Questions tagged [references]
Questions seeking external references (books, papers, etc.) about a particular subject. Always use a more specific tag in addition.
2,661
questions
0
votes
0
answers
5
views
Which analysis is suitable for comparing cross-correlation coefficients between experimental phases in a repeated measures design?
I have a repeated measures experimental design, with a within-subjects factor phase and a between-subjects factor order of phases. I will compare pairs of time series data (for pairs of participants) ...
- 1
1
vote
0
answers
19
views
Lower Tail Bound for Noncentral chi-squared distribution
A noncentral chi-squared random variable $Z$ is of the form
$$
Z = \sum_{i=1}^k X_i^2
$$
where $(X_1, X_2, \ldots, X_i, \ldots, X_k)$ be $k$ are independent, normally distributed with mean $\mu_i$ and ...
- 11
0
votes
0
answers
22
views
+50
Literature for self-excited Markovian processes with power-law distributions
I am working on a model for time series of events with the power-law distribution of inter-event intervals. I went for a point process, governed by a stochastic differential equation
$$
d\lambda = -a \...
- 51
6
votes
1
answer
261
views
Percentage changes versus absolute changes when comparing rankings
We are analyzing the ranking changes of countries based on an economic index to determine whether these variations are significant. For example, Country A moves from rank 5 to rank 3, representing a ...
- 81
4
votes
0
answers
28
views
How are effect sizes typically defined under complex sampling?
In some fields it is common to quote comparisons in terms of standardised effect sizes. For example, a difference in means gets scaled by the sample standard deviation to give an effect size.
This ...
- 43.3k
2
votes
1
answer
23
views
Missing data impact on safety analysis
I realize this is rather vague, but I was wondering if someone can provide some good references that deal with the impact of missing data specifically on safety outcomes/analysis? I could only find ...
- 173
1
vote
0
answers
25
views
Is data set enough for regression analysis? [closed]
I need to conduct regression analysis for my thesis (panel data), however, my data set turned out to be really small. I have only 6 companies to study (annual data for 11 years) and the sector i am ...
- 11
2
votes
0
answers
46
views
Books/materials about easy-to-make statistical modeling mistakes [closed]
Are there books or webpages that compile the statistical mistakes that are easy to make? Sometimes I feel like applying the fundamental models without mistakes are so much more important than learning ...
1
vote
0
answers
22
views
References Request -- Research in Computer Vision
Apologies if this is not the correct forum for this request, but I figured I'd give it a shot. I'm looking for research in computer vision on shape recognition -- any shape. Most of the computer ...
- 11
0
votes
0
answers
27
views
Using a different activation functions within a layer?
As an experiment, one could try to have n different activations/neurons/units in a layer.
One to adapt the automated backpropagation algorithms from deep learning ...
user306937
-1
votes
1
answer
28
views
Materials for reading on boosting methods
I’m looking for a few references (textbook, lecture notes, slides) on boosting methods that are accessible and not overly detailed. Ideally, these materials should cover the following topics:
...
1
vote
0
answers
22
views
Full methodological and theoretical description of the X-13-ARIMA-SEATS model
I've been trying to learn about the theory and methodology of the X-13-ARIMA-SEATS model used for seasonal adjustments. All that seems to be available are software implementations and manuals for such ...
- 15.9k
0
votes
0
answers
52
views
Source to explain my bosses basic things about statistics
I'm working for a global multi-billion dollar company with a safety-relevant machine. During development of that machinery product we have a strategy to test for machine reliability.
I had to review ...
- 1
3
votes
2
answers
64
views
Probability predictions in random forest and bagging with aggregating not a vote count: seeking documentation/existing research
Typically, across an entire bagging or random forest ensemble, class probabilities are determined through a vote count method. Within that ensemble, each tree makes a class prediction based on the ...
3
votes
0
answers
35
views
Reference request: History of the fact that the family of Cauchy-distributed random variables is closed under linear fractional transformations
I asked about this on MathOverflow and it's getting very little attention and no answers.
Suppose a location–scale family of probability distributions has the property that if the distribution of a ...
- 10.7k
0
votes
0
answers
21
views
Statistical Inference for Quotients and Ratios
I have some data on RCTs where we are interested in calculating the ROI of an intervention. We are looking to compare the quotient of two totals per variation, as opposed to more conventional outcomes ...
- 149
3
votes
1
answer
50
views
What is a good introduction to errors-in-variables models?
I'm aware of this resource https://en.wikipedia.org/wiki/Errors-in-variables_models, but I don't put a lot of faith into wikipedia articles on stats, so I'm looking for some reliable references on the ...
