Questions tagged [references]

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

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13 views

Do people use “textbook backpropagation” when training neural network?

I know two references on the inner details of backpropagation, Chapter 13, an Introduction to Optimization, 4th edition, Edwin Chong and Stanislaw Zak, 2013 Chapter 7, Learning from Data by Abu ...
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Learning unknown independent sets of variables

Let $(X_{j})_{j\in S}$ be random variables where $S=A\cup B$, $A\cap B=\emptyset$ and $$ P(X_1,\ldots,X_{|S|}) =P(X_A)P(X_B). $$ Given $n$ iid samples, the problem is to learn $A$ and $B$, which are ...
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Undergraduate Level Resources for Multivariate Statistical Analysis Course? [closed]

I am an undergraduate stats major and am currently enrolled in a dual-level course in Multivariate Statistical Analysis. I am a few weeks in now and it is absolutely above my head at the moment. I'm ...
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Citation for Joint Density of Poissons Conditioned on Sum

We are interested in the joint density of two Poisson distributions conditioned on their sum: $$ P(X_1=n_1,X_2=n_2|X_1+X_2=n) $$ Where: $$ n_1 + n_2 = n $$ I am looking for a citation supporting the ...
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1answer
18 views

Validation on independent biological dataset

I am working in the space of cancer statistics. I am looking for reasons why it is important to validate statistical observations in an independent biological dataset. Does anyone have a list or a ...
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How to estimate the non-linear contributions in a discreet-time system, but without system identification?

The question: how to estimate the nonlinear contributions in a non-linear discreet-time function with random error source without performing any actual system identification? As a part of a work ...
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Attention dropout, where was it proposed/used first?

Attention dropout (dropout on the attention weights) is very common for the Transformer model. In the original Attention is all you need paper, dropout is mentioned, but not for the attention weights. ...
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10 views

Real applications using estimation of parameters

In the first classes of statistical inference we learn about parameter estimation of some classical statistical distributions (Bernoulli, Binomial, Poisson, Geometric, Normal, etc). I would like to ...
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12 views

Reference request for softmax function probability

I need a reference to illustrate that the softmax function can be used outside the neural network or used with classification algorithms that are not Neura
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11 views

In what sense are the saturating and non-saturating GAN formulations “equivalent” or “result in the same fixed point”?

In the original paper on GAN, the authors wrote, https://arxiv.org/pdf/1406.2661.pdf Rather than training $G$ to minimize $\log(1 − D(G(z)))$ we can train G to maximize $\log D(G(z))$. This objective ...
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Good probabilistic classifiers?

Are there any opinions/references for multiclass probabilistic classifiers that give 'good' probabilities, 'generally' speaking? By 'good' I mean well-calibrated, e.g. when it predicts a class as 70%,...
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Reference on optimizing a random variable w.r.t. minimizing another variable

I'm having a dataset with with revenue spent on ads and the revenue from sells for those particular items. My task at hand is to maximize the revenue from sells according to minimal spends on ads. I'm ...
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1answer
18 views

Any good tutorial on SARIMAX model time series?

I know it's kind of a naive question, but somehow I am unable to find a good tutorial on the SARIMAX time series model. The online content is usually an API implementation that is more of a black-box. ...
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59 views

Best books and tutorials on distribution theory

I am looking for books or tutorials to self study distributions and their properties. I know some basic about statistics and statistical inference in general, but I would like to learn more about ...
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432 views

Reference request: Storks bring babies

There is a well-known statistical example, claiming that there is correlation between the number of babies in Alsatian/Danish/Dutch/German villages or European countries and the number of storks in ...
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Are CRF/MRF/GRF still used widely in computer vision?

I've tried to find recent (the year 2020) popular works that use Markov/Gibbs/Conditional Random Fields. My approach was: go to Google Scholar and find the works, citing a few relevant works on this ...
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1answer
16 views

Reference request of softmax function

What paper should I cite to reference softmax? Thanks in advance.
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1answer
39 views

SVMs are outdated for time series classification - Citation needed

I'm looking for a strong publication I can cite to prove that SVMs perform worse for time series classification tasks in comparison to other methods (such as ANNs, Decision Trees, Gradient Boosting ...
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6 views

Reference Request regarding a sampling problem?

I have a function $f:\{0,1\}^n \rightarrow \{0,n^{L}\}$ that maps each $x \in \{0,1\}^n$ to a class named from $0$ to $n^{L}$, i.e there is an exponential sized population and a polynomially many ...
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Exhaustive reading of Factor Analysis [duplicate]

I have learned EFA and CFA in SPSS/ AMOS and a basic understanding of why they work (but in a non-mathematical way, which makes me feel I might have some fundamental misconceptions, and hence this ...
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30 views

Guarantee of a PCA dimension estimation

Given a sample taken from a distribution concentrated near a $d$-dimensional subspace of a Euclidean space, are there published results on the probability that a PCA (principal component analysis) ...
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Convergence of off-policy TD Learning?

In Lecture 6 ("Value Function Approximation") of David Silver's reinforcement learning course he presents the following table: I am interested in two specific assertions: That off-policy ...
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Literature Tip: Best Intro Stats book for Medical Sciences

A friend of mine who will start a doctorate in the medical sciences (dentistry) asked me for a good introduction to statistics (preferably with R) for self-study. However, I only know some good ...
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30 views

Low rank approximation

I'm looking for literature that deals with the following problem (does anybody know any paper related to it). The Low-Rank Approximation problem is well known: $$\min \|X - \hat{X}\|_{F}, \: \text{s.t....
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1answer
343 views

Who was the first person to prove the straight line cross probability for a Brownian motion?

