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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21 views

Textbook suggestion: Multivariate Data Integration and PLS

Apparently Partial Least Squares regression is very used in my field of research. I am looking for an applied textbook that covers Multivariate Data Integration methods, especially PLS and ideally its ...
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36 views

Good reference book for linear statistical models? [duplicate]

My Ph.D. training is mostly in applied mathematics. I'm interested in learning materials of linear statistical models, especially their applications in data science or statistical machine learning. Is ...
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8 views

Spatial point pattern modelling where the observation of points are uncertain?

I am wondering if there is any literature on this issue. My problem here is not regarding the location uncertainty of the points, it is rather that I am not sure if a point is indeed an event ...
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7 views

Spatial change-of-support from coarser areas to smaller, nested areas

I'm working with survey data and for $N$ larger domain units (in this case, spatial) I have an estimate of some response variable $y_i$ and covariate vector $x_i$ for $i\in \{1,...,N\}$. In each of ...
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18 views

Why is the block size in ResNets usually 2 or 3 layers and not more?

Is there a reason why only 2 or 3 layers are skipped by a shortcut connection? What benefits would it have to skip more than 3 layers? I do not find an obvious answer besides that increasing the block ...
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Linear model vs duration model

I'm wondering what are the advantages of duration models vs linear, treatment effects models. Does anyone have any advise or references?
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52 views

Statistical modelling books that DON'T go easy on the math

I'm looking for a book on statistical modelling techniques that doesn't skimp on the derivations, probability theory, calc and linear algebra. A lot of books seem to be designed for people who don't ...
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1answer
55 views

Reference request for contemporary monographs on minimax theory

Are there any contemporary monographs on minimax theory$^1$, and if so, what are they? So far, I have seen minimax theory given some treatment in Theory of Point Estimation by Lehmann and Casella (...
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3answers
62 views

Looking for modern references in Mathematical Multivariate Statistics

I know this question has been asked many times but all the answers seem to suggest old books or otherwise do not seem updated. Also, most these questions do not really seem to cater to my particular ...
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10 views

Is polynomial regression doomed to only work for data set with tiny amount of features?

Consider curve fitting for a dataset $D = \{(x_i, y_i)\}$, $i = 1, \ldots, N$, $x_i \in \mathbb{R}^f$, $y_i \in \mathbb{R}$. Here, $f \in \mathbb{N}$ is the number of features associated with the data....
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33 views

When and why to use specific probability distributions?

I'm a graduate mathematics student and I've taken several courses on statistics, probability theory, stochastic processes and machine learning. In all the textbooks I consulted and all the classes I'...
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6 views

AdaBoost Regression Prediction Inequality

I have created an AdaBoost regression model from scratch in Python but ran into a rare occurrence where a prediction can not be made for an observation in the testing data. I have followed section 3 (...
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1answer
38 views

Scaling formula (reference required)

I came across a very good scaling formula to scale theta based on Item Response Theory to the scale of 31-68. The original post is here. The formula looks like this: $f(x) = \frac{(b-a)(x-min)}{max-...
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5answers
105 views

Recommendations for Linear Algebra Self Study (PhD preparation)

This is my first post, so I do apologize if I’ve missed something important. I’m preparing to pursue a PhD in statistics, and I’ve recently realized that my linear algebra knowledge is not “up to par.”...
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0answers
77 views

Books / Guides / Courses for mixed model? [duplicate]

I have started working for a pharmaceutical firm as a junior statistician recently . In the daily basis I work with lots of studies where I have to apply the mixed models in order to demonstrate the ...
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1answer
17 views

How is the threshold parameter practically selected for Scikit learn's decision tree algorithm and how to determine depth of tree?

I am referring to the so-called optimized CART algorithm that is explained on Scikit learn's website: https://scikit-learn.org/stable/modules/tree.html#mathematical-formulation I would appreciate if ...
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37 views

How are parameters in graphical models learnt?

This is a request of a good reference. I wanted to have a better understanding of graphical models and I am reading "Pattern recognition and machine learning" of Bishop. chap. 8 (Graphical ...
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1answer
68 views

Testing pre-trend in DID

I follow Dasgupta, 2019 to set up the control and treatment variables for staggered implementation of laws among countries as events. The treatment and control groups are explained in one topic. I am ...
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10 views

validation and test set definition for active learing with rare classes

Context I've got an active learning problem with an event rate of about 1%. The data is a panel, individuals over time. We have a proxy label that is highly correlated with the true label within ...
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8 views

Best practices for creating a customized report based on user form input?

My Question What are the best practices for creating a customized report based on a user form input? Specifically, how do I create an easy to maintain system which takes user input which is collected ...
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1answer
80 views

Posterior derivation of normal model

Working through the book Bayesian Essentials with R by Jean-Michel Marin & Christian Robert I am trying to work out the posterior for the model given on page 29 when the data is from a normal with ...
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1answer
34 views

Is there a definitive source for interpreting effect sizes?

I have used Kruskal-Wallis and Wilcoxon's rank-sum test for some analysis. For calculating the corresponding effect sizes, I have used: epsilon-squared for the Kruskal-Wallis test r-squared for ...
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1answer
28 views

Two question about a decision tree algorithm I found online

I am trying to learn decision trees but it has been difficult because the examples are extremely long and tedious and everybody seems to have a different algorithm in mind After some digging I found ...
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1answer
25 views

Which is the original source for the Augmented Dickey Fuller test?

Which paper first introduces the Augmented Dickey Fuller (ADF) test? Wikipedia does not mention any particular citations this paper (#1 on google scholar when searching for the test) does not ...
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10 views

panel data model and variable selection?

