Questions tagged [parameterization]

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

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11
votes
2answers
14k views

Cross validation and parameter optimization

I have a question about the parameter optimization when I use the 10-fold cross validation. I want to ask that whether the parameters should fix or not during every fold's model training , i.e. (1) ...
7
votes
2answers
7k views

How to use the SD of a normal sampling distribution to specify the gamma prior for the corresponding precision?

The gamma distribution is a commonly used prior distribution for the precision ($1/sd^2$) of a normal distribution in Bayesian hierarchical modeling. I want to use an informed prior for the variance ...
0
votes
1answer
755 views

Compound Poisson, preliminary work in R

I need help with following programming code: Beforehand: I tried to estimate Poisson-parameters, but M.L.E. and M.C. do not give satisfactory results regarding actual to expected, from actuarial ...
12
votes
2answers
3k views

Random Forest: what if I know a variable is important

My understanding is the the random forest picks randomly mtry variables to build each decision tree. So if mtry=ncol/3 then each variables will be used on average in 1/3 of the trees. And 2/3 of the ...
9
votes
1answer
188 views

Parametrizing the Behrens–Fisher distributions

"On the Behrens–Fisher Problem: A Review" by Seock-Ho Kim and Allen S. Cohen Journal of Educational and Behavioral Statistics, volume 23, number 4, Winter, 1998, pages 356–377 I'm looking at this ...
3
votes
1answer
119 views

Estimating parameters using a different method?

I have a probability distribution which has two parameters $a$ and $b$ I have re-parametrized the distribution such that the new distribution has two parameters $c$ and $d$ where: $c=a$ but $d = \...
2
votes
1answer
3k views

Re-parameterization of an asymmetric s-shaped function

Is anyone aware of a re-parameterization of any asymmetric s-shaped function (like, but not necessarily the 5 parameter logistic curve), where one of the parameters is the first inflection point of ...
4
votes
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 ...
9
votes
1answer
375 views

Accounting for discrete or binary parameters in Bayesian information criterion

BIC penalizes based on the number of parameters. What if some of the parameters are some sort of binary indicator variables? Do these count as full parameters? But I can combine $m$ binary parameters ...
3
votes
1answer
256 views

Gaussian process scale targets

I am currently playing around with Gaussian process regression. I discovered some confusing facts that I would like to be answered: When I optimize the parameters like the length and error terms for ...
31
votes
1answer
6k views

For which distributions are the parameterizations in BUGS and R different?

I have found some distributions for which BUGS and R have different parameterizations: Normal, log-Normal, and Weibull. For each of these, I gather that the second parameter used by R needs to be ...