# Questions tagged [optimal-scaling]

Optimal scaling or optimal quantification is an algorithmic approach to transform categorical variables into scale (interval) ones which would be "optimal" in some statistical sense (for example, their linear correlations will be maximized). There exist nonlinear "optimal scaling versions" of many classic linear kinds of analysis, including regression, PCA, etc.

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### K-means to cluster texts, scaling

I want to cluster a folder of texts. I created a data file where for each text, I write whether a certain word appears in it or not. I want to cluster according to this. So my matrix is globally only ...
17 views

### Is it possible to scale the mean and std of estimated rate/period, to another period?

Hello, all. When it comes to calculating the average from some time-spanning date, let's say the average of 20 weekly sales records from a specific store - while also calculating the standard ...
39 views

### Minimizer of $\int\mu({\rm d}x)\int\kappa(x,{\rm d}y)|g(x)-g(y)|^2$ for a jump kernel $\kappa$ of the Metropolis-Hastings algorithm

Let $\kappa$ be a sub-Markov kernel on a measurable space $(E,\mathcal E)$ and $\mu$ be a probability measure on $(E,\mathcal E)$ reversible with respect to $\kappa$. Assume $\kappa$ and $\mu$ admit a ...
15 views

### Scaling into a range causes unsymmetrical error

I need to scale up sine and cosine values to fit to two-compliment vector. By using the general formula I am getting an approximation error only near the maxima of the function (near -1 and 1). I ...
65 views

### Is it compulsary to normalize the dataset if doing so can negatively impact a Binary Logistic regression performance?

I am using raw data set with 4 feature variables (Total Cholesterol, Systolic Blood Pressure, Diastolic Blood Pressure, and Cigraeette count) to do a Binominal Classification (find stroke likelihood) ...
21 views

### Optimal Scaling HMC proof

I'm reading the paper https://arxiv.org/pdf/1001.4460.pdf I get very confused when reading the author proof of the theorem (4.2) Here are few points. (1) The expected squared jump distance is ...
19 views

### Is this scaling algorithm viable?

I just came up with my own random number scaling algorithm (and I'm sure someone else has come up with it before me), and I wanted to see if any of you can find holes in it. The idea is to take a ...
65 views

### proper way to scale and plot data points on top of each other

I hope this is the right place that I am posting this question. If not please feel free to comment so that I find the right place. I have 4 sets of points that represent points on hexagons. My data ...
67 views

### Estimate the asymptotic efficiency of a Markov chain sampling by the method of batching

In the paper Efficient Metropolis Jumping Rules, the author is writing that he used "the method of batching" for the estimation of $\operatorname{eff}_{\overline\theta_i}$ in Table 1 (on page 605). ...
110 views

### How can we verify the intuition that in the RW-Metropolis-Hastings algorithm with Gaussian proposal too small and too large variances are bad choices

Let $d\in\mathbb N$ and consider the Random Walk Metropolis-Hastings algorithm with a Gaussian proposal kernel $Q$ such that $Q(x,\;\cdot\;)=\mathcal N_d(x,\sigma^2_dI_d)$ for all $x\in\mathbb R^d$. ...
100 views