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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14 views

Parametric hypothesis testing for non-normal data

Are there any methods to make parametric hypothesis testing assuming that data is sampled from a known but non-normal continuous distribution? I'm glad to see a solution to any particular ...
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Nonparametric hypothesis testing to infer that the population variance belongs to a certain interval?

Let $n \in \mathbb{N}$ be either or small or large. Let $\{x_1 \dots x_n\} \subset \mathbb{R}$ be a random sample generated by a random vector $X \in \mathbb{R}.$ The test(s) I'm aiming for are about ...
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How do we call a more extreme case of fat tails than a power law?

According to Wikipedia the most extreme case of a fat tail follows a power law: The most extreme case of a fat tail is given by a distribution whose tail decays like a power law. That is, if ...
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24 views

Summary of All of Statistics in a useful mind map [duplicate]

Is there a good mind map to summarize all the important concepts in statistics in a useful manner so that a beginner can decide which topics he has covered, which he needs to cover in short term, ...
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Time series reference - Estimating ARIMA models using the Yule-Walker equations and Durbin-Levinson algorithm

I am doing some research related to time-series analysis, and hence was trying to find some good examples of implementations of the common estimation algorithms. For example, I wanted to fit some ...
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1answer
60 views

What is next after finished reading Elements of Statistical Learning?

I am a Pure Maths PhD student specialising in functional analysis. I would like to work as a data scientist after my PhD graduation, particularly in the field of machine learning, deep learning and ...
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2answers
39 views

Statistical Learning book with theoretical content [duplicate]

I'm currently reading the book 'An Introduction to Statistical Learning with application in R(ISLR)', it is very helpful for learning the applications of statistical model, but less complement of ...
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30 views

Reference request - time series analysis book with numerical algorithms

I am working on some applications of time series, and I wanted to find a book that has the numerical algorithms or pseudocode for computing things like AR models, and ARIMA models, using nonlinear ...
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Book recommendation: which ones should I study in order to learn information geometry, copulas and everything in between?

So far I have been studying the theory of copulas for a while and I became fascinated by it. More recently, I read about information geometry which also caught my attention. Having said that, could ...
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Is it possible to calcuale CLV at an early stage for individuals?

I'm working on a project in which we have to predict the Customer Lifetime Value (CLV) for a group of customers. In order to calculate CLV in a non-contractual setting, we use probabilistic ...
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24 views

Best Resource to learn about internal working of ML algorithms for an absolute beginner? [duplicate]

My previous question was about looking for pseudocodes for Boosting algorithms like XGB, Random Forests and LGBM. I figured it would be better if i had some resources to refer to, which would detail ...
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Sources on Hierarchical Bayesian

I am looking for some good source on hierarchical bayesian models. I can find some papers online but I am looking for some textbook or some treatment that is more student friendly than published ...
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Good list of references and books on statistical approximation, simulation and computational methods?

I am looking for books and resources that cover simulation and approximation techniques so that we do not have to follow the strict assumptions held by the many statistical models. With how fast ...
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16 views

Where to learn about expectation

Now, this might sound a little weird, but let me explain. When one has a random variable (like an estimator), one often cares about two things. The first is concentration -- now, I have seen many ...
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2answers
53 views

Supplemental material for Elements of Statistical Learning?

I'm a Scientific Computing PhD student with a strong background in linear algebra, calculus, and numerical methods, and some exposure to probability theory. I've taken a grad level machine learning ...
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0answers
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Reference Request: Ratio of Computational Complexity to Predictive Quality

I remember coming across a "performance metric" which was the ratio between the MSE and the computational time. However, I can't seem to recall the name of this metric or a reference. Does anyone ...
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1answer
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A particular method for estimating the gradient of a log-density from samples

Suppose I have $N$ samples $x^1, \ldots, x^N$ which were drawn iid from an unknown density $P(x)$. Suppose I am interested in estimating the vector-valued function $g(x) = \nabla \log P (x)$. One ...
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1answer
28 views

