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Usage and meaning of specific technical words/concepts in statistics.

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Rotational invariance of PPCA

From here (slide 23) and here (page 5, 4th slide) I understand that it is said that PPCA (probabilistic PCA) is rotational invariant. It can be written as follows: $$\text{PPCA}(X) = [\mu, W, \sigma^...
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31 views

Is there a name for the following “truncated” distributions?

Given a distribution $d$ on non-negative numbers and a threshold $t > 0$, I define the "truncated" distribution $d_t$ where $\left\{ \begin{array}{ll} d_t(x) = 0 & \mbox{when} \ x ...
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1answer
39 views

Factor-loadings vs Variable-loadings

In PCA and Factor Analysis, there is the term loadings, which refers to factor loadings (onto the original variable). Does the term (original) variable loading (onto the latent factor) exist?
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2answers
34 views

What exactly is called “embedding” in dimensionality reduction?

In the following slide I do not understand the definition of the term embedding. In the third paragraph, it says it is a mapping from low-dim. to high-dim, but in the last paragraph it suggests that ...
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How are neural networks taking probabilities as inputs called?

I have been recently reading on different types of neural networks, and was wondering whether a type of deep architectures taking as input probability distributions instead of raw data have a ...
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29 views

What does the word “MNIST” stand for “MNIST database”? [closed]

I read about "MNIST database" on this Wikipedia page which says "MNIST" stands for "Modified National Institute of Standards and Technology". But I see someone uses "MNIST" as "MNIST database" in ...
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1answer
10 views

Term for one snapshot of dynamic data

I want to introduce the data I have taken from a dynamic dataset (GitHub repos) at 12pm today. I want to say the equivalent of "This is the data as of 12pm Sept 4" but am wondering if there is a ...
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1answer
31 views

Technical term for an assumption about probabilities?

There is a term of art that I either never learned or forgot, referring to an assumption in the context of estimating probabilities. I cannot find it in a quick search of Wiki on, for example, the ...
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17 views

In a distribution what do I call regions with high probability mass, that contain smaller peaks within them?

Suppose I have some multimodal distribution as shown below. It has two regions of high probability, highlighted in purple. And within those regions are smaller peaks, highlighted in green. Is there ...
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1answer
37 views

Layman's explanation on stochastic and statistical models

What's the differences between stochastic models (process) and statistical model (analysis). As I understand, a stochastic model (process) simply means it involves random variables, which is basically ...
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19 views

optimizers in deep learning [duplicate]

I'm new to the deep learning field and I've a question that I didn't get for it a clear answer or explanation in the course, I understand the tensors and the idea behind batches but I don't really get ...
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18 views

Confusion over terminology for time series classification

This probably is due to my lack of a reference textbook for statistical modeling of time series, anyway I'm not sure which terms we use to distinguish between two different time series classification ...
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40 views

Are Bias-Variance trade-off and Mean Squared Prediction Error (MSPE) the same?

I was reading about the Bias-Variance trade-off in the textbook "Elements of statistical learning". Is the expected forecast error listed there the same as the MSPE?
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28 views

What exactly should be called “projection matrix” in the context of PCA?

At the end of the PCA algorithm one gets a $D\times d$ matrix $U$ such that $z=U^Tx$ (here $x$ is $D$-dimensional and $z$ is $d$ dimensional with $d\leq D$). In multiple sources on the Web I found ...
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1answer
29 views

Clarification on “intercept”?

I'm currently reading "Competition-Based Dynamic Pricing in Online Retailing: A Methodology Validated" by Fisher, Gallino, and Li. In the paper they mentioned that variables $\alpha_j$ and $\alpha_r$ ...
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0answers
10 views

Exogenous Switching Treatment Regression

Can anyone explain what this term means? I was reading the paper "What Determines Gender Inequality in Household Food Security in Kenya? Application of Exogenous Switching Treatment Regression" https:/...
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1answer
86 views

What's the definition of “Dynamic Regression Models”?

