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Questions seeking external references (books, papers, etc.) about a particular subject. Always use a more specific tag in addition.

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Machine learning books covering neural networks / cnn / GAN

I'm not an expert in machine learning. Is there any textbook (with a decent amount of mathematical rigor) that cover the subjects neural network / convolutional neural network / GAN network? I've the ...
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1answer
23 views

Books for data science applications on graphs

Application of data science especially ML algos on complex structures that can be represented as graphs has risen tremendously. Research work in recent times in this area focus on topics like:- ...
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9 views

Estimation of infinitesimal generator/transition rate matrix from proportion data

Suppose I have a collection of data $\{\boldsymbol x_t \in \mathbb S^d\}_{t = 1,\dots,T}$ where $\mathbb S^d$ is the $d$-dimensional unit simplex, i.e. the elements of $\boldsymbol x_t$ sum to $1$. ...
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1answer
19 views

Best Clusterizing Techninque for 7 points Likert scale

What is the best clustering method seven points Likert Scale. When what I am looking to answer is if there are groups of people behavior on it. For example. I have around 30 questions with this scale....
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5 views

Statistical meaning of $\mathbb E_P[score_\theta(Z)]^T\operatorname{Cov}_P[score_\theta(Z)]^{-1}\mathbb E_P[score_\theta(Z)]$

Consider a random vector $Z$ with distribution $P$ having mean $\mu$ and covarance matrix $\Sigma$. Question Statistically what is the meaning of the quadratic quantity $\mu^T\Sigma^{-1}\mu$ ? More ...
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27 views

Asymptotic properties for LASSO in logistic regression

I am trying to find a paper or book that gives the asymptotic properties for the LASSO for logistic regression. Anyone has any suggestions please?
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5 views

Benchmark data sets for anomaly detection algorithms in multivariate time series

as per title, which datasets are commonly used to benchmark novel methods to detect anomalies in multivariate time series? I'm particularly interested in moderately high-dimensional (10-40 components),...
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2answers
68 views

A book on solved Probability problems

I was looking for a book to practice Probability problems with solutions to get intuition of Probability and I see Schaum's series is kind of most respected on solved problems. But I wonder which on ...
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2answers
36 views

Looking for books about causal discovery

I am new in causal discovery. I am reading papers and other stuff about causal discovery, but couldn't get any good books or good information. Can anyone recommend the best book for causal discovery?
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0answers
13 views

Sum of correlated non-Gaussian random variables with same distribution as individual terms

Let's say there is a sum $s$ of $N$ zero-mean correlated random variables $\{x_i\}$: $$ s = x_1 + x_2 + \ldots +x_N, $$ where the correlations $C_{ij} = \mathbb E[ x_i x_j]$ are known. Assume that ...
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0answers
17 views

Master's-level Quantitative Methods / Statistics textbook for Management, Marketing, Economics students

What are some good textbooks for a master's (or upper undergraduate) level course in Quantitative methods / Statistics for students in Management, Marketing or Economics?
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Proof of multivariate Cramer Rao bound?

The Cramer-Rao lower bound is a presented in most statistical textbooks, but they tend to provide a proof for the univariate case, and let the multivariate case to the reader. I wonder if there is any ...
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0answers
39 views

What is a good book for learning about time series analysis?

I am a junior in college and am looking for a book to self study time series analysis. I am a math student and have taken upper level probability and statistics courses, so a mathematical background ...
0
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1answer
17 views

Matrix Profile vs. Deep Learning

I've been reading about Matrix Profiles and how they can be used for anomaly detection in time-series. However, I'm a bit confused how they compare/relate to typical Deep Learning approaches. I would ...
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0answers
8 views

Formalised analysis of questionnaires

I have given a dataset that resembles a questionnaire and I am requested to write a statistics paper on it. I have little to no experience dealing with cross section categorical data. While I have ...
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1answer
26 views

Asymptotic Normality of Posterior distribtuion

I am trying to understand asymptotic Normality of posterior distributuions. Specifically, what are the (regularity) conditions that allow us to use this approximation? The problem is that the ...
4
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1answer
34 views

Comparing suprema of inner products of Gaussian variables

I'm given two i.i.d. standard normal vectors $x, y \sim \mathcal{N}(0, I_n)$, and vectors $a \in \mathbb{S}^{n-1}$, the unit sphere in $n$ dimensions. Additionally, given a set $S \subseteq [n]$, I ...
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0answers
10 views

Is there an informative term for calling the random elements conditional on which a PDF of a random element is defined?