I am looking for a reference to perform variable selection with panel data. I have 9 variables and want to test which variables to keep or remove. Someone recommended step-wise analysis, but I cannot ...
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0answers
8 views

Generalisation of the formula for a semi-partial correlation coefficient

There are several places (e.g. this SE answer), where the formula for the semi-partial correlation coefficient of a variable $x$ with $y$, controlling for another variable $z$, say, is given as $$ r_{...
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2answers
39 views

Statistics reference for measures of agreement?

I am looking for a statistically-oriented textbook (accessible to one who has knowledge of the material in Casella and Berger's text) which explains the theory behind measures of agreement - e.g., ...
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1answer
31 views

Advanced book multivariate statistics

I am looking for a somewhat advanced book on multivariate statistics. I don't mind if there is a lot of math in it, and I prefer R above SPSS. I'm looking specifically for a book that mentions PCA, ...
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0answers
82 views

On a heuristic example to show that the likelihood function “does not contain all the information in the data.”

As part of self-study, I am reviewing arguments I found tricky from Larry Wasserman's course notes "Intermediate Statistics Fall 2016, Lecture Notes 6: Likelihood". In particular, I have a ...
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26 views

Multivariate time series models for stock market prediction that utilizes the macroeconomics data

I wonder what Machine Learning models/library will work best if we want to build a forecasting system of S&P 500 index that is not just based on the daily market data, but also the macroeconomics ...
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26 views

Textbook for Computational (Bio)Statistics from scratch?

I have a background in Machine Learning (ML) but I am going to work with more “traditional” advanced statistical methods for my PhD. For ML, there are several university-level textbooks that explain ...
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7 views

Good resources on how to interpret Aalen additive models (survival)

Could anyone recommend a paper or a book on how to interpret an Aalen additive regression? I am new at this, so the simpler the explanation the better. Thank you in advance.
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1answer
195 views

Why do we use term “population” instead of “Data-generating process”?

I have always been confused about the use of the term “population” in statistics. In my first statistics course I was taught that we need a sample, because surveying the whole population is too costly....
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15 views

Table of relative entropies of common distributions?

Does anyone know where I can find a reference table of relative entropies between common distributions? Despite spending some effort searching, I can't seem to locate one.
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1answer
27 views

Bootstrap consistency for maximum likelihood

I'm looking for references (textbook if possible) that treat the strong consistency of bootstrapped maximum likelihood (MLH) or more generally M-estimators. By strong consistency I mean that the ...
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1answer
27 views

Experimental Design resources request

I am working my way through the book Experimental Design by Berger, Maurer and Celli and was wondering if there are supplementary materials (such as video lectures) which are easier to digest. The ...
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1answer
36 views

Step-by-step explanation of Likert scale/item statistical analysis?

I am looking for resources (books, online, articles) which have a step-by-step explanation of how to test hypothesis using Likert scale/item data. So far, I've learnt that non-parametric methods are ...
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1answer
34 views

Could someone reccomend any good books to start with machine learning? [closed]

I have no experience, so something simple, yet effective would be perfect.
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2answers
74 views

Resources on statistical inference

I plan to do a course on statistical inference, and would like to ask if anyone could recommend any useful texts. It will include topics such as sufficiency, likelihood, Bayesian approaches (& ...
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1answer
59 views

Modern statistics (with a focus on hypothesis testing) textbooks balanced in terms of rigor and the applied aspect

I work as a data scientist at a product-oriented company. I guess I will not surprise anyone on this website that it's getting more and more popular for companies with enough data and resources to ...
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26 views

How much linear algebra is required for JD Hamilton’s time series analysis self-study?

Asking for a friend who skimmed through JD Hamilton’s time series analysis book who said there’s many matrices. How much linear algebra is required?
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1answer
18 views

Introductory reading on vine copulas

I am looking for a gentle introduction into vine copulas and R-vines in particular. (There is a related thread for copulas in general, but the answers there do not seem to contain an introduction into ...
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1answer
31 views

Is it harder to estimate the variance of a Gaussian compared to its mean?

In various ML talks I keep hearing that variance estimation is harder than mean estimation but I never really get why the above statement is correct. Is there a theoretical argument or a published ...
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2answers
83 views

In optimization, is there a distinction between “implicit/natural” and “explicit/designed” constraints?

For example, I wish to optimization a function which has a log term $\log(x)$ Now the very presence of the log term induces a constraint which says $x > 0$. The case $x = 0 $ might be a bit ...
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0answers
26 views

Good books on autoregressive distributed lags (ARDL)

I would like to find a book on ARDl not part of a general time series book, but focused on ARDL primarily (I have read books on time series and articles on ARDL already - I want an extensive treatment ...
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1answer
70 views

When are circular statistics needed (reference)?

I have a set of data of measurements for the lateral angle of the internal acoustic meatus (it's an angle between the canal of our inner ear and another bone structure in our skull). The measurements ...
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0answers
23 views

Dimensionality Reduction on Mixed Data

If you have a dataset with not only numerical data, but also categorical and boolean. How do you approach doing dimensionality reduction to this dataset. The standard algorithms only work with ...
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0answers
14 views

Gaussian random fields and multiple-output Gaussian processes

This CV post asks about the definition of a multiple-output Gaussian process. Although the definition seems to be clear that a multiple-output Gaussian process is a ''Gaussian process'' that gives us ...
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0answers
17 views

Best Time Series Analysis Book for Self Learning? [duplicate]

I am an M.Stat student and I was interested in Time Series but the course won't be available at my University until the semester after I graduate so I wanted to self teach the topic. I have some ...
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46 views

Resource of python statistics problems and their solutions [closed]

I am learning ML / DS, after learning Pandas, I found a lot of Pandas exercises to practice like this https://github.com/guipsamora/pandas_exercises Can anyone share such exercises with a solution for ...

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