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140,103 questions
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 ...
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 ...
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 ...
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 $p\times p$ ...
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 ...
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 $k$...
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 ...
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 ...
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 / ... 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 ... 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 ... 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 ... 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{... 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 ... 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 ... 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 ... 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 ... 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 ... 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.... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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),$$with X following the ... 0answers 8 views How to use a truncated multi normal distribution? [on hold] I know how to use truncated normal distribution. Just add T(limit1, limit2) after piror, e.g. dnorm(mean, sd^-2) T(limit1, limit2). However, Now I need to use dmnorm function, which is used for ... 1answer 21 views ARIMA vs SARIMA I am a self learner, and I am studying time series analysis. I came through the fact that ARIMA can be used to model a time series which is not stationary (Integrated ARMA model). The non ... 3answers 34 views is the Probability P(A and A') always 0? Would the probability of an event A and its complement occurring always be 0? Is there any case it would not equal 0? 0answers 13 views Library for Moment-Matching [on hold] I'm looking for a library that would allow me to do moment matching for the following equation:$$ 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,... 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 ... 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 ... 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 ... 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 ... 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 ... 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,... 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[... 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 ... 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 ... 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 ... 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 ... 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. 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 ... 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 ... 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 $E_t[dX_t]$?
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,...