# Questions tagged [parameterization]

For questions about how to parameterize some statistical model, or comparisons between different ways to parameterize.

74 questions with no upvoted or accepted answers
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### Asymptotic property of tuning parameter in penalized regression

I'm currently working on asymptotic properties of penalized regression. I've read a myriad of papers by now, but there is an essential issue that I cannot get my head around. To keep things simple, I'...
1answer
189 views

### Normalize a periodic parameter

I am using inverse modelling software (PEST) to estimate a periodic parameter for the direction of anisotropy, $\hat{\theta}$, which is somewhere in $[0^{\circ}, 180^{\circ})$ (i.e., has a wavelength ...
0answers
30 views

### Why are these 2 ARIMA formulations equivalent?

In the "Understanding constants in R" section of his book, Hyndman & Athanasopoulos textbook "Forecasting: Principles and Practice" claims that the following AR processes equations are equivalent: ...
0answers
99 views

### Probability distribution over shapes (or: How to parameterize arbitrary polygons)

Has there been work on modeling variations of a 2D shape? E.g., say you want a distribution over 5-sided polygons, or over ellipses, or curved shapes? For simple shapes, like circles, rectangles, ...
0answers
47 views

### Family of flexible parametric mappings $f_\theta:(0,1) \rightarrow \mathbb{R}$?

For the purpose of reparameterizing a model (mostly with the goal of improving MCMC efficiency), I am looking for a family of flexible parametric mappings $f_\theta:(0,1) \rightarrow \mathbb{R}$ such ...
0answers
56 views

### How to parameterize coefficient matrix to restrict eigenvalues?

Consider the $r-$dimensional autoregression $$y_t = Ay_{t-1} + v_t, v_t \overset{iid}{\sim}N(0,\Sigma).$$ It is well known that if all eigenvalues of $A$ have modulus less than unity then this ...
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### What have I done wrong implementing this Bayesian method for fitting a circle to noisy data?

I have noisy measurements of movement along a circle. I want to fit a circle to these measurements. I tried two methods, a straight forward moment fit, and then an ODR fit (described here. However ...
0answers
71 views

### Do assumptions for estimators affect population parameters?

TL;DR: Specifying a model (a collection of restrictions over a sample space) specifies the model parameters. Specifying an estimation procedure adds additional number of restrictions (assumptions?). ...
0answers
118 views

### Assumptions implied by “pairwise marginal” parameterization of MRF

I'm trying to understand the assumptions of different parameterizations in a Markov network. In this case, I'm trying to understand the assumptions (and effects) that result from parameterizing ...
0answers
38 views

### Floor effects in Bayesian estimate, can I reparameterize?

I'm replicating an old study and I have two sets of existing estimates which measure a similar effect, namely the presence of a studied item in memory over time: ...
0answers
637 views

### Parameters estimation of ODE system

I have all the data and an ODE system of three equations which has 9 unknown coefficients (a1, a2,..., a9). ...
0answers
14 views

### How to implement the estimation of parameters in negative binomial distribution in python?

Assuming the negative binomial distribution, How can I implement the estimation to parameters(r & p) especially by MLE? Which function or package should I use? scipy.stats, sympy?