# Questions tagged [numerical-models]

The tag has no usage guidance.

12 questions
54 views

### Are Lyapovov exponents related to statistical precision? [closed]

In my understanding, Lyapunov exponents measure the average rate of separation of near-identical chaotic trajectories, while statistical precision, in the context of a predictive model, is a measure ...
11 views

### Algorithm for producing a Moving Average (as in ARIMA) model

I have a time series $X_t$ and I want to produce an ARMA forecast (without using any automated packages - the purpose of my project is to understand how those work). So far, I have the AR(p) part ...
27 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 ...
331 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, ...
35 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 ...
29 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 ...
845 views

### Why Fisher Scoring is 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 ...
126 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: ...
32 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) ...
242 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 ...