Questions tagged [numerical-models]
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18
questions
1
vote
1answer
131 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 = ...
0
votes
1answer
33 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 ...
4
votes
1answer
71 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 ...
1
vote
0answers
21 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?
6
votes
0answers
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
...
2
votes
1answer
70 views
Iterative solution to Gamma distribution MLE problem
I'm trying to follow the derivation for the MLE parameters of the gamma distribution in [1].
The standard approach is to derive an expression for the log likelihood, differentiate with respect to ...
1
vote
1answer
48 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
1answer
17 views
how do you find the vector that minimizes [closed]
How do you find the vector that minimizes $\|A\mathbf{x}-\mathbf{b}\|_2^2$ ?
0
votes
0answers
14 views
Recurring patterns in numerical data/metrics
Lets say I have continous cache hit numbers from a caching system. This caching system adapts to the recent past, but not the more historical access patterns. I'm hoping to identify "trends" or ...
1
vote
3answers
37 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 ...
4
votes
1answer
63 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 ...
0
votes
1answer
114 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 ...
0
votes
1answer
644 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, ...
0
votes
1answer
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
0answers
224 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
0answers
35 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
0answers
342 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 ...
1
vote
0answers
28 views
Bayesian Classifier to predict a class probability?
I have a 2 input (independent) variables:
1) number of likes (numeric value between 0 and 99)
2) number of dislikes (numeric value between 0 and 99)
and I would ...
