All Questions

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0answers
4 views

Covariance matrix and persistence of excitation of input

Assume that a discrete-time system can be described by the following state-space equations $x(k+1)=Ax(k)+Bu(k)+w(k)$ where the input signal $u(k)$ is stationary and ergodic with $\mathbf{E}[u(k)]=0$....
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0answers
4 views

Does someone has a good implementation of categorical focal loss? [on hold]

Does someone has a good implementation of categorical focal loss ? I'm not sure of existing package. Thanks
0
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0answers
11 views

Alternatives to The Statistical Sleuth?

I am looking for a simple and concise book on statistics (t-test, ANOVA and all its variants, liner regression, etc.), centered on data analysis. I am not interested in theory or proofs, but just want ...
0
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0answers
10 views

Image dimension reduction using pca

I have a 3000 of images each of which has shape of (200,180,3). I want to reduce their dimension. Therefore, I use PCA, I want to do it firstly without using any library. The first problem I camed ...
0
votes
1answer
9 views

Which analysis should I use

I am comparing data from two cohorts of patients that underwent a surgical procedure: Group 1 (2013-2015, n=157) and Group 2 (2016-2018, n=146). In both cohorts, I have patients that had survived and ...
0
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0answers
14 views

Analytic solution to optimization involving step function

Say I've observed some samples of two random IID variables, $\{x_i\}$ and $\{y_i\}$. Is there an analytic solution to the following optimization problem? $$ \underset{a}{\mathrm{argmax}} \sum_i \...
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0answers
6 views

What statistical parameters to use to spatially compare rasters?

I have at my disposal four models (Model 1, Model2, Model3, Model4) that simulate a parameter (the density of drainage) in a 7.5 'grid (about 14 km * 14 km) on the same domain (watershed) confer ...
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0answers
4 views

Randomize dataset for Restricted Boltmann Machines

Suppose I want to train a RBM (or even a DBN architecture) and then fine-tune the parameter training a Feedforward NN. In my case the dataset is composed of time series, so in principle there is a ...
0
votes
1answer
10 views

Name for decomposition of joint probability into product of conditional probabilities

Consider a set of events $A_1, \dots, A_n$. By definition we have $$\mathbb{P}[A_1 \cap (A_2 \cap \dots \cap A_n)] = \mathbb{P} [(A_2 \cap \dots \cap A_n) | A_1] \mathbb{P}(A_1).$$ Applying the ...
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0answers
10 views

Functional Regression [on hold]

How to fit the functional regression with both independent and dependent variables are functional. how i can fit functional regression with tow independent variables which are both are functional. how ...
0
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0answers
4 views

Comparing regression/correlation values within-subjects? Repeated Measures ANOVA afters Fishers Transform?

I was interested in the most appropriate way to assess whether there is a difference in the R values from a regression analysis in a repeated measures design. I transformed my R values using a ...
1
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0answers
10 views

What is the effect of balanced class weights on logistic regression coefficients?

I'm specifically using sklearn's LogisticRegression on my unbalanced dataset, which has around 97% negative responses and 3% ...
0
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0answers
4 views

Standardize prevalence and incidence rates calculation

There is a cohort study of 500,000 individuals with over 70 conditions. For each condition, I need to calculate Annual standardized prevalence, with time since birth as the underlying time scale ...
0
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0answers
12 views

Why would you express a time series as deviations from the mean?

I have been trying to learn time series analysis on my own and in a textbook I came across the idea that one could express each data point in a stationary time series as deviations from the mean in ...
0
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0answers
14 views

Tjur's R^2 for Logistic Regression

I'm designing an experiment and plan to use Tjur's ${R}^2$, denoted $D$, to evaluate some logistic regressions. He defines the value in these three equivalent ways: $D = \bar{\hat\pi_1} - \bar{\hat\...
0
votes
1answer
20 views

Could someone explain these ACF and PACF plots for what I think is a lag1 series?

I am trying to get my head around simple time series analysis. I think this R code shows my confusion. ...
0
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0answers
5 views

Transformer based decoding

Can the decoder in a transformer model be parallelized like the encoder? As far as I understand the encoder has all the tokens in the sequence to compute the self-attention scores. But for a decoder ...
1
vote
0answers
6 views

FE and clustered standard errors for a panel with firms, industries and years

I have an unbalanced panel of firms, years and industries. (1) At the moment I am running a panel regression with years and industries FE. My understanding is that I am counting for any omitted ...
1
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0answers
22 views

Using a time series analysis to explain an event

I have hourly data for sand dune temperature at various depths as well as air temperature from summer 2015 to winter 2019. I have the day on which we saw our study species (one species) for the first ...
0
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0answers
12 views

Terminology: “L1 regularization” even if I'm using mean instead of sum?

In my loss function I'm using the mean of the log-cosh error between the predictions and targets, as well as an additional regularization term that scales as the mean of the absolute value of another ...
0
votes
1answer
17 views

Variance vs Variation

So far both terms have always meant the same thing for me, however, I started wondering, do they mean the same thing? The first 3 principal components explain 80% of the variance. The first 3 ...
1
vote
1answer
12 views

Can sampling from a truncation of a random variable, rather than the original variable be more Blackwell-informative?