Let $X_{1}, \dots, X_{n}$ be i.i.d. random elements; suppose the conditional PDF $f_{X_{1} \mid X_{2} , \dots, X_{n}}$ exists. Then I wonder if there is already in literature an informative name for $...
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2answers
83 views

Self-Study Plan Help (no undergrad math or stats experience)

This has definetely been answered in part in a lot of places but alas, here I am asking again. Anyways background I did calculus and vectors and advanced functions in high school. Then I did a ...
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0answers
10 views

What are the canonical papers for Quantization and Binarization in deep neural networks?

I'm looking for references to the most authoritative papers on Quanitzation and Binzarization of neural networks. I'm looking through many papers, but would like to track down the original sources of ...
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0answers
11 views

Replication, reproducibility and machine learning - reference request

Are there any papers where machine learning (NLP) was used to assess if papers would be reproducible? I remember something I think it was from a researcher in Harvard but I cant seem to find it.
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1answer
22 views

Reference request for Kendall's Tau

I need some reading suggestions on Kendall's Tau at undergraduate level . I am not able to find some good material on the above topic . Please help me out . EDIT: To be more specific ,I want some ...
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1answer
71 views

Gauss' proof that “the best estimate for a random variable is the average”

I have read that "Gauss proved that the best estimate for a random variable is the average." Can someone provide Gauss' publication containing that proof? To be clear, I am not looking for you to ...
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21 views

Model Selection and inference for mixture of logisitc regressions (or GLM) with heterogenous covariates by component

I am facing a problem which should be quite common IMO but for which I don't find relevant contribution. So the situation is this. Let's say that a binary response $Y$ is generated by a mixture of $K$ ...
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22 views

Textbook recommendations for specific course

I recently started teaching statistics in English and I didn't manage to get any good book recommendations. It is supposed to be an "advanced" class, but most of the students haven't had any ...
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17 views

An inequality giving a sharper bound than that given by the Chebyshev's?

Let $X > 0$ be a random variable; let $P$ be the underlying probability measure; let $\delta > 0$. I wonder if there is already in probability literature a known result giving a sharper bound ...
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0answers
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Time series data with mixed calendar and fiscal year

I am performing time series analysis with yearly frequently. However I need to regress a data compiled by calendar year against another compiled by fiscal year. Is it possible to deal with this? If ...
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0answers
7 views

How do I get from being able to answer “Is this a picture of X?” to “Does this picture contain X somewhere?”

I am teaching myself machine learning and I am looking to solve the following problem. My main issue is that I do not know the name of this (or a similar) problem so I do not know how to look for ...
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26 views

ILSR + mathematical precision = perfect book

I very much like the famous "ILSR" book by Hastie, Tibshirani et al! Lots of nice R experiments and good intuitive background is explained - but what the book in my opinion lacks though, is ...
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1answer
343 views

Is there any paper which summarizes the mathematical foundation of deep learning? [closed]

Is there any paper which summarizes the mathematical foundation of deep learning? Now, I am studying about the mathematical background of deep learning. However, unfortunately I cannot know to what ...
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28 views

Real world stat practice

I've been taking courses in Applied Statistics and through the homework problems I get to practice what I've learned. But, I find that the practice problems are always a bit contrived to fit within ...
2
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1answer
93 views

Deriving a filter like a Kalman filter from a non-Gaussian state space model

Assume we specify a state space model as $$Y_t = a X_t + W_t$$ and $$X_{t+1} = b X_t + V_t$$ where $b,a \in R$, $E[W_t] = E[V_t] = 0 \quad \forall{t }$ and $W_t $ and $V_t$ are indipendent for ...
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1answer
339 views

What's the history of box plots, and how did the “box and whiskers” design evolve?

