Questions tagged [transform]

If possible, use a more specific tag, such as [data-transformation], [mgf], [wavelet], or [probability-generating-fn]

54 questions
Filter by
Sorted by
Tagged with
27 views

Can ADVI (Variational Inference) Induce Weak Multi Modality in a system with Uniform Priors, if a Gaussian Variational Family is Used

Question Set Up If I have a weakly multi modal (see below in the edit) target posterior distribution which I am aiming to approximate using ADVI (Automatic Differentiation Variational Inference) with ...
27 views

Transformation of Uniform Distribution to Real Number Line in ADVI

In the Automatic Differentiation Variational Inference (ADVI) paper, the authors claim to solve the VI problem in a transformed parameter space, which is over $\mathbb{R}$, in order to simplify the ...
48 views

How can I generate 2 sets of variables from different distributions with a correlation between them in r? [duplicate]

I am working in R and would like to generate 40 numbers from $\mathrm{N}(0,1)$ and another 40 from $\mathrm{Uniform}(0,2)$ with a negative correlation (for example: $r = -0.45$) between them. The ...
14 views

How to interpret hourly rate data given in one miniute intervals

I have time series data on natural gas flow, which is in units of "tonnes/hour". But the data are given in one minute intervals (each row represents a single minute of time duration). Here is a sample:...
95 views

What does 'km' transform in cox.zph function mean?

I'm trying to understand how cox.zph function in r programming language works and I find myself not knowing what km transform ...
124 views

Techniques to apply Discrete Wavelet Transform (DWT) to denoise and predict time series

I just started playing with wavelets and have been using this library (https://github.com/rafat/wavelib) to further my understanding and see if 'denoising' the series at all possible levels is ...
39 views

scale with z-transform with the outliers in the data

I have 2 different columns X1, and X2. As you can see scale of X1 is larger than X2. These 2 columns represent the predicted value of performance of my two products. However the range or scale of X1 ...
211 views

How does the inverse transform method work in discrete r.v.?

In this question How does the inverse transform method work? it's mentioned the general procedure to generate r.v. U <- runif(1e6) X <- qnorm(U) X How ...
180 views

5k views

Difference between a exponential model and power model

There was given some data, in which I have carry out a linearizing procedure, using either a power model or a exponential model. From my understanding, power models and exponential models are ...
46 views

Estimates of some function of a parameter (MCMC)

Let's say I have some MCMC framework whereby I am estimating two parameters $$(\log\alpha,\log\beta)$$ The reason for the $\log$ functions is so that the implementation of the joint prior ...
38 views

PDF of a transformed variable; what if $g(x)$ is not increasing but $g^{-1}(x)$ is?

I am reading this tutorial http://math.arizona.edu/~jwatkins/f-transform.pdf which explains transformations of random variables. It says that the PDF of a transformed random variable $Y = g(X)$ can ...
164 views

How to add and multiply distributions?

I saw in a statistics book a problem. Let $X$ be a distribution that gets $1$ for probability $0.4$ and $2$ for probability $0.6$. Compute the mean and variances of $Y=3X-2$ and $Y=3X^2-2$. I found ...
51 views

Transforming a uniform PDF to a Gaussian PDF

I have a Uniform PDF from [-50, 50], I would like to transform it to a Gaussian. The methods that I read up about doing this(like Box Mueller) assume that the uniform distribution is between [0,1). Is ...
407 views

2k views

Cross-validation transformer fit to test set?

When applying transformers in a cross-validation routine, it is often advised to fit the transformer to the data in your train set, and transform both the train and test set using the obtained ...
698 views

How to use the data that you get from a Discrete Wavelet Transform pwyt?

Im using the pywt (PyWavelets) python library to remove the Gaussian Noise from a timeseries dataset. b is a python list of timeseries values like this, [33.33, 34.23, 35.65...] (cA, cD) = pywt.dwt(...
48 views

How to use a one-to-one mapping to transform the support of K-dimensional Dirichlet distribution to K-1 dimensional Euclidean space? [duplicate]

Let random K-dimensional variable $\mathbf{v} \sim \mathbf{Dir}(\mathbf{\alpha})$. I want to find a one-to-one mapping $f(\cdot)$ such that $f(\mathbf{v})$ is a random variable on whole $R^{K-1}$.
43 views

Is there a measure of spread/scale which has this property after the distribution is transformed?

Suppose we have a continuous random variable $X$ and a transform $f(x)$ which is strictly increasing. Let $Y=f(X)$ be the variable after transforming. If $m_x$ and $m_y$ are the medians of $X$ and $Y$...
89 views

Is it possible to conduct a logistic regression with a metric dependent variable?

I have a dependent variable that is a percentage. I initially wanted to do a linear regression, but then realized that the outcome is not bounded between 0 and 1. My teacher suggested to transform my ...
81 views

586 views

Difference between scale-space transform and wavelet transform

What is actual difference between scale-space and wavelet transform? It seems that wavelets require an orthonormal basis of kernels, whereas scale-space does not. Is it the only difference? Can scale-...
470 views

Bayes Rule Uniform Distribution

For Bayes rule, if my likelihood, and prior distribution are both uniform, is my posterior distribution also guaranteed to be uniform? In addition to this, if I apply some transformation to a ...
128 views

Find power transform to normalize vector to unity

What is the best way to determine an exponent $\lambda$ of a vector of probabilies $x$ so that the sum of the power-transformed vector equals one? $\sum\limits_{i=1}^{|x|} x_i^\lambda = 1$ $x$ is a ...