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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43 views

To split or not to split a data set (when using lift to assess logistic regression)

I am designing a marketing campaign to raise money for a charity. I have a limited budget for my mailing campaign, so I have to send my mail to a selected group of people. I have data from past ...
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0answers
25 views

Correlations of the variables selected by canonical correlation analysis

I do a canonical correlation analysis (CCA) to "integrate" two types of data. My advisor understands better correlations, so I made the correlations between the selected, by the CCA, variables (those ...
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0answers
23 views

kernel publications

What are some contemporary papers that provide the reader with a complex overview of kernel functions used nowadays in machine learning?
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0answers
34 views

natural language understanding algorithms [closed]

I am doing some research into how smart personal assistants work like siri, alexa etc. I have found that it is using automatic speech recognition to turn the speech into weighted text form and then ...
3
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1answer
77 views

Categorical Data Analysis or ML methods?

What is the difference between classical categorical data analysis (as taught by e.g. Agresti's book Categorical Data Analysis) and the classification-related methods from ML (as taught by e.g. The ...
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0answers
16 views

Help with starting a feedforward neural network for wind power forecasting

I am new to Machine Learning and Python and my task is to Predict wind power based on previous wind speed data. I have implemented this before using SVR. So I understand some basics. But now I'd like ...
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0answers
259 views

Analyzing training error vs. empirical error

Suppose I have a random variable $X$ with values in $\mathbb{R}^n$, and a function $\mathscr{L}:\mathbb{R}^n \to \mathbb{R}$. In practice $X$ could represent a distribution of data, and $\mathscr{L}$ ...
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0answers
6 views

Reference request for parametric bootstrapping theory [duplicate]

Where is a good reference for the theory behind parametric bootstrapping (use MLE estimates as parameters of a distribution,then simulate from that distribution using those estimates as true values)? ...
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0answers
71 views

Textbook self-study advice

I am finishing 'Introduction to the Theory of Statistics' (Mood, Graybill, Boes). Now I want to learn how to do statistics but with many variables (matrices). I am considering the following books: ...
0
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1answer
278 views

What is the basic difference between Naive and Optimal Bayes classifier? [closed]

What is the basic difference between Naive and Optimal Bayes classifier? What can an Optimal Bayes Classifier do which a Naive Bayes Classifier can't?
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1answer
85 views

N-Urns N-Color ball modelling as Markov Chain

I am trying to model a system which can, mostly, be simplified to elements of different groups changing groups among themselves. I want to understand how frequently the elements change group and how ...
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0answers
10 views

Low proportion of exposure level in some groups in multilevel model

I am working on a two-level multilevel model. My outcome is binary and I am fitting a logistic regression. The main exposure variable/explanatory variable of interest is 3 levels (0,1,2); there are ...
1
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1answer
64 views

Do you know of business applications of Reinforcement Learning?

I'm looking for literature on the application of Reinforcement Learning (RL) algorithms in a business context. Most articles and examples in books on RL are about the application of RL to games (...
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0answers
25 views

Find the resource pages of evaluations on human learning rate against deep learning

Maybe one year ago I read a paper about the comparison between humans and machines' learning rate. It says the human can learn fast in the beginning then get slower later, machines oppositely. I lost ...
0
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1answer
627 views

Casella and Berger vs Wasserman to acquire a good statistics foundation?

I'm interested on acquiring a strong foundation in statistics. I have just finished Introduction to Probability by Joe Blitzstein and I'm looking for a good book on statistics before moving to The ...
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0answers
38 views

Learning with noisy labels - how much more data do we need?

Suppose we have want to perform supervised learning on a dataset with binary labels. The training set is of size N, and we achieve performance (let's say, accuracy) of A% on the test set. Now, ...
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0answers
90 views

Asymptotics for Parametric MLE for Right-Censored Data

Many books and articles in survival analysis state that under the appropriate regularity conditions, that for a parametric failure time distribution and the assumption of random non-informative right-...
7
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2answers
117 views

What are the recent works and research scope in asymptotic inference (large sample theory)?