I am trying to learn about Dynamic Regression models. However, the sources on the topic is (relatively) few compared to other TS topics, and so I cannot really get a grasp of where to start. I really ...
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0answers
14 views

Difference between Beta process and Beta regression?

In a layman language, how the difference can be defined between statistical process and the same named GLM such as poisson processes and poisson regression or beta processes and beta regression? How ...
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1answer
70 views

Meaning of “Logistic regression and Cox proportional hazards regression models were multivariable adjusted for age, gender ..” etc

From the abstract to the study titled "Association between the antioxidant uric acid and depression and antidepressant medication use in 96 989 individuals": We examined plasma levels of the ...
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2answers
851 views

“Liberal” p-values?

My question is rather semantic. When a method routinely produces high p-values it is called conservative. Would you call the opposite, i.e. a method with a high type-II-error rate liberal?
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1answer
46 views

What does this paper mean by mean square error?

I'm reading a paper about estimating fetal weight by ultrasound and other techniques. In Table 2 they give descriptive statistics, to wit: of all the examiners, the one with the highest mean square ...
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2answers
211 views

Notation in statistics (parameter/estimator/estimate)

In statistics, it is very important to differentiate between the following three concepts which are often confused and mixed by students. Usually, books denote by $\theta$ an unknown parameter. Then ...
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1answer
49 views

Is there a known name / keyword to describe continuous manual improvement of the labels used to train a classifier?

It may seem like a very basic question to the machine-learning fellows out there... but: I'm writing a paper on a computer-vision algorithm that identifies various events in time-lapse images of ...
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0answers
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Complement of a confidence set: standard name?

In the context of statistical inference, is there a standard name for the complement of a confidence set? For example, suppose $X$ captures the observed data, $\theta$ the parameter of interest, $\...
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1answer
144 views

How is the family of distributions with PDF proportional to $(1+ax^2)^{-1/a}$ called?

Consider a family of distributions with PDF (up to a proportionality constant) given by $$p(x)\sim \frac{1}{(1+\alpha x^2)^{1/\alpha}}.$$ How is it called? If it does not have a name, how would you ...
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1answer
33 views

Using term “evaluate” instead of “estimate”?

Is it ok or mistake to use this words as synonyms? (E.g. to write "we evaluate variance of the estimator by theorem 1" when I mean that we estimate this variance)?
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1answer
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Proper names for data - quantile and rank

Say I have data from a sample of 100 experiments. For a variable, I'm interested in showing the value x with 0.9 probability of non-exceedance, which is equivalent ...
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2answers
79 views

Does generative model have to be machine learning-based?

According to Wikipedia, Given an observable variable X and a target variable Y, a generative model is a statistical model of the joint probability distribution on X × Y, P(X,Y) However, as far as ...
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2answers
56 views

Can I claim Makrov Chain or Hidden Markov Model are simple Recurrent Neural Networks?

If we focus on sequence modeling (discrete time and discrete observations), Can I claim Makrov Chain or Hidden Markov Model are simple Recurrent Neural Networks (Because both of them have "time ...
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1answer
23 views

Autoregressive vs integrated time series model

An autoregressive series is of the form $$ X_t = c + \varphi_1 X_{t-1} + \varphi_2 X_{t-2} + \cdots + \varepsilon_t $$ An integrated series is of the form $$ (1-B)^d X_t = \varepsilon_t $$ ...
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1answer
18 views

How do we call when one model is trained by another?

Suppose I have one model (say, for image classification) as black box. I don't posess it and don't know it's parameters. Suppose it is web API. Then I take bunch of images, classify them by this ...
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7answers
3k views

In Regression Analysis, why do we call independent variables “independent”?

I mean some of those variables are strongly correlated among themselves. How / why / in what context do we define them as independent variables?
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1answer
33 views

Are “feasible generalized least squares” and “iteratively reweighted least squares” the same thing?