In the paper "Heuristic approach to the Kolmogorov-Smirnov theorems" by J.L. Doob (1949) it's mencioned this well-known theorem: If $\zeta=\{\zeta_{t}|t\geq 0\}$ is a Brownian motion then $$...
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Credit risk book reference

Credit risk is a beautiful field that relies on basic notions of statistics and stochastic processes. I have been studying it, and now I am trying to understand the market models such as KMV, ...
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What has metric learning achieved and what is the most prominent example in this field?

Can someone please educate an ill-informed person like me as to what the field of "metric learning" has achieved, e.g., a prominent example, and what are some of the most successful/...
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How do I model conditional logit when some of the alternatives are not available to some individuals?

I am using conditional logit with discrete choices and random coefficients for some of the variables. There are 9 alternatives in my model that are the same for everyone in the sample. However, some ...
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31 views

Elaborate Primers (books) on time-series decomposition and factorization?

I am looking for masters or PHD level books and flagship papers on time-series decomposition including mathematical notations/theorems. I recently did a biology bachelor's thesis on singular spectrum ...
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32 views

Is the so-called “maximum likelihood” problem for linear regression really a “conditional maximum likelihood” problem?

I am reading the highly praised “Mathematics for Machine Learning” by Marc Peter Deisenroth, A. Aldo Faisal, and Cheng Soon Ong. And in their development of the linear regression model, they write, ...
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Is there a measure of the robustness of a statistic?

I got a question today when talking about mean and median, IQR and variance. Is there a numerical measure of the robustness of a statistic? I must confess that I had never thought about that before, ...
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22 views

Compare two curriculums?

A number of different courses at our institution teach the same skill. We're looking at developing an overall curriculum for everyone to use while teaching this skill, and would like to compare it to ...
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47 views

Moments table for Johnson SU distribution reference request

The Johnson SU distribution has 4 shape parameters ($\delta,\gamma,\lambda,\beta$). Below shows the range of skewness and kurtosis values that can be attained using the Johnson SU distribution (SU). ...
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Reference: Convergence rates for ordinal ranking

I'm looking for results on convergence rates for ordinal ranking. In particular, I'm interested in how fast the ordinal ranking loss converges to the Bayes ordinal ranking loss under various ...
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11 views

Technical name for difference between largest and second largest element in sequence

Let $X_1,\ldots,X_n$ be a sequence of $n$ real numbers (for example, iid random variables, etc.) and let $X_{(k)}$ be the value of the $k$th largest number, so that $X_{(1)} \ge X_{(2)} \ge \ldots \ge ...
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1answer
42 views

On the existence of rule of thumb for machine learning algorithms

I want to know if there are conditions about the minimum number of observations to have (the relation between the number of variables and the number of presence and absence records) in order to use ...
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1answer
77 views

Causal Inference After Feature Selection

I am interested in this forum's thoughts concerning the use of LASSO for feature selection in a high dimensional dataset and subsequent OLS regression to adjust for confounding on the most frequently ...
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22 views

I need help finding an original reference for estimating random sampling error from an isolated sample

I have read many times, particularly in texts on meta-analysis and sampling theory, that it is impossible to estimate the sampling error of a parameter estimate (like an effect size) from an isolated ...
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27 views

Reference for spar parameter in R's implementation of the smoothing spline

In the R's implementation of the smoothing spline which is smooth.spline function, there is a parameter, called spar that ...
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1answer
21 views

Probability limits resource

I am learning about econometrics and am struggling with the proofs and applications of probability limits and how they about central limit theorem (CLT) and the law of large numbers (LLN). Does anyone ...
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1answer
92 views

Can anyone point me towards tutorials describing how to use the Kalman filter for forecasting?

I am trying to find any guides on how to use Kalman filters with ARIMA models but the only sources I have found have been highly technical that I can't really understand. Can anyone point me towards ...
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1answer
27 views

Approximation/sampling of complex Likelihoods

I would like to ask a quite vague question, in order to gather references and ideas about that topic. My question is the following: In cases where the computation of Likelihood in Bayesian framework ...
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1answer
39 views

Undergrad sources for information theory

If this is out of topic and going to be closed, I will appreciate to know where it is right to ask this question, as I am kind of lost right now. I am a software engineering BSc, and recently started ...
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1answer
49 views

Literature Tips: Interaction Effects Typically Smaller than “Main Effects” (in econ/soc-sci)

I am looking for literature dealing broadly with the hunch pretty much everyone has in econ/social sciences: main effects of a treatment are typically larger than interaction effects. Of course, this ...
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1answer
57 views

Reference request for t-distribution GARCH maximum-likelihood estimation

This video's second half formulates the GARCH autoregressive model combined with the heavy-tailed t-distribution (t-GARCH) and implies its log-likelihood function based on the first half's derivation ...
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19 views

Time series analysis with applications in python

Can some one recommend a time series textbook with good theoretical coverage and Python examples rather than R ?
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1answer
27 views

How do you analyze an unbalanced fractional factorial design?

I'm interested in learning about unbalanced fractional factorial designs. If they are possible to analyze, what are the drawbacks to using them? Just usual loss of orthogonality? How does analyzing ...
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28 views

book suggestion about statistical tests comparison with R

Is there any book with examples on how to compare two statistical tests in R? For example, I'd like to see the possible differences in significance level and power between the chi-square test and the ...
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1answer
80 views

Examplary applications of Pearl's theory of causality

Causal theories described in Pearl (2009) seemingly find more and more attention in methodological papers (Elwert and Winship, 2014; Pearl, Glymour and Jewell, 2016; Lewbel, 2019; Imbens, 2019). But ...
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80 views

Who invented the concept of over-fitting?

I list the references that I found so far. Shortly, the first appearance of the term was in 1670, first appearance in in close meaning was in 1827, first appearance in a biological paper was in 1923 ...

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