0
votes
0
answers
19
views
Maximum likelihood estimator when the Fisher information matrix is not invertible?
It is known that maximum likelihood estimator (MLE) is asymptotically efficient, i.e., $\sqrt{n\,}\,\left( \widehat{\theta \,}_{\mathrm{mle}}-\theta _0 \right) $ converges in distribution to a ...
- 187
1
vote
0
answers
31
views
Gaussian Process Literature suggestion
I'm quite new to Gaussian Process and hope to get some help regarding the materials to read up on here. Suppose I have the following 2d time series data table:
$$\begin{bmatrix}s_{t_1}^{v_1} & s_{...
- 97
0
votes
0
answers
17
views
Coefficient of determination with binary prediction
The coefficient of determination $R^2$ is a popular measure of regression performance that compares the mean squared-deviation of predictions to the variance of the actual data. If instead of ...
0
votes
0
answers
6
views
What are the best books about human rating and feedback systems?
I'm studying evaluation data collection and rating evaluation of LLM models using platforms of human raters like Surge or Scale AI. I'm also studying how we can use survey methods of users of LLMs to ...
3
votes
1
answer
67
views
Reference for Directional Statistics of Plane Orientation
I've got a project I'm working on where I've got the orientation (normal) vectors of planes. These vectors are all within a unit hemisphere where the $z$-coordinate is strictly positive. The ...
- 159
6
votes
1
answer
324
views
Vintage of this lower bound on skewness for positive data with given mean and sd?
It turns out there is a lower bound on the skewness $g_1$ of any strictly positive set of data having a given mean μ and standard deviation σ:
$$
g_1 > \sigma/\mu - \mu/\sigma.
$$
Although ...
- 2,117
0
votes
0
answers
9
views
Repeated measures analysis of covariance literature
Does anyone have a literature to study about repeated measures ANCOVA?
For example, the concept, assumption, and how to calculate manually?
9
votes
4
answers
246
views
Citations explaining the problems with two-stage statistical testing
I am writing a review about analyzing data sampled from lognormal distributions, and I want to explain the problem with first running a normality test and using that result to choose which test to run....
- 20.9k
1
vote
0
answers
36
views
I don't think this is conditional dependence, so what is it?
I am looking for the name of the following phenomenon. There are three random variables, $X,Y,Z$. We have $P(X,Y) \neq P(X)P(Y)$ and $P(Y,Z) \neq P(Y)P(Z)$. In other words, $X$ and $Y$ are dependent, ...
- 111
5
votes
1
answer
82
views
ANOVA Type III understanding
I stumbled across something very interesting to me earlier, in the question and answer here:
ANOVA type III strange results
I reiterate the warning I found in the function documentation, highlighting ...
- 284
1
vote
0
answers
14
views
What do we call a Poisson point process with an instantaneous log-rate being a Wiener process?
I have implemented a stochastic process for simulating demand of service that wanders in its average rate. This is a useful scenario for evaluating a controller that tries to optimize availability and ...
- 9,512
9
votes
2
answers
543
views
Markov Chains with Changing Number of States
I have seen these kinds of Discrete State Markov Chains before (Continuous Time or Discrete Time):
Homogeneous (Probability Transition Matrix is constant)
Non-Homogeneous (Probability Transition ...
- 91
0
votes
0
answers
21
views
Data generation processes that "vary slowly enough"
I am considering some abstract data generation processes producing data by first drawing features $x_{1:n}\sim p(x)$ iid, and then drawing the responses $y_i\sim p(y\mid x_i)$ iid, where $p(y\mid x)$ ...
1
vote
0
answers
33
views
Literature for a supervised task on time series
I was introduced to the following project at my company.
We have $n$ time series coming from $n$ sensors. Each sensor has monitored a physical signal at a specific location. For each time series, a ...
0
votes
0
answers
15
views
Model parameter averaging in Bagging
I wonder if the following bagging method is used in practice, or at least any reference for this.
Assume that we sample (sub)-datasets from the original training set, and train $n$ many logistic ...
- 103
10
votes
1
answer
159
views
There are infinitely many proper scoring rules. Are they all equally valid? Or is log loss superior because of its connection to max likelihood?
I'm kind of obsessed with binary loss functions.
How to create a (binary) loss function (scoring rule):
Create a function, $f: [0,1] \rightarrow \mathbb{R}_{\geq 0}
$, that is symmetric about $x=\...
