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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20 views

Expected value for f(x) [on hold]

I am reading an article and trying to extend their case to a multivariate case. I have the function $f_{i} (x)=\frac{1}{|Σ|}f_{0}((x-μ_{i})'Σ^{-1}(x-μ_{i}))$, and I am trying to find $∫xf_i^2 (x)dx$ ...
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16 views

“Simple” boundary correction method in kernel density estimation

I'm new to kernel density estimation and have a rough idea on boundary bias. When correcting for boundaries, I tried to use boundary correction method as "simple" which is available in R. Once I ...
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1answer
31 views

Literature on Bayesian stuff with Normal Distribution?

I am writing something on Bayesian Analysis involving the normal distribution. I know that the conjugate prior is the so-called normalized Gamma inverse distribution, I know the update rule for the ...
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0answers
22 views

Properties not yet proven for neural networks but proven for regression

This question is a bit vague: Are there any properties postulated for feed-forward neural networks which are not yet proven and have a known analogue in classical linear regression analysis?
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7 views

Reference request: Table of probability mass function / probability generating function pairs?

I have a probability generating function $G(z) = \sum_{k=0}^\infty z^n p(n)$ for a discrete random variable which is somewhat complicated. I would like to "invert" it to obtain the pmf $p(n)$, which ...
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12 views

Extension of Potts model with non-constant interactions?

Is there any work that extends (allows) Potts model to have non-constant interactions between the lattice points? Specifically, the interaction matrix is a symmetric matrix that can have both positive ...
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3answers
109 views

Regression model with aggregated targets

Similar as in this self-answered question, I want to ask about possible approaches for modelling data with aggregated targets, i.e. things like $$ \bar y_{j[i]} = \alpha + \beta x_i + \varepsilon_i $$...
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2answers
215 views

Literature review on non-linear regression

Does anyone know of a good review article for the statistical literature on non-linear regression? I am primarily interested in consistency results and asymptotics. Of particular interest is the ...
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0answers
11 views

How to start with ARIMA? [duplicate]

Which book or standard procedure to read first? My basic want is to start on Time-Series Analysis. I need to understand ARIMA from beginner level and be able to answer basic questions on it.
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42 views

Who to attribute information gain to?

I am writing a paper where I examine information gain specifically with regards to feature selection and am wondering what the proper reference should be. I have looked all over and I can't find a ...
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35 views

error in the book “A first course in Machine Learning”?

I am reading the book "A first course in Machine learning". At page 74 when talking about the maximum likelihood solution, considering the data matrix X 2x2, he ...
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1answer
51 views

Batch Normalization or just z-normalization as a Nonlinearity

It is already common to do something "like"**(see asterisks below) z-standardization of the outputs of one neural network layer before passing it to the next. z-standardization would transform the ...
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1answer
59 views

Decide for three Bernoulli samples are some of them from the same distribution (or non of them) ? (do not use t-stat ) [duplicate]

Please pay attention, I am interested in Bernoulli samples, and hope to find criteria specific to Bernoulli distribution, not using s Student's t-statistics or Mann-Whitney or etc., since their use ...
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1answer
88 views

What does one expect from a great course of time series? [closed]

I usually teach finance (asset pricing and equilibrium models), quantitative economics (linear algebra and optimization), econometrics, computer science introduction to programming and machine ...
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10 views

What is the relationship between risk ratio and weight of evidence?

I've been reading about risk ratios as typical measures in clinical settings. In finance and credit literature, there is the weight of evidence measure to encode and study variables. Is there a ...
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0answers
76 views

What are good sites or blogs for statistical analysis case studies?

I'm NOT looking for articles that focus on presenting R/Python libraries or how-tos on new/cool/advanced techniques or "data science". I AM looking for articles that show how classical, established ...
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0answers
21 views

Advice on preliminary ML resources [duplicate]

So I’m a first year student and I really want to get better at machine learning. I’ve implemented GANs, Deep Q Learning, autoencoders etc using Tensorflow. I haven’t really played around with linear ...
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30 views

Recommended textbooks for student majoring in applied statistics [duplicate]

I am currently a second year science student double majoring in biochemistry and applied statistics. The stats course im doing this semester (Statistical Theory) is focused on joint probability ...
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0answers
36 views

Long-run covariance matrix estimators with Ledoit-Wolf (2004) shrinkage; what methods exist?

