# Search Results

Results for variance online
359 results
Could somebody point me to an online algorithm that computes the variance, but gives a higher weight to more recent values? …
I am creating a component that aims to calculate the average and variance of a metric associated with events happening during time but with a limited internal memory. Imagine that the events are … , I would like a light component storing only: the average A, the variance V and the number of events N. After each event with age E, I want to update those three values : N<=N+1 A<=(A*N+E)/(N+1) V …
asked Sep 15 '16 by Arnaud Mégret
It is common knowledge that the inputs to a neural network should be standardized to have mean 0 and variance 1 (see this thread for example, or the LeCun paper). And as long as one does batch … training, there is no problem in applying this rule. Consider however the case where one performs online learning (a.k.a stochastic learning), in which data samples come in successively. For that, one …
asked May 14 '16 by davidhigh
I am looking for a way to estimate the variance of a summed sub-set based on the variance of those sums. Si = sum( Ai ) S = { S0...Sn } V = variance( S ) That is, each sample value Si is actually … the sum of a set Ai. V is then the normal variance of the set S. Is there any way to estimate the variance of the values in sets Ai using the final variance, or some result from the above? Currently …
asked Dec 26 '11 by edA-qa mort-ora-y
recompute in time $O(1)$ the coefficients $\alpha$ and $\beta$ to get the best fit for the equation $y = \alpha x + \beta$. To do so, simply use the online algorithms to compute the variance and the … Given a dataset $\{(x_1, y_1), (x_2, y_2), \dots\}$, we can compute incrementally (or "online") the linear regression for those points. In other words, given a new point $(x_i, y_i)$, we can …
asked Mar 12 '18 by Tom Cornebize
output is not listing the variance (see output code below). The online tutorial linked above doesn't have the ['lmerMod'] shown in the output, so I am wondering if there is something about the mod that is … I'm running a linear mixed model with random effects on my data in R, and in the tutorial I have done online (http://www.bodowinter.com/tutorial/bw_LME_tutorial.pdf) on data set "politeness" the …
asked Oct 31 '16 by Lize
I was told that the variance of the error can be identified in a probit model in a specific case, and cannot find anything about it online. …
asked Dec 15 '18 by Measu Bellay
? Is POV used somewhere else? Is POV the same as "Proportion of Variance Explained"? (There are many similar terms online which really confuse me.) … I am trying to understand Principal Component Analysis (PCA). I found a webpage on PCA that introduces it and the concept of the percentage of variance. However, I am very confused about what …
asked Jul 9 '12 by Cassie
I was wondering what the definition of a variance component model is? I searched it online, and found it often appears with mixed-effect models, but couldn't understand what it is, and how it is different from and related to mixed-effect models. …
asked Jul 31 '13 by Tim
Can anyone suggest a good review reference (necessarily free online PDF) to brush up college-level statistics? I'm looking at something which typically covers a first course in statistics ideally … covering: Absolute basics (mean, variance etc.) Large Samples Confidence testing Hypothesis testing (normal, t, chi, F) Linear Regression/Correlation I don't need a book reference. I need something …
asked Jul 6 '12 by user8968
(Xvec, 3); moment_4 = moment(Xvec, 4); The online algorithm provides a correct mean (avg = avg1) and variance (variance = moment_2). However, the values for kurtosis and skewness obtained from the … Here is a simple test I've run on MATLAB to check the validity of a single pass (online) algorithm for computing $3$rd moment and $4$th moment. randn('state',0); num2 = 0; num1 = 0; delta = 0; M1 …
asked Mar 5 '14 by David Alisha
. It is based on a well known algorithm for calculating variance online, described by Welford in the 1960s. His algorithm, translated into R, looks like: M2 <- 0 mean <- 0 n <- 0 var.online … The following provides an inaccurate approximation, although the inaccuracy will depend on the distribution of the input data. It is an online algorithm, but only approximates the absolute deviance …
answered Oct 11 '10 by fmark
variance and I have been searching online but I don't really know how to phrase it to get the answers I'm looking for. … )n}  My understanding, although it may be wrong is that this is the Variance of the population mean? My next is $\Var[\bar Y_n]\approx (1-f)\frac {\sigma^2}{n}$, where $f=\frac {n}{N}$. My …
need to iterate over all $k$ points to compute the variance of the residuals. But I'm guessing that at least $\left(X^TX\right)^{-1}$ is well-studied so there must be some literature to compute it online over a sliding window. … regression coefficient of the intercept over the most recent $k \ll n$ data points, $\frac{\hat{\beta_i}}{SE_{\hat{\beta_i}}}$ in the most efficient manner. I found an online algorithm to estimate …
I have been reading Elements of Statistical Learning. And I saw some example R codes written online. I realise that very often the explanatory variables $X$ (the data of the predictors) are … standardised to 'zero mean and unit variance', while the data of the response variable $y$ is scaled to have zero mean only. Why don't we also standardise $y$ (response variable) to have not only zero mean, but also unit variance (of response variable) ? …