2
votes
0
answers
44
views
Mathematical Introduction to Theory of Time Series Analysis
Assume that the reader has strong background in stochastic calculus (including and beyond continuous time stochastic processes like martingales and Markov chains and others, the construction of Levy ...
4
votes
2
answers
271
views
References to learn « Real and Functional Analysis for Statisticians »
I’m looking for a kind of book which gives the elements of Real Analysis for Mathematical Statistics and Econometric Theory, etc.
I’m planning to work with the 3 following textbooks on advanced ...
3
votes
2
answers
67
views
Nice real datasets for visually illustrating concepts
I am looking for relatively small (< 1000 sample) real datasets for use in teaching.
I would like
regression examples with a non-linear relationship between a single input and output
...
0
votes
1
answer
87
views
Normal approximation for posterior distribution
I am reading the example 4.3.3 of "The Bayesian Choice" by Christian P. Robert and I was wondering if it is possible to obtain a normal approximation in this case to estimate the posterior. ...
- 167
2
votes
0
answers
43
views
Reference request for the existence of minimal sufficient statistics
I'd like a recent paper or book that shows in what conditions we can guarantee the existence of a minimal sufficient statistic.
I know the paper "Sufficiency and Statistical Decision Functions&...
- 163
0
votes
0
answers
38
views
GLM Reference and Introudction to study my self [duplicate]
I am a third-year statistics student. I have a course in Generalized Linear Models. Unfortunately, the course is taught in French, which is not my primary language, and I am facing some difficulties ...
- 867
1
vote
1
answer
27
views
What statistical methods are used for estimating the effect of political policies?
I've started to become interested in the statistical analysis of the efficacy of political policies on, say, health or economical outcomes.
I have a background in epidemiology. Here, estimating the ...
- 1,892
1
vote
0
answers
50
views
References on when to choose Bayesian vs. frequentist analysis
I'm looking for references discussing and comparing the advantages and drawbacks of Bayesian vs. frequentist analysis in various contexts.
If it makes sense, I'd be particularly interested in learning ...
- 11
1
vote
0
answers
65
views
Is this the CDF of a known probability distribution?
Consider the following cumulative distribution function over $\mathbb{R}^{+}$
$F\left(x\right)\;=\;1+\mathcal{W}\left(-e^{-1-x}\right)$
where $\mathcal{W}\left(\cdot\right)$ is the Lambert W function.
...
- 101
0
votes
0
answers
8
views
Looking for terminology to describe a certain partial independence condition on conditional probability
I find myself in a position where for events $X,Y$ and $Z$, I might have
$$
P(X|Y,Z) = P(X|Y)P(X|Z)
$$
I don't know what to call this, and it's difficult to search for potential phrases, since all ...
- 535
0
votes
0
answers
12
views
Analyze the variance of one adaptive process?
I'm currently interested in analyzing the variance of one adaptive process. To be more specific, suppose I have done some, let's say $n$ times, experiments where the results depend on some unknown ...
- 187
1
vote
0
answers
46
views
Hypothesis testing upper bound involving $\chi^2$ distance
In this [note]https://www.stat.cmu.edu/~larry/=stat705/Lecture27.pdf, the author provides some upper bounds for hypothesis testing involving total variation distance and Hellinger distance in section ...
- 123
1
vote
0
answers
31
views
Extended Hidden Markov Models (HMM) parameter estimation
For simpler HMMs, we can use algorithms like Viterbi training (not decoding) or Baum Welch to estimate the parameters that best describe the observed data.
How do we do the same when using a more ...
- 63
1
vote
1
answer
47
views
Earliest paper on stratified log rank test
What is the earliest paper that proposed the stratified version of the log-rank test?
Unfortunately, finding citations/references in textbooks for established statistics procedures is difficult.
- 137
0
votes
0
answers
16
views
How can we compare the "performance" of different Markov chain Monte Carlo algorithms?
How can we judge the performance a Markov chain Monte Carlo (MCMC) algorithm? I guess we could consider one of the following:
The variance of $X_t$ for a given $t\in I$;
The asymptotic variance of $(...
- 293
2
votes
0
answers
30
views
Example orthonormal basis of Word Embedding Space?
Models such as Word2Vec supposedly provide a bijection between language tokens and some "latent-space" that is in fact a high-dimensional vector space.
If this is a vector space, it should ...
- 21
3
votes
0
answers
50
views
References for Generation of Synthetic Data
What are some of the introductory textbooks/references specifically on the task of generating synthetic data (from real data)? If possible, such a text is expected to cover a range of methods, be it ...