Ledoit and Wolf ("A Well-Conditioned Estimator for Large-Dimensional Covariance Matrices", 2004) proposed an estimator for the covariance matrix of a data set, $S^* = p I_d + (1 - p) \hat{S}$ with $p \...
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0answers
30 views

Reference thesis for outliers in likert scale data

I have a data set that was collected in form of a liker scale through questioners. Now, i am trying to eliminate or identify outliers in my data. By far, from all that i have been able to search, ...
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3answers
505 views

Are there highly cited papers on statistics that have actually spread poor statistical practices?

There are obviously many ways to abuse statistical methods. Do you know of any examples of poor statistical practice that were first published as explicit advice (e.g. "you should use this method to .....
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0answers
57 views

Pre PhD preparation: What should I focus on? [closed]

I am going to start my PhD in Statistics next fall and I am currently studying some math (in part because I don't want to stay too much time without studying something and in part to be sure that I ...
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1answer
20 views

Assuming equal changes in terms of percentage points for two populations. Very easy question, but a reference needed

How to explain to non-statisticians that if we have e.g. obesity rate equal to 40% in men and 12% in women, the target values in men and women in 2030 should NOT be equal to 38% in men and 10% in ...
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1answer
48 views

Reference books on uniform spherical distributions in multiple dimensions [duplicate]

QUESTION What is a citation of a book whose scope includes the uniform distribution [1] that is generalized to an $n$-ball [2]? Among other things, I'd like to read a book that include such ...
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2answers
37 views

What is the name of this simple discrete sampling algorithm?

I have a vector of probabilities $p \in \mathbb{R}^n$ which I have never seen before. I would like a single sample from the indices $(1, 2, \ldots n)$ according to the distribution defined by $p$. ...
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1answer
45 views

Motivations for experiment design in statistical learning?

My interests in statistics centre around statistical learning, including Bayesian inference, inference in combinatorial spaces, Monte Carlo methods, Markov decision processes, modeling stochastic ...
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0answers
26 views

How to perform regression with different error variances? [duplicate]

I have two series of measurements values, first series is X and second is Y. I need to model Y as a function of X, where I know the method that was used to measure X is two times better then the ...
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0answers
18 views

Any research on learning Bayesian network structure with a limit on the parent set size?

Learning a maximum-scored Bayesian network structure with bounded treewidth is rather popular in recent years, as stated in the paper A survey on Bayesian network structure learning from data in 2019. ...
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1answer
35 views

Statistical analysis book query

I know there are many questions that ask for book recommendations but I'm wondering is there any text that teaches entirely through the analysis of real data sets. Doesn't matter if it's time series, ...
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3answers
2k views

What does Fisher mean by this quote?

I keep seeing this famous quote everywhere, but fail to understand the emphasized part every single time. A man who ‘rejects’ a hypothesis provisionally, as a matter of habitual practice, when ...
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0answers
27 views

Statistics books with applications in quantitative finance

I am a Pure Maths PhD. As I would like to venture myself into quantitative finance jobs, I need to pick up statistics, programming and finance. I have been reading time series analysis by Hamilton ...
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0answers
22 views

Choosing the best aggregation location measure

I'm trying to analyze a granular dataset that is composed as follows: ...
2
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1answer
29 views

Effect size for a trial with pre and post measurements

I have recently been told two different ways to prepare data for calculating effect size (Hedge's g) of a placebo-controlled trial: use post-intervention means of the assessment values for both ...
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0answers
18 views

When was cross-entropy loss proposed/ since when have researchers started using it?

