition). For example, for $noise_{level} = 0.1$, the ...
1
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0answers
85 views
Estimating signal-to-noise ratio after smoothing data and covariance estimates
I have data for two variables, let's say $A$ and $B$, which have distributions that are roughly centered at 0. I am computing a value, let's say $C = \sqrt{A^2 + B^2}$, from this data. I also have a ...
1
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1answer
40 views
what is the meaning of deriving two new set by adding noise features?
I was reading Constrained Clustering with Minkowski Weighted K-Means paper. In this paper, they are using 4 datasets and deriving 2 new datasets from each of the 4. So, total 12 datasets. The ...
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0answers
12 views
Error on a ratio of two measured values each with just a poisson noise estimate
I am trying to estimate the error on some discrete data. I have a total of N counts of which x have the desired characteristic. So x/N is the fraction of the sample I want to plot.
I am assuming ...
0
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0answers
37 views
Noise Robustness For MLP
I am learning neural network using the book "Deep Learning" by Ian Goodfellow, Yoshua Bengio, and Aaron Courville.
In section 7.5, the authors explain how adding noise to weight works with an example ...
4
votes
2answers
130 views
Estimate the variance of Gaussian distribution from noisy sample
I have measured a large data sample from an underlying Gaussian distribution and want to estimate the variance and its error. However, the measured values are noisy with some Gaussian noise with a ...