Suppose you are interested in finding the mean of a random variable. You have some prior belief of it and before sampling 1 observation, you can decide whether to sample from the original random ...
0
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0answers
4 views

How to get PC values for individual datapoints using the prcomp command for PCA in R-Studio [on hold]

I just started using R-studio so please excuse me if this question has a glaringly obvious answer. I have been trying to carry out a principal component analysis using prcomp. Although everything ...
0
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0answers
4 views

econometrics f-test HELP [on hold]

`Hi, i am having problems with this econometrics question, urgent help is needed!!! the model of observations t=1,2 .....,T is given by: yt=B1+B2x2t+B3x3t+B4x4t+ut an investigator wants to test ...
0
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0answers
6 views

Optimal pandas dataframe size for seasonal ARIMA predictions over multiple timeframes

For backstory, please see this related question: Q3: How many rows of data should I keep in my respective timeframe for accurate ARIMA modeling (using SARIMAX)? An example of the p,d,q's of a 1H ...
0
votes
1answer
15 views

Interpreting dummy variable interaction terms

I am attempting to model monthly retail electricity sales. To account for both the effects of seasonality and weather, I created an interaction term by multiplying 12 monthly dummy variables by the ...
0
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0answers
7 views

Generating nested models for order selection tests [on hold]

I have created a parametric additive model for the median house price (as the response) and with the number of tax forms (x1) and the number of healthcare facilities (x2) as my covariates. I should ...
0
votes
1answer
9 views

How to interpret a high sensitivity and low specificity using svm classifier?

I want to have your opinion on the performance of my SVM classifier (k-fold cross validated): Classification of class1(n=45)/class2(n=86) Accuracy: 65.4% Sensitivity: 88.2% Specificity: 22.2% AUC:...
1
vote
1answer
12 views

How to implement constraints in a neural network for a regression problem?

Let's say I have different sensors in an engine, and I make a neural net which predicts the engine's temperature given different operating conditions measured by the sensors. I happen to know the ...
0
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0answers
8 views

Estimate the restricted Nested Logit with R [on hold]

I find it very difficult to estimate the model proposed in the post title; in particular: I have done the following code ...
0
votes
0answers
20 views

Indentify subset of data that follow linear regression

I have a dataset that first NL points follow a linear model and the next Na points follow a log model. My problem is that I do not know the value of NL and I want to get it from the dataset. I am ...
0
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0answers
4 views

Scoring the difference between a family of distributions and a test distribution

Let's suppose we have a random model that I can sample to generate distributions of a certain 1D variable. I want to score the distance of a test distribution to the model in question. The distance ...
0
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0answers
16 views

Interactions terms and the dummy variables

I am attempting to model monthly retail electricity sales. To account for both the effects of seasonality and weather, I created an interaction term by multiplying 12 monthly dummy variables by the ...
0
votes
0answers
12 views

Signal Detection Theory: correct rejections - what underlying processes?

Suppose we have a word recognition task, on the basis of which we compute the four rates defined in Signal Detection Theory as Hits, False Alarms, Correct Rejections, and Misses (HR, FAR, CRR, MR). ...
1
vote
0answers
19 views

On the stationary density of an autoregressive model of order 2

Consider a stochastic process $\{X_t, t = 1, 2, \ldots\}$ following a stationary AR(2) model $$X_t = \theta_1 X_{t-1} + \theta_2 X_{t-2} +e_t,$$ where $e_t \thicksim N(0, \sigma^2)$. I want to find ...
0
votes
0answers
8 views

The questions is to be done using Binomial or Poisson distribution. Which distribution is to be used while doing this? [on hold]

A major warehouse facility has 10 semi-trailer loading bays, which can all be used simultaneously. On average only 7 bays are in use. ...
0
votes
0answers
7 views

Which test is better for variance analysis?

In the area of variance analysis, we have many options like student t-test, ANOVA and many more. Could anybody help me here, if we have to analysis the variance of a group of data, which test would be ...
0
votes
1answer
22 views

Is “$\mathrm E[X'X]$ has rank $k$” the assumption of no multicollinearity?

My lecturer wrote this on the board: Assume $\mathrm E[X'X]=Q$ has rank $k$, where $X$ is the data matrix and $k$ is the number of independent variables. I asked her if that is the assumption of ...
1
vote
0answers
19 views

Is an AR(p) process with roots inside the unit circle non-stationary? [duplicate]

The title pretty much says it all: is an AR(p) process with roots inside the unit circle non-stationary?
0
votes
0answers
5 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
votes
0answers
19 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: ...
0
votes
0answers
4 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
8 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). ...
1
vote
0answers
15 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 like window size (stock historical data). From the back test, I can see ...
1
vote
0answers
13 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 ...
1
vote
0answers
11 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
votes
0answers
3 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
votes
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
votes
0answers
6 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
10 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 ...

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