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6 votes
1 answer
55 views
+50

What do the terms "nearly-optimal rate", "near-minimax rate", "minimax optimal rate" and "minimax rate" mean in the context of posterior consistency?

Definition: A sequence $\epsilon_n$ is a posterior contraction rate at the parameter $θ_0$ if $$\Pi_n(θ: d(θ, θ_0) ≥ M_n \epsilon_n| X^{(n)}) → 0$$ in $P^{(n)}_{θ_0}$-probability, for every $M_n → ∞$. ...
1 vote
0 answers
44 views
+50

Take into account uncertainty in ground-truth in a classification

I need to evaluate the accuracy of a prediction model (binary classification), given that I have some kind of uncertainty on the ground truth measurement. The model predicts the occurrence of an event ...
  • 61
0 votes
0 answers
31 views
+50

Clustering by using Locality sensitive hashing *after* Random projection

It is well known that Random Projection (RP) is tightly linked to Locality Sensitive Hashing (LSH). My goal is to cluster a large number of points lying in a $d$-dimensional Euclidean space, where $d$ ...
1 vote
0 answers
93 views
+50

Deriving ADF unit root test form for the time series with quadratic deterministic trend

I have the following time series process $y_t $ $$\Delta y_t = \delta + \gamma t + \epsilon_t$$ where $e_t$ is white noise process with the variance of $\sigma^2$. I guess that whereas $\Delta y_t$ is ...
  • 976
0 votes
0 answers
29 views
+50

Spearman's partial correlation in R : ppcor or RVAideMemoire?

which is preferable for Spearman's ? RVAideMemoire::pcor.test() or ppcor::pcor.test() ? I'm running a set of partial ...
4 votes
0 answers
536 views
+50

Sample size vs Number of samples in calculating standard error

Suppose a survey was given to 100 people (the response is just a number between 0 and 1) and only the mean was reported. So 1 sample was taken with n = 100. Now suppose this was repeated 20 times. ...
  • 41
2 votes
1 answer
55 views
+50

justification for 'population prediction intervals'?

Suppose we are living in a frequentist world and want to compute confidence intervals on some quantity that is a complicated function of the parameters $q_1 = f(\Theta)$ (i.e., there's no closed-form ...
  • 36.2k
3 votes
0 answers
125 views
+100

What kind of study design is this and what kind of statistical analysis should be suitable?

I plan to conduct a study in which respondents will be asked to solve total 6 puzzles together. Is there a specific study design (name) for this? The scenario would be: First, ...
1 vote
1 answer
60 views
+100

When the sample mean converges to the population mean, does the probability that the sample mean is equal to the population mean tend to 0?

Let $y_1, y_2, \ldots , y_N$ be arbitrary real numbers and suppose a process of simple random sampling without replacement that selects $n$ out of $N$ elements. Then suppose that these $N$ elements ...