# All Questions

139,035 questions
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### Is an AR(p) process with roots inside the unit circle non-stationary?

The title pretty much says it all: is an AR(p) process with roots inside the unit circle non-stationary?
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### Repeated measures with rotation of subjects within groups

I was wondering if you could help with the interpretation of a potential experimental design. We are testing two versions of a 'group' exam, score (out of 100) being the outcome variable, aggregated ...
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### How to compute confidence intervals from *weighted* samples?

Imagine we have a webserver, which serves a total of N static URLS. There are users visiting the URLs every day. At the end of each day, we have data like this: ...
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### How to interpret Estimated Marginal Means results

I have used the emmeans() package to calculated the difference between the difference of estimated marginal means. I did this by first calculating the EMMs of location|treatment, and then the ...
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### Mixing average and the Renewal Reward Theorem

I tried to solve the following problem: Buses arrive to an archeological site according to the discrete renewal process with i.i.d inter-arrival times T1, T2, T3, ... which are distributed Geo(p). ...
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### How to compare and select the better GARCH model

I am reading this article which is talking about a GARCH trading strategy. I follow the steps and tried different parameters, window size (stock historical data). From the back test, I can see that ...
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### What is the difference between a discrete and continuous rolling window?

What I have read so far suggests that a discrete rolling window is say a yearly window, calculating somethig every year, which is from 01-01/31-12 and a continuous rolling window is a window that ...
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### Computing slope of data with correlated errors using Monte Carlo method

I have $N$ pairs of $(x,y)$ measurements. I have the (estimated) uncertainty of each $y$ value as well as the correlations between each pair of $y$ values. I want to know whether there is a ...
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### Modified Mann-Kendall trend test on hourly data?

Hi have a ten year dataset of hourly readings of water quality parameters (pH, temperature, dissolved oxygen, turbidity and specific conductivity). Since the data is on an hourly basis, it probably ...
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### Monthly mortality rate from annual rate formula?

My problem is I know the death rate (default rate) on an annual basis, and I would like to be able to neatly calculate the monthly rate from that. I know how to do it in Excel via Solver, but I'd ...
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### converting tanh activation output to a probability

I am trying to implement PPO for continuous action spaces so need probability of taking actions from a neural network with a tanh activation in the output layer since the action space ranges from [-2, ...
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### OPTICS Reachability Curve: Scikit-learn VS PyClustering implementations

I am comparing the Reachability curves generated by the OPTICS algorithm using the Scikit-learn (new implementation) VS the PyClustering one. The hyper parameters are not the same, but it seems that ...
1answer
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### Demeaning with two (n) fixed effects in panel regressions

I would like to ask for your help concerning the following issue. In a nutshell, I would like to know, how demeaning works in a panel regression with two (separate) fixed effects. Let us assume I ...
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### How to calculate accuracy of Mamdani fuzzy inference system?

I have make a Mamdani fuzzy system and know I want to test my 25% test data in that in MatLab, Firstly, I made c4.5 decision tree based on 75% of data then I extract the rules from them, and I import ...
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### What statistical test compares changes over time between two groups?

Sorry if this question doesn't make sense, but my knowledge of SPSS and statistics is very limited. However, I am trying to make sense of some data I have. I have data from two groups - let's call ...
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### What is the encoding in VAEs?

The question is actually less broad than it sounds. I generally do understand how variational autoencoders work. From the encoding step we get four parts: mean $\mu$ standard deviation $\sigma$ ...
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### Stochastic gradient variance reduced methods

I'm doing stochastic gradient descent on a non-convex optimization problem. Gradient corresponds to an intractable expectation which I approximate via Monte Carlo averaging. I'm trying to infer the ...
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### Nested cross-validation with resampling

I am aware that sckit-learn has a provision to perform nested cross-validation. I wanted to perform the same with resampling. My confusion stems from whether their example listed here performs ...
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### Probability of having an increasing trend in normal variates

Let $x\sim N(\mu,\sigma)$ and $x_i$ is ordered instances of random variate of $x$ for $i=1...n$. What is the probability that the series is in increasing (or decreasing) order? The problem is finding ...
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### Coefficient Interpretation when dependent and independent variables are percentages

I have built a linear mixed regression model with fund returns (measured in percentage ie. 0.01 denotes one percent) as the dependent variable. For the independent variables I have percentage level of ...
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### Clinical Method Comparison (Bland-Altman, Deming) with large measurement range

I am trying to compare two methods using a combination of Bland-Altman plots and Deming regression. The measurement range of the assay is large (0.15 to 200) so we have a panel of samples to reflect ...
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### QR decomposition used for estimating condition numbers

I have read that the QR decomposition is often used to estimate the condition number of a matrix but I don't understand... what is the benefit of using the QR decomposition for this? Is it purely ...
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### What's the point of (G)ARCH when you can square the residual and use ARMA?

I'm taught that  \begin{equation} \begin{aligned} X_t \sim \text{ARCH}(p) & \rightarrow X_t^2 \sim \text{AR}(p) \\ X_t \sim \text{GARCH}(p, q) & \rightarrow X_t^2 \sim \text{ARMA}(\max(p, q)...
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### Is there an example reference for Density estimation using Triangular Kernel Function

Density estimation using Triangular Kernel Function
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### How to add regularization term lambda?

I have this equation in online-sequential extreme learning machine. how can include a multiplication regularization term lambda to govern how rapidly the network weights update please any help. ...
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### Sampling multiple non-identical categorical variables subject to a constraint

Say I have multiple (independent) categorically distributed random variables: $X_1, X_2, \ldots, X_k$, which all range from $0,1,2,\ldots,N$, and with each coming from distributions with different ...
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### Multiple linear regression with gradient descent [on hold]

Halo, i'm new in machine learning and python and i want to predict kaggle House Sales in King County dataset with my gradient descent, i'm splitting 70% (15k rows) training and 30% (6k rows) testing, ...
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### What do “excluded variables” mean when you use SPSS to run regression?

I am using SPSS to run linear regression with several predictors. In some cases, when I threw in some variables, SPSS will show the regression model with all the variables. But at the bottom, it also ...
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### Dimension of a probability distribution function

Consider the following statement We want to sample from a complex high dimensional distribution which is intractable. What is meant by a dimension of distribution here? Does each random variable ...

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