What are some current significant theoretical work that has been done in the field of asymptotic inference / large sample theory? What is the research scope in this field right now? Is there any open ...
0
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1answer
143 views

What is the difference between HAC and PCSE?

I have data consist of 88 companies in 5 year (440 observations) and used 3 independent variables with 3 control variables (total 6 variables). I have already test the best model for my data and the ...
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0answers
64 views

Neural network for sales revenue prediction

I'm coding up a neural network without a framework - to predict sales revenue for a shop from product prices. (Not sure if that is a common approach - as I haven't found any literature on this ...
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0answers
26 views

Frequentist Methods for Bayesians

Over time I've learned that many (most?) methods used in classical statistics can be interpreted as evaluating a Bayesian model in some plausible way while I find the standard explanations much less ...
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0answers
74 views

Lower bounds on covering numbers for sparse vectors

Consider the set $S_k$, which is defined as the subset of $k$-sparse vectors in the unit sphere in $d$ dimensions: $$ S_k \triangleq \left\{ x \in \mathbb{R}^d : \| x \|_2 = 1, \, \left|\operatorname{...
2
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0answers
112 views

Backpropagation in capsule networks

Trying to create a capsule network implementation, I've browsed through several tutorials and code sources, but was unable to find how back-propagation for capsule networks is implemented. It is not ...
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0answers
42 views

When is the convolution of symmetric bimodal densities unimodal?

Let $X$ and $Y$ be real valued random variables with densities $f_X$ and $f_Y$. It is well known that if $f_X$ and $f_Y$ are symmetric about zero and unimodal then their convolution $f_X \ast f_Y$ is ...
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0answers
78 views

How does the “Carlisle method” work? (used to detect improper randomization in studies)

The NPR news article Errors Trigger Retraction Of Study On Mediterranean Diet's Heart Benefits refers to something it calls the "Carlisle method" of analyzing results of published studies to look for ...
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2answers
975 views

Difference between Univariate Linear Regression and Simple Linear Regression?

Is there any difference between Univariate Linear Regression and Simple Linear Regression? If so, what is the difference exactly? It seems both of them are exactly same. I would appreciate if anyone ...
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2answers
75 views

Teaching (very elementary) statistical modelling

I've been asked to contribute some lectures (or parts of lectures) to a course on "Mathematical Modelling", from a statistical perspective. This is to a rather mixed group of Mathematics ...
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0answers
23 views

Dickey-Fuller test for ARX models

I can't find any source that mentions whether or not the Dickey-Fuller test (or the augmented one) is suitable for an auto-regressive model with exogenous inputs. Is there any literature source for ...
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0answers
16 views

Considering Test Error when Computing Classification Confidence

Given is binary classifier, which, together with the class-label also returns a corresponding probability/confidence, e.g., logistic regression. Even with only very few training examples, such a ...
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0answers
80 views

Any bibliographic reference for description of venetian blind cross validation method?

I need a complete description of venetian blind cross validation method,
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3answers
275 views

Textbooks on GLMs outside of Bernoulli, Binomial, and Poisson?

Edit: The question What is the best book about generalized linear models for novices? does not answer my question. For one thing, I have essentially all of the books mentioned in the answers to that ...
0
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1answer
203 views

Which method to use for Initializing K means center? [duplicate]

There are different methods which are proposed for initialization of K means, but is there any literature that lists the merits and demerits of each one.(some sort of survey) Most popular one is i ...
2
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2answers
290 views

What is a good public data set for hierarchical time series forecasting? [closed]

I'm trying to unit test a script for hierarchical time series forecasting, and I was wondering whether there is a public data set that can be used as a good example of hierarchical/grouped time series?...
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0answers
37 views

How to choose which machine learning subjects to skip for later?

First, let me preface by admitting that I don't know if this question is off-topic for this site. It is important enough to me that I am willing to risk the inevitable backlash in case it is off-topic....
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0answers
122 views

Reducing variance of estimator using sample variance?

