# 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
Filter by
Sorted by
Tagged with
407 views

### 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'...
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 ...
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: ...
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, ...
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 ...
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 ...
54 views

122 views

### 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 ...
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?). ...
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 ...
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: ...