# Questions tagged [numerical-models]

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### Numerical MLE for Rayleigh distribution

I am given a rayleigh distribution described by, =$f\left(x|\theta\right)\:=\:\frac{x}{\theta ^2}e^{-\left(\frac{x^2}{2\theta ^2}\right)}$ I need to find a numerical estimate of the MLE of $\theta^2$ ...
41 views

### How to properly calculate statistical INsignificance?

Just like the author of this post (at a time), I am quite new to statistics. So, I am not sure if I am using the right words here, yet I believe that our questions are pretty different (despite the ...
1 vote
26 views

### Is it possible to go back to initial point from kth iterated point in a Newton Raphson method?

I am trying to find preimage of a kth iterated point under Newton method. Is it possible to find an initial point from which the kth iterated is derived?
1 vote
103 views

### How do I propagate correlated errors numerically?

I'm facing an error propagation problem in fitting some experimental data. I have measured several quantities, $m_i$, and I know from theory that $\sum_{i=0}^{n} m_i = 1$. Each of the $m_i$ has its ...
1 vote
19 views

### how do you find the vector that minimizes [closed]

How do you find the vector that minimizes $\|A\mathbf{x}-\mathbf{b}\|_2^2$ ?
149 views

### Iterative solution to Gamma distribution MLE problem

I'm trying to follow the derivation for the MLE parameters of the gamma distribution in . The standard approach is to derive an expression for the log likelihood, differentiate with respect to ...
1 vote
41 views

### Do I have numerical data or ordinal data?

I have collected data and I am analyzing data from a game with 20 contestants over 20 games. I am running a regression to try to model the final position of a player in the game. The position of a ...
256 views

### Gradient descent with no analytical function f(x)

I find myself in the position of wanting to minimize a numerical function f(a,b) with respect to a and b for which I do not have a the analytical form f(a,b). All I have is f(a,b) for many values of a ...
104 views

### Looking for a recursive formula for asymptotic variance of importance sampling estimator (self-normalized)

Looking for a recursive formula to approximate variance of importance sampling estimator $Var_q\big[\delta_{IS}\big]\approx\sum_{i=1}^n\tilde w(X_i)^2\big[h(X_i)-\delta_{IS}\big]^2$. This is an ...
31 views

### Impact of the model error in numerical model prediction

I'm having trouble wrapping my head around characterizing model prediction uncertainties in the case of a calibrated numerical model. Let's assume we are trying to calibrate a set of input parameters ...
1 vote
277 views

### Pattern Recognition within numerical data

I got different input data\instances and for each of them correspond different sequences of numerical data, which I normalized for comparison. For example, instance1 has: ...
1 vote
36 views

### Determining the objective function for a non-linear minimization problem

I have observed a vector of quantities $\vec y$. I wish to use these to constrain a vector of initial conditions $\vec x$ that are related to $\vec y$ through a non-linear (numerically evaluated) ...
1 vote
377 views

### Interpolate a CDF to get an interpolated hazard rate, or interpolate the hazard rate directly?

My problem is that I need to do an interpolation. Eventually, I will work on the hazard rate, but I do not know if it is better to interpolate the CDF or the hazard rate. Let me explain better. I've ...
738 views

### Regression with Quantitative and Qualitative independent variables

I'm new to statistics and I would greatly appreciate any help on this. I have a response (heart beat, a numerical variable) and five other independent variables. Four are numerical (Age, Weight, ...
1k views

### Why is Fisher Scoring easier to compute?

In practice, the observed information matrix (Newton-Raphson) is usually replaced by its expectation, known as Fisher scoring. Link: https://en.wikipedia.org/wiki/Scoring_algorithm#Fisher_scoring ...
1 vote
136 views

### Numerically Solve for Parameters Characterizing Lognormal RV that's Truncated from Above

I am trying to numerically solve for parameters characterizing a lognormal distribution truncated from above with first moment = mean, second moment = ...
1 vote