I want to estimate the mean of some distribution given some samples, but I would like to minimize some specific expected cost, where outputing a number higher than the true mean hurts me more than a ...
5
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1answer
104 views

Covering the unit sphere with sparse vectors

I'm looking for references for covering the $d$-dimensional unit sphere $$ \mathbb{S}^{d - 1} = \left\{ x \in \mathbb{R}^d : \| x \| = 1 \right\} $$ I'm trying to cover $\mathbb{S}^{d-1}$ with ...
5
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3answers
366 views

LASSO: selection of penalty term: “one-standard-error” rule

I'm studying LASSO regression, in particular the choice of the optimal tuning parameter. The glmnet package and the book "Elements of Statistical Learning" offer ...
5
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1answer
114 views

Can “cross-validation” be used to choose a prior?

To be clear, I doubt I am using the term "cross-validation" correctly here; what I am suggesting also seems similar to "boot-strapping" and "hyperparameter tuning". Terminology is not my strength. ...
2
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1answer
126 views

Is it possible that ridge logistic regression will also reduce coefficients to exactly zero? [closed]

I have 105 predictors which contain dummy, numerical, and nominal variables. The output variable is dichotomous. I ran ridge logistic regression in R, using the following syntax: ...
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0answers
18 views

Tools for self-study: Constructing and understanding systems of distributional families

I am looking for a resource that probably does not exist, but, well, hope springs eternal. I have become increasingly interested in the process by which distributions are discovered or invented. ...
1
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1answer
138 views

Time series analysis: alternative to Brockwell & Davis [duplicate]

I have a problem - I bought a book "Introduction to Time Series and Forecasting" by Brockwell and Davis. The first chapter was ok, but now at chapter 2 I am totally lost - I cannot figure the main ...
3
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1answer
175 views

Decomposition of single variable into mean and dispersion around mean

Consider a survey of firms of size $n$. This survey includes, among other variables, the average wage of workers in firm $i$ ($x_i$) and the number of workers in the firm ($L_i$). Both are random ...
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0answers
26 views

Unit Roots For Dummies book?

After reading the intuitive explanation of unit roots by Whuber on this website, I am motivated to find out more about them. What book would people recommend that gives a clear explanation of all ...
1
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0answers
94 views

Elastic net consistency for time series case

I am looking for a paper that proves elastic net consistency (in estimation and model selection) for time series setting (non i.i.d. errors). I have found papers for LASSO and adaptive LASSO but after ...
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0answers
1k views

Classification with 500 Categories

Currently I am working on several projects with classification algorithms. The number of categories is very high (between 100 and 4 000, but let us assume it is 500). Which algorithms are suitable ...
1
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2answers
43 views

Learning time series analysis in hydrogeology

Good morning, I know there are some similar questions, but I'm asking anyway since I didn't find a suitable answer for what I'm looking for. I've got some daily hydrological data about a spring, ...
4
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0answers
173 views

Why is long-run variance a positive function of the spectral density at frequency zero?

Müller (2014) provides the following definition of the long-run variance $\omega^2$: $\omega^2=2\pi f(0)$ where $f(0)$ is the spectral density of a time series process, evaluated at frequency zero. ...
2
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1answer
99 views

Are there good recent (i.e. year 2018) papers and discussions on the issue of “Statistics vs. Machine Learning”?

I try to get an overview about the most recent discussions of how machine learning and classical statistics differ. There is an excellent discussion on this issue here on stackexchange ( The Two ...
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4answers
2k views

Textbook on the *theory* of neural nets/ML algorithms?

Every textbook I've seen so far describes ML algorithms and how to implement them. Is there also a textbook that builds theorems and proofs for the behaviour of those algorithms? e.g. stating that ...
2
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0answers
56 views

rule for Normality skewness $<|2.0|$ , kurtosis $<|9.0|$?

Quoting: As can be seen in Table 1, the experimental and control group distribution were sufficiently normal for the purpose of conducting a $t$-test (skewness $<|2.0|$ , kurtosis $<|9.0|...