Many sources date the classic "box plot" design to John Tukey and his "schematic plot" of 1970. The design seems to have stayed relatively static since then, with Edward Tufte's cut-down version of ...
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0answers
22 views

POMDP books/lecture notes/tutorials

I'm looking for good references to learn more about POMDPs, preferably from a more mathematical stand point. The only good reference I've been able to find so far is: http://www.cs.toronto.edu/~...
2
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1answer
21 views

Is there any theory on the order of Autoregression model for periodic time series?

Say M periodic signals, then one can safely say using AR-M model can achieve the perfect prediction. But how about further, in a more general sense, is there any publications on this?
2
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1answer
50 views

reading books about Bayesian Model selection

I was trying to find some "good" reading books about Bayesian Model selection. So is there any recommendations? To be specific, I was trying to understand the Bayesian Information Criterion (BIC), the ...
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2answers
37 views

Book reference request for statistical reliability theory

I'm about to learn statistical reliability theory for the first time. I'm told that Barlow and Proschan's book entitled "Statistical theory of reliability and life testing" is a classic on this topic. ...
5
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1answer
45 views

What is the most powerful result about the maximum of Gaussians? The most used in practice?

Given $X_1, \dots, X_n, \dots \sim \mathscr{N}(0,1)$, consider the random variables $$ Z_n := \max_{1 \le i \le n} X_i\,. $$ Question: What is the most "important" result about these random ...
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Are there any online courses/videos/lecture notes that accompany the textbook Probability and Statistics by Degroot and Schervish?

I know Havard's Stat 110 is freely available online and covers the first four to five chapters, but is there another video series or even a set of lecture notes that would complement chapters 7 and ...
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2answers
69 views

Time series analysis textbooks for mathematicians

As a former mathematics student, when reading any math-related materials I tend to care about their mathematical rigour very much. Such high attention to mathematical details might be a good habitat ...
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0answers
26 views

Looking for visualizations in probability and statistics

Are there any online resources or books where probability and statistics concepts are explained in schematic pictures and plots? What I am looking for is: let's say while explaining marginal, a 2d ...
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0answers
20 views

Is there any Good comprehensive reference for tensor calculus? [duplicate]

I am currently reading this RNN blog, where it talks about Backprop through time. I am struggling to derive it and don't understand how to go about such derivations in general. Stuff like this ends ...
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34 views

Gaussian process with interval observations

The stochastic process $(X_t)_{t \in T}$ is a Gaussian process if the marginal distribution of $X_{t_1}, \ldots, X_{t_n}$ is a multivariate Gaussian distribution for all $t_1, \ldots, t_n \in T$. Let ...
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0answers
22 views

References for Texas Holdem

Does anybody know any good papers or software that use Monte Carlo techniques to estimate the probability of certain hands or winning/losing a hand in Texas Holdem? Ideally I'd like to have some ...
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0answers
24 views

Any book containing a collection of exponential smoothing papers from 1950s/1960s such as those by Holt?

I would like to read the originally published papers to see how the structure of the equations is justified. I would especially like to read Holt, Charles C. (1957). "Forecasting Trends and Seasonal ...
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What is the most consequential duality in Statistics? [closed]

I mean ‘duality’ in the strict mathematical sense, not merely as a synonym for ‘symmetry’.
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1answer
57 views

Reference for matrix-variate($n\times m$ random matrix) normal distribution

I'm looking for a document with some few pages with the basic properties of the Matrix-Variate Normal distribution, with an applied perspective. Is there such document? If not, what's the most similar ...
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0answers
59 views

Weak instrument problem, how can a “false experiment” serve as an identification check?

In their 2004 paper, Miguel et al. investigate the role of income growth by using current and lagged rainfall as an instrument. However, the instruments are somewhat weak: the joint F-statistic is ...
2
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1answer
109 views

What is $\lambda_{min}$ that makes all regression coefficients zero in LASSO regression [duplicate]

I learnt that in LASSO regression, there is this $\lambda_{min}$ which is given by $$\lambda_{min} = \text{max}_j|\sum_t y_t X_{tj}|$$ in which $y$ is the response, $X$ is the matirx of predictors. ...
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0answers
39 views

Overview articles on Bayesian philosophy and methodology

While we have questions about Bayesian textbooks (1 and several other) and the philosophy behind the Bayesian thinking (2), I am interested papers (or sources of similar length, e.g. blog posts or ...