I started to be curious about when was the cross-entropy loss function(and its variations such as class-imbalanced cross-entropy) proposed. Was there any specific literature to refer to? Or does there ...
3
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3answers
69 views

Statistics and machine learning references which require functional analysis background

I am doing a PhD in functional analysis, particularly Banach space theory. Thinking of my future prospect, I would like to venture myself into statistics. However, as I do not want to 'waste' my ...
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1answer
26 views

Useful data analysis methods for engineering applications [closed]

I'm currently working on a dynamic simulation of an already existing product. The simulation is supposed to help in future development of this product by enabling the engineers to get a better ...
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0answers
19 views

What is a “surface” and the “likelihood”?

On Neyman & Pearson, 1933, page 302, Then the family of surfaces of constant likelihood, $\lambda$, appropriate for testing a simple hypothesis $H_0$ is defined by $$ p_0 = \lambda p(\...
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0answers
23 views

Understanding the general theory proposed by Neyman & Pearson

I'm reading Neyman & Pearson, 1933, i.e. Neyman and Pearson. On the problem of the most efficient tests of statistical hypotheses. Philosophical Transactions of the Royal Society of London. ...
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1answer
32 views

Test of ratio within population

Let's say I have two large containers, X and Y, both containing a mix of red and blue buttons (for clothes). Consider the unknown ratios $x$ := #blue / (#blue + #red) in container X $y$ := #blue / (#...
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1answer
24 views

Citation for minibatch processing?

Kind of a silly question, but is there a paper which first introduced minibatching?
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0answers
29 views

Does family of sufficient $\sigma$-subalgebras depend on the reference measure?

Let $\{ P_{\gamma} \}$ be a parametric family of probability measures on $(\Omega, \mathcal{F})$, such that $P_{\gamma} \ll \mu$ for all $\gamma$, for some $\sigma$-finite $\mu$. Consider the Radon-...
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0answers
76 views

What are some examples of reversed usage of “percentiles”?

The technical definition of a "percentile" in statistics is taken from the quantile function; it is the value below (or below or equal to) which a given percentage of values falls. For example, the ...
3
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1answer
49 views

Sufficient statistic for Gaussian $AR(1)$

Question Does the Gaussian $AR(1)$ model, with a fixed sample size $T$, have nontrivial sufficient statistics? The model is given by $$ y_t = \rho y_{t-1}, \, t = 1, \cdots, T, \; \epsilon_i \...
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1answer
31 views

Gaussian sufficient statistic calculation

Consider the Gaussian model $$ Y_i = \beta + \epsilon_i,\, i = 1, \cdots, n,\; \mbox{where}\; \epsilon_i \stackrel{i.i.d.}{\sim} \mathcal{N}(0, \sigma^2), $$ parametrized by $\beta$, with known $\...
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0answers
80 views

GANs for non image data

I'm looking to narrow down the subject for my bachelor thesis: I am currently working on a project, that only offers a small dataset and there will be no more data incoming for now. What I'm trying to ...
1
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2answers
54 views

Time Series and regression analysis online course

I am going to pursue my PhD in Data Science. My BS and MS degrees are in Mathematics. I would like to learn some self-paced statistics online courses to make my PhD journey more comfortable. I never ...
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1answer
38 views

Generalized linear model (GLM) for panel data?

I have a panel data and what I need is to use generalized linear model (GLM), but I am confused; that is, I cannot find any related article in which they have used GLM for panel data. Can you share ...
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0answers
26 views

Reference Request - Comparing deep learning books

There are multiple books on deep learning currently available. I'm primarily interested in the theory and algorithms and less interested in the "practical guide" books really just tell me how to use a ...
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0answers
15 views

Best book for theory of probability and statistics [duplicate]

I need a proof based book to study theory of probability and statistics. I have read that one of the best is Mood & Graybill. I just want that it is proof-based, rigurous, and it talks about ...
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0answers
60 views

book recommendation - statistics in medicine

Could you recommend a book about the implementation of basic statistic concepts in medicine? In particular, I want to find a book that covers principal component analysis, correspondence analysis and ...