Poisson regression for modeling standardized mortality ratio (SMR)

I have a data set with individuals with a certain diagnosis who are observed from the time of their diagnosis until death or the end date of the study. I want to calculate SMR for the whole group, and ...
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7 views

Early paper on equivalence of models, loss functions, and regularizers

I'm trying to find an early paper discussing how models, loss functions, and regularizers can all be seen as the same thing. For example, instead of changing the loss function, I can use the standard ...
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1answer
126 views

Likert scale questionnaires with ANOVA and Kruskal-Wallis test

Could someone recommend me sources where I could find illustrated examples, solved by hand and/or using software, on how a Likert scale questionnaire (with more than 1 question, say 10, 20, etc. ...
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1answer
37 views

Psychology books FOR Statistics students

I can find a lot of book recommendations on Statistics for Psychology students. But can anyone suggest some good books for a Statistics student who wants to learn about applications of Statistics in ...
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1answer
73 views

Classification of data tables (each table is an item)

I have to work on a binary classification task where single items to be classified are not single rows of a data matrix, but groups of rows. In other words, I have $N$ data tables of varying size $n_i ...
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1answer
19 views

Recommended Papers on GBM

I am writing my thesis and use a GBM to model insurance claim frequency. As I am currently writing the background, I am looking for good references on GBM. Do you have any recommendations for me? Any ...
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37 views

Posterior distribution for a Gaussian Process with a transformation in a gaussian likelihood

Suppose we are modelling observations y as follows. Our likelihood is normal $ y \sim \mathcal{N}(g(f(x)), \mathcal{I}\sigma^2)$, where $\mathcal{I}$ is the identity matrix and $g$ is some function ...
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1answer
41 views

Inverse transform method on MCMC generated uniform draws

I understand that it sounds like why would anyone do this, but are there any references that use the inverse transform method to draw correlated samples from a distribution $F$ using MCMC samples from ...
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Structural breaks in panel data

Traditionally among practitioners in my field (economics) structural breaks are usually considered problematic in time series analysis and forecasting but not as much in panel data analysis and non-...
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2answers
78 views

How to study statistics

I've been studying statistics for almost a year now, but I feel like I can't advance any further. I've tried by attending advanced classes, but even when I already know the topic I still don't ...
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42 views

Randomised Block Design

Suppose the response of three different treatments, $A$, $B$ and $C$ are measured in two different hospitals of a country. The data are given below. My question is: so far I understand it is a ...
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1answer
28 views

A peer-reviewed source/textbook about correlation between a nominal (IV) and a continuous (DV) variable

I am having really hard time finding a citable source for the method described in the following link: Correlation between a nominal (IV) and a continuous (DV) variable. I found this method very ...
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2answers
114 views

Books or articles to study different forecasting techniques for lumpy and intermittent demand

I am doing a project to forecast demand for an automotive firm making spare parts. Using average demand interval (ADI) and square of the Coefficient of Variation (CV2), I have categorized product SKUs ...
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1answer
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Time Series Modelling problems resources

I've read a portion of "Time Series Analysis and Forecasting" by Brockwell and Davis and I feel like I've gained some theoretical background and intuition. I'm planning on applying for positions ...
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1answer
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Statistical intepretation of ratio of spectral norm of covariance matrix to its Frobenius norm

In statistics, given a covariance matrix $\Sigma$ with singular values $\sigma_1 \ge \sigma_2 \ge \ldots \ge \sigma_p$, is the ratio of its spectral norm to the Frobenius norm, i.e the ratio $\dfrac{\...
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2answers
35 views

Time series books/resources that are unified with linear regression and machine learning?

