Questions tagged [vector]
The vector tag has no usage guidance.
27 questions
3
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1
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Metric for Measuring Similarity of Z2-Symmetric binary Vectors
Apologies if this question is somewhat physics-related, but I believe it has a strong statistical component that fits within the scope of Cross Validated SE.
I have two vectors $S$ and $S_{\text{noise}...
2
votes
3
answers
133
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Determine if two sets of lines (pre-vectors) are different in their orientation
Given are two groups of vectors which correspond to orientations. These vectors come from the eigenvalues of material anisotropy tensors and give the principal directions of some material.
These ...
3
votes
1
answer
28
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What is "clall" in index.Gap in "clusterSim" R package?
I am using the "clusterSim" package in my project (https://cran.r-project.org/web/packages/clusterSim/clusterSim.pdf, page 39) and I do not understand the meaning of the "clall" ...
0
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1
answer
26
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Expressing the sum of a scalar and vector multiplication in matrix form
I have the following configuration:
Vector $\beta = (\beta_1, \beta_2,...,\beta_m)^T \in \mathbb{R}^m$
Lets rewrite $\beta = \sum_{j=1}^{n}\theta_j\phi_j$
where $\theta = (\theta_1,\theta_2,...,\...
3
votes
1
answer
127
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Reference for autocorrelation formula for vectors
This post on Stack Overflow says that the autocorrelation, or self correlation, of vectors is defined as
$$C(t, \{v\}_n) = \frac {1}{n-t}\sum_{i=0}^{n-1-t}\vec v_i\cdot\vec v_{i+t}$$
What is the ...
0
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0
answers
36
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Statistical error analysis of vector data
Reaching equilibrium in a Monte Carlo simulation often refers to a state where the system has evolved sufficiently such that its statistical properties no longer change significantly with additional ...
3
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2
answers
225
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Autocorrelation in the vector case
I obtained two sets of data from a Monte Carlo simulation of polymer movement.
One is a list of $r^2_{end-to-end}$,
...
0
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0
answers
8
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Form of a joint distribution table of random vectors and missing vectors
I am trying to follow this lecture on variational autoencoders. When talking about random observed data $o$ with missing components $m$ (min 14:10) he states that to calculate the log-likelihood of ...
0
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0
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28
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Regression of a binary vector from another binary vector in Keras
I am trying to work on building a relationship in Keras, between X and Y where X= (1,30) and ...
4
votes
1
answer
113
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Expectation of two Quadratic form
Assume
$\mathbf{h} \in C^{N \times 1}$ is a Gaussian vector with zero mean and Covariance matrix $\mathbf{R}$.
Also $\mathbf{A} \in C^{N \times N}$ is a deterministic diagonal matrix. In this case, ...
2
votes
1
answer
167
views
Transformers for sales forecasting, vector output
I'm looking for a multivariable time series architecture that accepts multiple independent variables and produces multiple dependent variables. The context is sales forecasting given item, discount ...
1
vote
0
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37
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Uniqueness of Vectors [closed]
This question is in two parts:
I have a series of large vectors (where each vector comprises of values 0 and 1) that I have then concatenated into one large matrix.
What I first want to know is how '...
1
vote
1
answer
23
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Accurracy for predicted vectors
I am currently working on a machine learning model that yields a vector of offloading decisions. An example:
[-1, 0, -1, 1, 1, 0, ...]
The model does not return this vector directly. Instead, the ...
1
vote
0
answers
98
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What is the derivative of a matrix with regard to a vector defined?
I had this question when I read equation (C.20) in Appendix C of "Pattern Recognition and Machine Learning" written by Christopher M. Bishop. Here I copy the equation below for reference:
...
2
votes
1
answer
220
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How do I calculate the variance of a Hermitian form?
Suppose $\mathbf{x}\sim\mathcal{CN}\left(\mathbf{0},\mathbf{I}_n\right)$ is a circular complex Gaussian random vector, and $\mathbf{Q}$ is a Hermitian matrix. How do I calculate the variance of the ...
0
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0
answers
503
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Scalar similarity measure between two vectors including both angle and magnitude
I have different models, predicting a vector $\boldsymbol{v}\in\mathbb{R}^3$. Now I would like to compare the performance of these models against a baseline vector $\boldsymbol{b}\in\mathbb{R}^3$, for ...
1
vote
1
answer
26
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Product of elements of a vector which has very large values and very low values ordered in decreasing order (MATLAB)
I have to compute the product of the elements in a vector V. The elements of my vector are in decreasing order and go from very large numbers (eg 5e^5) to very small numbers (e.g 1.8e^-8).
I am using ...
2
votes
2
answers
859
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How to define distance for vector of angles?
I have a vector of angles and I am looking for a method to compute the distance of my vector with any other vector of angles? I am looking for something similar to Euclidean distance but I know that ...
0
votes
1
answer
80
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Removing duplicate training vectors?
As an extension to this question, for ML problems where it makes sense to remove duplicates (ie: identical data & target variables) from your distribution, in which scenarios would it (if at all) ...
17
votes
2
answers
18k
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Dot product vs Element-wise multiplication
What is the different between the dot product "$\cdot$" and the element-wise multiplication notation $\odot$ in Statistics? I referred to Hamilton's Time-Series Analysis, and these seem to ...
1
vote
0
answers
127
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rank of an expected value of a matrix
x is (a * 1) vector
y is (b * 1) vector
x and y are independent
then what is rank(E[xy'])
I know that xy' should be (a*b) matrix and since they are independent.
, however I am not sure about the rank
1
vote
0
answers
323
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Expected value of a product of two dependent random variables
Let me preface this by saying that I'm an engineer, and by no means a mathematician, so please excuse any mathematical "wrong-doing" in my explanation.
I have two vectors $V_1$ and $V_2$, ...
0
votes
1
answer
308
views
Length of a probability vector?
I'm doing some work on probability vectors, and came across the idea of probability vector length as a measure of how deterministic a probability vector is, as calculated using this equation:
The ...
2
votes
2
answers
1k
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Matrix and vectors, why different notation for dimensions?
If we collect data and put it into a matrix of size (100,3), we tend to say we have three-dimensional data. We think of each column as a dimension.
On the other side, if we have a vector of size (100,...
1
vote
0
answers
100
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What is the entropy of multivariate data multiplied by a vector?
It is a general rule that for multivariate data $\boldsymbol{X}$ and a matrix $\boldsymbol{A}$, their entropy is
$$h(\boldsymbol{A} \boldsymbol{X}) = h(\boldsymbol{X}) + \ln |\det \boldsymbol{A}|$$
(...
0
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0
answers
231
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what is the expected value of the dot product of two vectors
I have a little question, but I don't know that well how to answer it. I have a random walker with position vector $\vec{r} = \sum_{i=1}^N \vec{r}_i$, where i is the random walker's step. Every vector ...
2
votes
0
answers
90
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Estimation of a vector with a big covariance matrix
I have a Gaussian vector with a known covariance, given by a Covariogram (covariance function). Inverting this matrix (let's say of size 5000x5000 and above) is not reasonable.
Is there any known ...