All Questions

0
votes
0answers
18 views

Whats wrong with the derivation/simulation of Maximum a Posterior (MAP) Estimation? [on hold]

I'm trying to estimate $X$ using MAP Estimator. If $Y = aX + N$, where $a$ is a constant, $X \sim \mathcal{N}(0,\sigma_{x}^{2})$ and $N \sim \mathcal{N}(0,\sigma_{n}^{2})$. The likelihood function ...
-1
votes
0answers
11 views

I need kmean++ algorithm [on hold]

Can someone tell me the exact algorithm for kmean++? What i have understood is the following: 1) choose an initial center c_1 uniformly at random from X. Compute the vector containing the square ...
0
votes
0answers
10 views

Confused by “mean” and “median” of $\alpha$ parameter in Lognormal Distribution

I read a book and find the following content (Fig.1). It is about lognormal distribution. What confused me is in the red box. In Fig.1, $\alpha$ is said "the mean of $z$ on the log scale". Then I ...
0
votes
0answers
5 views

Can I use bootstrap for uniform confidence band of multiple covariances?

Suppose I have a sample of i.i.d. vectors. $x_1, \ldots, x_n$, where $x_i$ is a vector of length $p$. Define the population covariance matrix of $x_i$ as $\Theta=cov(x_i)$, which is a $p\times p$ ...
0
votes
0answers
19 views

Why is my set.seed in R and RStudio giving diffirent results [on hold]

I was trying to use a seed for a sampling problem but I kept getting the wrong result using R studio. I tried it by simply opening R and I got what I was looking for. Why is this? What is wrong, and ...
1
vote
1answer
17 views

LDA by hand gives different results than MASS

I'm performing LDA by hand in R by following this formula: $\delta_k(x) = x^T\Sigma^-1\mu_k-0.5*\mu_{k}^T\Sigma^-1\mu_k+log(\pi_k)$ where $\pi_k$ is the proportion of the data that's in the group $k$...
0
votes
0answers
10 views

Effect of two time series over a different one

I have three time series $X_1$, $X_2$ and $Y$. All of them starting from the same date and with the same length. I know that $Y$ contains information of $X_1$, $X_2$ and other variables that I cannot ...
0
votes
2answers
26 views

Missing data when actually predicting - Additional model legit?

This is a theoretical question, but I have already stumbled upon this issue a few times: My learning data are not complete, but I manage to handle the missing values. Now it's time for actually ...
0
votes
0answers
9 views

Sampling particles according to their distance

I'm trying to draw 2 particles out of $n$ particles, where the probability for drawing the particles is proportional to a Gaussian of their displacement: $$ p(x_i,x_j) \propto \exp [ - (x_i - x_j)^2 / ...
0
votes
0answers
6 views

Delving Deep into rectifiers:surpassing human-level performance on ImageNet classificatiom

I have read this paper (Delving Deep into rectifiers:surpassing human-level performance on ImageNet classificatiom)again and again and again ,but I do not understand initialization of filter weights ...
3
votes
1answer
45 views

Why is the population standard deviation approximated as the sample standard deviation?

This question addresses calculating a p value from the mean and standard deviation statistics of a sample. I understand that the -general- philosophy is to divide the sample standard deviation by the ...
0
votes
0answers
4 views

Estimating change in time series A, when perturbating time series B

Say we have historical data on two time series. Say time series B is its own process and is not influenced at all by time series A, but time series A is highly dependent on time series B, say for ...
1
vote
0answers
13 views

Is there something like a Root Mean Square Percentage Error (RMSPE)? Or: What is the name of this error? [duplicate]

\begin{equation} \text{RMSPE} = \sqrt{\frac{1}{n} \cdot \sum_{i=1}^n \Delta X^2_{\text{rel},i}}\cdot 100\% \end{equation} with \begin{equation} \Delta X_{\text{rel},i}=\frac{X_i}{T_i}-1, \end{...
1
vote
0answers
7 views

Wald Chi-square with survey weights in Python [on hold]

I am trying to perform a Wald (Chi-square) test in Python using survey data with sample weights. I have looked in Scikit learn and statsmodels, but neither seem to support this test where the sample ...
0
votes
1answer
31 views

Is there something like a Root Mean Square Relative Error (RMSRE)? Or: What is the name of this error?

\begin{equation} \text{RMSRE} = \sqrt{\frac{1}{n}\cdot\sum_{i=1}^n \Delta X^2_{\text{rel},i}} \end{equation} with \begin{equation} \Delta X_{\text{rel},i} = \frac{X_i}{T_i}-1, \end{equation} where $...
0
votes
1answer
23 views

How to handle timeseries extremes (sigma > 20) in deep learning?

