Questions tagged [recursive-model]

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Proportion of cells with certain number of mutation in dividing population

I managed to reduce a problem in my research to the following: Suppose that we have a population of cells which starts with a single cell that has zero mutations, and at each time step each cell ...
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How to derive a recursive version of a regularised cost function

I am to derive a recursive version of the following cost function and examine for which choice of D can we have a estimator windup $V(\theta) = \frac{1}{2}\sum_{t=1}^n(y(t)-\phi(t)^T\theta)^2 + \...
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47 views

Recursive bayesian prediction, which model to use?

Let's say that I have a set of random variables $X=\{X_1,..X_t,..X_T\}$ ($t$ is a time index). I know that every one of these random variables $X_t$ generate a multivariate Gaussian Distribution and ...
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Recursive partitioning tree vs neural network model

I hope this question helps shed some light on trees vs neural models. I recently came across a model tree, or a recursive partitioning model. It is basically a decision tree that has linear regression ...
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0answers
9 views

What is it called cumulative of every X previous days?

Let's say I have sales number of last 60 days. I can just draw a graph to see how sales has changed overtime. Numbers vary in different days, like on weekends sales numbers decrease. However, I ...
1
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1answer
51 views

MLE derivation of the Recursive Least Squares estimator

I think I'm able to derive the RLS estimate using simple properties of the likelihood/score function, assuming standard normal errors. If the model is $$Y_t = X_t\beta + W_t$$ then the likelihood ...
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262 views

Is there a recursive version of Kriging or Inverse Distance spatial interpolation?

Classic use-case of Kriging: you have a 2d space, you have $n$ observations, each of them representing an exploratory dig. It has a $x$ and $y$ coordinate, and a $V$ representing the value discovered ...
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By including covariance between mediating variables does my model become recursive?

I am conducting a path analysis and am interested in the mediating effects of two variables (var 3 & 4) which I expect to be correlated with one another. By including covariance between residual ...
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99 views

An iterative forecast with one recursive independent variable

I would like to forecast iteratively a model with a lag dependent variable and a recursive independent variable. Is this possible to do in Stata? Basically, it would be: y(t+1)=a0+a1*y(t)+a2*x(t),...
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210 views

How to make a regression model for a relation looking like a step function ? Why can't I get an output for recursive partitioning done below?

I'm working on a dataset to describe the relationship between length and age of bluegill fish and the linear model based plot looks like this: I hence tried using recursive partitioning algorithm as ...