Questions tagged [vector]
The vector tag has no usage guidance.
24
questions
2
votes
1
answer
53
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 ...
- 2,123
0
votes
0
answers
10
views
Proving an inequality involving dot products [migrated]
Here, $\cdot$ is the dot product. Suppose we have $x_1,x_2,x_3,y_1,y_2\in\mathbb R^2$. There is a system of inequalities of the following:
$$x_1\cdot y_1>0\\x_1\cdot y_2>0\\x_2\cdot y_2>0\\...
- 381
1
vote
0
answers
25
views
Uniqueness of Vectors
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 '...
- 31
0
votes
0
answers
9
views
Visualization of document vector in Vector Space Model with more than 3 dimensions
I am studying Vector Space MOdel. It says documents are represented as vectors with every term making dimension. All examples on google present visualization of following form where there are only 3 ...
- 101
1
vote
1
answer
18
views
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 ...
- 13
0
votes
0
answers
6
views
transformation of binary vectors
I need to solve the next idea.
I have a dataset with many individuals with information about an intervention every individual appears 4,5,6 or 7 times in the data set. I need to specify that If the ...
- 965
0
votes
0
answers
30
views
How are the roots of this VAR model determined?
The VAR model is given with the properties below. I understand how the VAR was rewritten but how are the roots determined with the given information?
- 1
1
vote
0
answers
40
views
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:
...
- 183
0
votes
0
answers
56
views
How should vector notation with multiple indices be interpret?
This is a question about the interpretation of mathematical notation in statistical models.
Let's say that this equation represents a panel model:
$y_{it} = \alpha + \boldsymbol{\beta}' \mathbf{X}_{it}...
0
votes
0
answers
19
views
Update cointegration vector
Hello everyone and thanks in advance for your interest.
I have a time series of length T, and I compute the cointegration vector though the Johansen's methods over one section of the series itself, ...
- 1
2
votes
1
answer
136
views
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 ...
- 23
0
votes
0
answers
232
views
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 ...
- 261
0
votes
1
answer
17
views
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 ...
- 147
2
votes
2
answers
387
views
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 ...
- 151
0
votes
1
answer
57
views
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) ...
- 101
11
votes
1
answer
9k
views
What is the difference between the dot product and the element-by-element multiplication?
What is the different between the dot product "$\cdot$" and the element-by-element multiplication notation $\odot$ in Statistics? I referred to Hamilton's Time-Series Analysis, and these ...
- 1,102
1
vote
0
answers
54
views
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
- 11
1
vote
0
answers
234
views
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$, ...
- 11
0
votes
1
answer
175
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 ...
- 3
0
votes
0
answers
37
views
How do I take the derivative to $\gamma $ of $(y-x^{\gamma})^T(y-x^{\gamma})$?
I have to solve the least squares for $\gamma$ in the following problem.
The model is described as $y_i = \beta x_i^{\gamma} + u_i$, where $u_i $ is i.i.d. normal with mean zero and variance $\sigma^2$...
- 1
2
votes
2
answers
694
views
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,...
- 251
0
votes
0
answers
55
views
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}|$$
(...
- 3,343
0
votes
0
answers
181
views
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
87
views
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 ...
- 1,496