I know Shumway's book is pretty good, but reading it is like reading a whole new field of statistics. For example, white noise as opposed to just error term. Xt and Zt instead of Y and X, ...
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22 views

Connection of Time Series theory with Functional Analysis

I want to learn some functional analysis for time series. I've heard from my professor that functional analysis becomes more popular in Data Science research. Can somebody give me some hints what are ...
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Sampling the output of a probabilistic classifier

A probabilistic classifier is a classifier that outputs a probability distribution over classes when provided with an input (feature vector). As stated in the linked wiki page above, a single class ...
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72 views

Expected values of the mean squares of the pure error and lack of fit error

I know what pure error and lack of fit error are. I also know that their mean square is their squared sums divided by their degrees of freedom. But then how do we derive the expected values of these ...
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22 views

Non asymptotic error bound for non parametric estamation $f(x)=\mathbb{E}[Y|X=x]$

I am considering the following model: $(X_i,Y_i)_{i=1}^n$ are iid random pairs with $X_i\in[0,1]$ and $Y_i\in\mathbf{R}$. Let $f(x)=\mathbb{E}[Y|X=x]$. Consider an estimate $\hat{f}_n$ of $f$. For ...
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1answer
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Are Bhattacharyya coefficient and total variation distance complementary?

I was reading about total variation distance, and, as I understood it, it should measure how much two probability measures don't overlap. To be clear: in these images Bhattacharyya coefficient is ...
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1answer
68 views

Books to read on ML after ESL (Elements of Statistical Learning)?

I am almost finished reading ESL; Elements of Statistical Learning. I come from a strong mathematical and statistical background, and that was my first book about Machine Learning. What other books ...
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Adversarial examples in mixture density networks?

Mixture density networks (MDNs), first introduced by Christopher Bishop in 1994, are a type of neural network that output a probability distribution over categories. I am wondering what an ...
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27 views

Looking for the right publication with respect to hypothesis testing?

I am wondering what is the top publication(s) that would be both widespread and read by the statisticians having most critical knowledge and judgement on foundational principles of hypothesis testing. ...
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Literature on Binary regression trees

I'm interested in learning how to use binary regression trees. Therefore I would like to know if there are any seminal papers in the development/application of binary regression trees? As well as if ...
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4answers
489 views

Review linear regression

I have recently graduated and want to review some stats topics to prepare for interviews. I was wondering whether there is a good book or some other resource to review linear regression. E.g., I would ...
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1answer
147 views

Source for inter-ocular trauma test for significance

TL;DR: I am looking for the paper that proposed the following "inter-ocular trauma test for statistical significance". Longer version The idea of the proposed informal "test" is as follows. Assume ...
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1answer
31 views

(Reference request) What is the history of the “cross entropy” as a loss function for neural networks?

There seems to be a gap in the literature as to why cross-entropy is used. Older references on neural networks ("ANNs") always use the squared loss. For example, here is one from Chong and Zak "An ...
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How to compute good confidence intervals using knowledge about higher moments

I have an algorithm which, given an input parameter $p\in \mathcal{P}$, runs through a (potentially very large) number of iterations before terminating. I want to approximate the probability (wrt some ...
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0answers
30 views

Where does the Box-Cox Transformation actually come from?

I'm trying to figure out where the actual box-cox transformation comes from. I've looked at the original paper, and some of it's references, but for the most part, it seems that they just drop the ...
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1answer
149 views

Can stats regarding the Coronavirus outbreak tell us anything at all?

Everywhere in the news we hear about numbers of corona-virus infections, deaths and recoveries. In lots of the publications the numbers (especially the infections) are compared with previous days. ...
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Learning Python for Machine learning for mathematical student

I am familiar with mathematics but not with Python for machine learning. I have been reading books to code, but they tend to avoid talking about maths to speak to larger audience. They are well ...
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1answer
21 views

How to handle truncated or missing ranking data in a classification problem?

I'm preparing data for a classification problem that involves matches in a single-player sport. In each match, each competitor is either ranked and thus has a numeric rank; or unranked (rare but can ...

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