All Questions
9
questions with bounties
1
vote
0
answers
44
views
+50
Test whether a Metropolis-Hastings chain is "sufficiently near" equilibrium using the autocorrelation function
Let $(E,\mathcal E)$ be a measurable space, $(\Omega,\mathcal A,\operatorname P)$ be a probability space, $(X_n)_{n\in\mathbb N_0}$ be an $(E,\mathcal E)$-valued process on $(\Omega,\mathcal A,\...
- 399
2
votes
0
answers
67
views
+50
Transformation of predictors for generalized additive model
I have a gam model with automatic predictor selection based on cubic splines (bs = cr) and SELECT == T or shrinkage cubic splines (bs = cs) and SELECT == F.
As I know these predictors should be scaled,...
- 103
0
votes
1
answer
47
views
+50
Carrying over the standard deviation across calculations
I have conducted a measurement of sample on an instrument. I thus have the value of my samples, of a blank, and the standard deviation of said blank. I would like to execute operations on the value of ...
- 51
1
vote
0
answers
47
views
+50
Bounds of Shapley values for variable importance
Imagine you have a very good predictive model $f$ for a response $y$. Is it possible to bound the "true" Shapley values of $y$ in terms of the Shapley values of $f$ and the prediction error?
...
- 2,147
0
votes
0
answers
16
views
+50
Cross-lagged Pearson correlation in R
I have a dataset where I have two recordings (sessions) of two different variables.
...
- 247
0
votes
0
answers
25
views
+50
Question on the proof of convergence of K-Means
First, the question has answers here and here, however I am still slightly confused.
Let's state the problem formally below, extracted from Bishop's Pattern Recognition and Machine Learning book, ...
- 649
0
votes
0
answers
39
views
+50
Can any Model be Modified into a "Autoregressive Model"?
In one of Data Science classes, we were given a dataset to explore that contains medical/health information on patients and whether they missed their last doctors appointment or not (e.g. most of the ...
- 6,890
3
votes
0
answers
76
views
+50
Correct creation of the null distribution for bootstrapped $p$-values
Let's say we want to calculate the two-sided $p$-value for a linear regression coefficient using bootstrapping. The null hypothesis is $\beta_1 = 0$. For the non-parametric (case-resampling) bootstrap,...
- 27.1k
2
votes
4
answers
153
views
+50
Why do the bootstrap calculated p-value and the confidence intervals seem to contradict each other [R code, specific example]?
Below you'll find the data and the corresponding R code used to perform the bootstrap hypothesis test to compare the ratio of the means of two samples and additionally, to estimate the 95% confidence ...
- 102