I'm using 16-channel, 400-Hz, standardized EEG data to train CNN-LSTM for seizure classification. The data contains $O(3)$ sigma > 20 points, rarely thousands in a ...
0
votes
0answers
14 views

Probability of partial collision in N trials of SHA1 hash

I'm trying to predict how long it will take to find partial collisions of SHA1 hashes in order to estimate if I will be waiting around for minutes or days. My statistics are rusty and would like to ...
1
vote
4answers
57 views

imputation FOR random forests

I was wondering what imputation method you would recommend for data to be fed into a random forest model for a classification problem. If you google for "imputation for random forests", you get a lot ...
0
votes
0answers
5 views

games-howell test with multiple independent variables

my data doesn't meet the homogeneity of variances criterium. After a welch one way test I wanted to perform a post hoc games-howell test since it doesn't require the homogeneity of variances criterium....
2
votes
2answers
96 views

Is age categorical or quantitative or both?

First off, sorry if this is a simple question. I've been asked to get stuck in with some clinical epidemiology. The internet is my only support group as I am not a student under the supervision of an ...
0
votes
1answer
21 views

Estimating potential moves in a time series relative to an other

Say we have two time series which over time have a strong correlation, say above 0.8, say for example the price of oil and share price of an oil exploration and extraction company. Now say that we ...
1
vote
0answers
15 views

How do the forecast intervals from an AR model behave when the time series is inherently stationary?

I'm trying to wrap my head around two contradictory intuitions behind how forecast intervals should behave when we use an AR process to model a stationary time series: (a) On one hand, since the time ...
1
vote
0answers
27 views

On estimators that do not converge to a constant

Say one had constructed an estimator $\hat{\mu}_n$ for a parameter $\mu$ and that such estimator had the property that $$ \hat{\mu}_n \xrightarrow {d} X $$ where $X$ is a random variable with an ...
2
votes
3answers
117 views

Derivation of CDF of a function that results in an exponential distribution

I was looking through wiki's treatment on the title topic in https://en.wikipedia.org/wiki/Random_variable and am completely stumped on this particular section: There are several specifics that ...
0
votes
1answer
25 views

Given some scatterplots, how should I forecast one time series using another?

I have 3 time series of returns and I want to predict one with the other. When I scatterplot them 1vs1 I can see they have a "cross"shape" as follow: This happens at all time (if I scatterplot only ...
0
votes
2answers
14 views

How can I compare regression coefficients across multiple groups in SPSS?

For my thesis research I want to compare regression coefficients across multiple groups in SPSS. I have classified each participant in my sample into one out of 10 groups. Now I want to run a simple ...
0
votes
1answer
6 views

Can I use the Silhouette to measure quality of clusters in different dimensions?

Can I use the Silhouette to measure quality of clusters in different dimensions? For example, let's say we run kmeans for some $k$ using 6 features of the dataset. Mark the resulted silhouette as $...
0
votes
2answers
38 views

Which statistical significance test should I use to solve this?

Which statistical significance test can i use. all are binary outcomes. Here is my table. I would like to know if there is a significant difference in mortality between the two groups (kidney injury ...
0
votes
0answers
15 views

Bootstrap to determine confidence interval of a dependent (ID) sub-sample

Found method to deal with this issue at: Statistics 5601 (Geyer, Fall 2013) Subsampling with the main document related to course with Notes by C. J. Geyer with the main reference at Subsampling ...
0
votes
0answers
20 views

Estimating bias of $\mathbb{E}(Y)$ from discrete values of $X$

Background: I have a continuous random variable $Y$ that follows a probability distribution $P(Y)$ and it is related to another continous random variable $X$ via: $$ Y = f(X),$$ with $X$ following the ...
0
votes
0answers
8 views

How to use a truncated multi normal distribution? [on hold]

I know how to use truncated normal distribution. Just add T(limit1, limit2) after piror, e.g. dnorm(mean, sd^-2) T(limit1, limit2). However, Now I need to use dmnorm function, which is used for ...
1
vote
1answer
21 views

ARIMA vs SARIMA

I am a self learner, and I am studying time series analysis. I came through the fact that ARIMA can be used to model a time series which is not stationary (Integrated ARMA model). The non ...
0
votes
3answers
34 views

is the Probability P(A and A') always 0?