These two techniqies seem closely related: Iteratively reweighted least squares (IRLS) Feasible generalized least squares (FGLS) Are the mathematics the same, just different communities (math or ...
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Meaning of “13-term Henderson filter” [closed]

I wonder what the "13" stands for in the "13-term Henderson filter" seasonal adjustment method. I don't understand the meaning of "13" in this method.
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26 views

Log-normal vs. log-linear vs. logging the response variable

I've been reading a lot of Wikipedia pages and StackExchange/CrossValidated posts, and I have come to a point where I realize I do not understand some of the terminology I have been using. What's ...
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2answers
53 views

What does scale exactly mean?

I am not so familiar with statistical concepts. I am preparing a questionnaire to measure underlying constructs that affect pedestrian's road crossing behavior. However, I came across this term called ...
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2answers
66 views

The word for “not well-described by statistics”

I used to know this 25-cent word, and I have forgotten it. It describes a phenomenon where common descriptive statistics like mean and variance misrepresent the individuals or maybe the phenomenon ...
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1answer
51 views

Can redundant/irrelevant features be called a Noise?

Let's say we want to predict job applicant' salary. We have a dataset with following features: {Age, Experience, Education, Astrological_Sign, Weather_Today} 5 features in total. In this set, ...
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0answers
35 views

Understanding how cross-validation works - do I test the entire data set after cross-validation?

QUESTIONs: I will appreciate help on the correct flow on how to create 5 different splits of the data for imbalanced dataset especially or in general and a clarification if in each new run the ...
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0answers
18 views

Name and proper notation for multidimensional systematic sampling

I'm trying to find the official name and formulation of the following sampling technique. I believe it is simply referred to as "systematic sampling", but failed to find a reference describing it ...
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3answers
101 views

How do I call a forecast that is both accurate and precise?

How do I call a forecast (more precisely, a forecasting rule) that is both accurate and precise? Is there a word that expresses both properties combined? I do not mean the forecasting rule is perfect,...
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1answer
869 views

Why the names Type 1, 2 error?

What is the motivation of introducing an additional level of indirection from the descriptive 'false positive' to the integer '1'? Is 'false positive' really too long?
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1answer
18 views

Is there a standard name for a certain parameter for the beta distribution?

The beta distribution is $$ (\text{constant})\times x^{\alpha-1}(1-x)^{\beta-1} \, dx \quad\text{for } 0\le x\le 1. $$ Supposing $X$ to be so distributed, one has \begin{align} & \mu = \...
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0answers
24 views

Raising average: organic approach vs outlier

I'm having trouble articulating a statistics concept concerning averages. As far as I know, there are two ways to raise the average: observation by observation (imagine adding +1 to all observations) ...
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1answer
287 views

In trouble with CDF graph

I'm trying to understand the meaning of this graph, which is a CDF (Cumulative Distribution Function). But I can't. Why is it starting from the top-left corner? I've never found such a graph. And ...
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1answer
45 views

Using apriori algorithm for market basket analysis

While I was studying the formulation of market basket analysis problem in the book Elements of Statistical Learning in the chapter unsupervised learning, I came through the following statement: ...
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1answer
86 views

Terminology, is this a mixed effects logistic regression?

I have built this model in R and I am getting confused with the terminology. For each individual ID I have a number of failures ...
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0answers
19 views

Non-target attribute is imbalanced, is it class imbalance or is there another term?

I have come across the term class imbalance in classification problems. From what I understand, it means the target variable is split into two (or more) categories where on category is significantly ...
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15 views

Terminology of fixed vs random effects panel data?

In short, in a fixed effects model, the individual effect is correlated with the regressors, while in the random effects model it is uncorrelated. But what does "fixedness" have to do with the fact ...
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1answer
121 views

Meaning of 'sparse' vs 'dense' data / matrices

In the context of the Scikit-learn library documentation, what do the terms "sparse data" and "dense data" mean? For instance, taken from the entry on feature selection: If you use sparse data (i.e....