All Questions

0
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0answers
9 views

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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0answers
2 views

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 ...
2
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0answers
7 views

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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0answers
2 views

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 ...
1
vote
0answers
6 views

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). ...
0
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0answers
6 views

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 ...
0
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0answers
7 views

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 ...
0
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0answers
8 views

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 ...
0
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0answers
2 views

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 ...
0
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0answers
6 views

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 ...
0
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0answers
3 views

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, ...
0
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0answers
5 views

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 ...
1
vote
1answer
7 views

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 ...
0
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0answers
4 views

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 ...
1
vote
0answers
11 views

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 ...
0
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0answers
13 views

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 $\sigma$ ...
0
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0answers
4 views

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 ...
0
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0answers
4 views

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 ...
2
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0answers
7 views

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 ...
0
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0answers
6 views

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 ...
0
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0answers
3 views

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 ...
0
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0answers
2 views

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 ...
0
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0answers
14 views

Inverse distribution of gaussian mixture

In one of the papers I've encountered, the authors propose a copula function $$ c(u_1, \ldots, u_d; \Theta) = \frac{\psi(y_1, \ldots, y_d; \Theta)}{\prod_{j=1}^{d}\psi_j (y_j)}$$ where $\psi(y_1, \...
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0answers
4 views

Statistics for one group pretest-posttest design and a confounding variable

I am writing a research proposal where I have one group pre test post test design and there is a variable that I hypothesize might also affect the dependent variable. What can be the best statistic to ...
0
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0answers
7 views

Create TensorFlow Dataset with multiple data sources

I am trying to create a TensorFlow Dataset by joining data from 2 different sources. I am trying to replicate the dataset creation from the following paper: https://arxiv.org/abs/1809.01984 ...
0
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0answers
8 views

Clustering Algorithms- Sample Size

I have a small sample (290 observations) of categorical data and I am trying to decide on what clustering method to use. I am considering k-medoids, hierarchical clustering and Latent Class Clustering....
0
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0answers
6 views

understanding time-homogeneous markov chain

Could anyone make me understand the definition here 1 on page 7 definition 2.25, I quite do not understand the notation $(P(a))(A)$, what does this mean? Also, is $P(a, A)$ a probability measure from ...
0
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0answers
5 views

Descriptive statistics for complementary random variables

I have two datasets, each one contains 157 images of microscopic field processed with a different preparation tecnique. My task is to show if there any differences like cells density, distribution and ...
0
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1answer
12 views

Difference between “distractors” and “foils”

What is the difference between "distractors" and "foils" in experimental design in psychology?
1
vote
1answer
19 views

Hierachical Random Mixed effect sizes

When using a mixed effect model the rule of thumb seems to be that you need at least 5 levels to use a random factor . Is this still True when you have a hieachical model. i.e A - 4 level factor B - ...
1
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0answers
12 views

Why using RMSE as loss function in logistic regression takes non convex form but doesn't in linear regression?

I am taking this deep learning course from Andrew NG. In the 3rd lecture of 2nd week of the first course, he mentions that we can use RMSE for logistic regression as well but it will take a nonconvex ...
0
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0answers
11 views

Statistical power for AB test

I am planning to run an AB test in Jul-Aug 2019 with 20% size of B group. Before launching, I want to estimate the power in order to make sure I set the correct sample size and make sure the test is ...
0
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0answers
11 views

Predicting a seasonal signal

Consider a noisy signal $X$ and a time variable $T$ as seen in Fig. 1. This is a simulated generalization of data I am currently facing with the goal of making predictions for future time points $t_f$....
1
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0answers
12 views

Vector Autoregression with Trials

I want to use VAR model on my data. In addition to typical two dimensions (variables, time steps), I have a third dimension, namely the repetitions of the same experiment. Can you recommend a ...
0
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0answers
3 views

How to interpret lines crossing on Ripley's K plot

The image above (which I took from another post) illustrates one of the typical patterns in a K plot. It shows a Ripley's K plot showing the actual below the expected up until a radius of about .17, ...
0
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1answer
22 views

How to generate a VAR(1) model?

I already written the code but something went wrong and I don't know why... here is the code. ...
0
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0answers
18 views

Calculation of a sample size

During the financial year, 6700 payments to suppliers were recorded. Payment to suppliers in that undertaking is subject to verification of the delivery of the goods in storage in accordance with ...
1
vote
1answer
32 views

Is the accuracy equal if the true positive and false positive rates are equal between two groups?

I was reading the paper "Equality of Opportunity in Supervised Learning" (link). In that paper there is a feature $A \in \{0,1\}$ and a binary outcome $y \in \{0,1\}$. The population is divided into ...
0
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0answers
17 views

Why wont the mean height of 70 fall under 99.7 percent when using formula: mean+/-3(SD)

Sample problem: In general, the mean height of women is 65″ with a standard deviation of 3.5″. What is the probability of finding a random sample of 50 women with a mean height of 70″, assuming the ...
0
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0answers
8 views

Validity of the argument in Puterman's MDP literature

I first posted this question on math stackexchange, but I think stats stackexchange would be more appropriate for the question. I'm reading Chapter 6 of Puterman's MDP :Discrete Stocastic Dynamic ...
0
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0answers
5 views

Fitting Gamma Distribution in Python with scalar factor

I have done optimization to minimize error of resulted model, however, the R-squared is still low. I try to multiply a scalar to the resulted model to obtain a better fit. The scalar will be generated ...
1
vote
0answers
12 views

reward function design in reinforcement learning

I got confused after reviewing several Q/A on this topic. As in "how to make a reward function in reinforcement learning", the answer states "For the case of a continuous state space, if you want an ...
1
vote
1answer
18 views

Showing $\delta'(X)$ is a Bayes estimator of $\theta^k$ for specified prior

Problem: Define $\delta(X) = \frac{\sqrt{n}}{1+\sqrt{n}}\bar{X}_n + \frac{1}{2(1+\sqrt{n})}$ We assume $\bar{X}_n|\theta \sim Bin(\theta,n)$. It is known that $\delta(X)$ is the Bayes estimator of $\...
3
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0answers
22 views

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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0answers
2 views

Is there an example reference for Density estimation using Triangular Kernel Function

Density estimation using Triangular Kernel Function
-1
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0answers
9 views

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. ...
0
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0answers
6 views

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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0answers
13 views

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, ...
0
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0answers
5 views

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 ...
0
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0answers
16 views

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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