Would the probability of an event A and its complement occurring always be 0? Is there any case it would not equal 0?
0
votes
0answers
13 views

Library for Moment-Matching [on hold]

I'm looking for a library that would allow me to do moment matching for the following equation: $$ E_X[X^k]=E_a[(a_1X_1 + \cdots + a_nX_n)^k] $$ $X^k$ and $a_1,\ldots,a_n$ are given (sampled) $X_1,...
0
votes
0answers
7 views

meaning of projection subspace in a PLSDA plot

I have a dataset with a handful of predictors and one output variable which is categorical and can only be C or N. I am working ...
-1
votes
1answer
31 views

Statistical technique to combine scores from multiple tests

In my experiment I have two groups, one group has an anxiety disorder (N = 22), the other does not (N = 11) (I know low sample size). They were tested in a battery of psychological tests and also ...
0
votes
0answers
17 views

How to get non-standardized factor scores

I applied principal component analysis to reduce dimensionality of my data. I need to use factor scores for descriptive analysis. However, because factor scores I get from ...
0
votes
1answer
19 views

Information Bottleneck principle of Deep Learning model implementation

I am trying to implement Information Bottleneck principle. In which one of the observation is Mutual Information between Input data X and Hidden layer's out H keeps reducing as we go deeper. In other ...
0
votes
0answers
9 views

Reference Request: Overall and Average Accuracy

I am looking for a source to cite on the definitions of overall and average accuracy. I have found many informal sources online, including here on CVSE, but the papers and textbooks I have found seem ...
0
votes
0answers
13 views

Finding differences in 5 Different Conditions (4 conditions + 1 control) using R

In a psychology experiment study, there were 5 different conditions (4 experimental conditions with a different manipulation for each & 1 control condition). My dataset has one column for userID,...
0
votes
0answers
20 views

Separable kernel vs depthwise separable convolution

I would like to compare separable kernel with depthwise separable convolution. In the first case (eg for 2D) we have: $y[m, n] = h[m, n] * x[m, n] = (h_1[m] \cdot h_2[n]) * x[m, n] = \\ h_1[m] * (h_2[...
0
votes
0answers
9 views

Sample size for linear Gamma log link model [on hold]

I need to calculate the sample size for a linear Gamma log link model with factor*factor. I know I need an effect size, and power (1- error type 2) and significance (error type 1) of the test. Please ...
0
votes
0answers
7 views

can we use SVM with multiple fuction for some classes?

I am wondering if we can combine the functions in classification with SVM. Suppose we have 4 classes A B C and D. for multi classification problem the SVM (one against all) works as the following ...
0
votes
0answers
14 views

Wilcoxon signed rank test?

I would appreciate any advice possible. I am doing a study to look at change in value of my markers before and after a device change. My data is non-normal. I need to see how the value changes from ...
-1
votes
0answers
10 views

Assigning tags to posts using predefined set of tags [on hold]

I want to tag the text of a post with predefined set of tags. A post could have multiple tags such as health, addiction etc. I want to recommend up to 5 tags. Total 60 tags are present. Nearly 50 ...
0
votes
0answers
10 views

Complex Survey in SPSS [on hold]

How to make a sample in complex survey in SPSS? Then how to prepare for analysis file and then cross tabs and logistic regression is applied? Plz help I will be grateful to u.
0
votes
0answers
4 views

Feedback regarding dependability of duplicate and near-duplicate detection [on hold]

Good morning all, I recently completed building a script that does the following: Stores a list of all .jpg images existing in specified drive. Cleans/ids duplicates through md5sum Iterates through ...
0
votes
0answers
6 views

Natural actor critic with nonlinear function approximation

I was wondering, if there was a way to implement natural actor critic without having to deal with choosing the right features for the action-state-space. Basically, in Sutton,Barto - Reinforcement ...
0
votes
1answer
19 views

Expectation of $dX_t$ for $X_t$ being an Ito process

Let $X_t$ be an Ito Process: $$dX_t = f(t, X_t)dt + g(t, X_t)dW_t$$ What is $E_t[dX_t]$? How can we compute it and importantly what is the intuitive explanation of $E_t[dX_t]$?
1
vote
0answers
17 views

What are the weakest assumptions about the errors needed to derive the ordinary least squares estimator? [duplicate]

This is a question from a past paper. The answer given in the mark scheme is that the minimal assumption is just $\textrm{Var}(\epsilon)=\sigma^2I_n$. I'm struggling to understand why this is the case,...

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