Unanswered Questions

54,108 questions with no upvoted or accepted answers
32
votes
1answer
1k views

Link Anomaly Detection in Temporal Network

I came across this paper that uses link anomaly detection to predict trending topics, and I found it incredibly intriguing: The paper is "Discovering Emerging Topics in Social Streams via Link Anomaly ...
25
votes
4answers
3k views

What problem does oversampling, undersampling, and SMOTE solve?

In a recent, well recieved, question, Tim asks when is unbalanced data really a problem in Machine Learning? The premise of the question is that there is a lot of machine learning literature ...
25
votes
0answers
652 views

Jaynes' $A_p$ distribution

In Jaynes' book "Probability Theory: The Logic of Science", Jaynes has a chapter (Ch 18) entitled "The $A_p$ distribution and rule of succession" in which he introduces the idea of $A_p$ distributions,...
25
votes
0answers
679 views

Bound for Arithmetic Harmonic mean inequality for matrices?

NOTE: This question has originally been posted in MSE, but it did not generate any interest. It was first posted there, because the question itself is a pure matrix-algebra question. Nevertheless, ...
22
votes
0answers
953 views

How does a Relevance Vector Machine (RVM) work?

Relevance Vector Machines (RVMs) are really interesting models when contrasted with the highly geometrical (and popular) SVMs. In the light of a question like How does a Support Vector Machine (SVM) ...
20
votes
1answer
662 views

Wavelet-domain gaussian processes: what is the covariance?

I've been reading Maraun et al, "Nonstationary Gaussian processes in wavelet domain: Synthesis, estimation, and significant testing" (2007) which defines a class of non-stationary GPs that can be ...
18
votes
1answer
461 views

Blind source separation of convex mixture?

Suppose I have $n$ independent sources, $X_1, X_2, ..., X_n$ and I observe $m$ convex mixtures: \begin{align} Y_1 &= a_{11}X_1 + a_{12}X_2 + \cdots + a_{1n}X_n\\ ...&\\ Y_m &= a_{m1}X_1 + ...
18
votes
0answers
877 views

Diagnostic plot for assessing homogeneity of variance-covariance matrices

Is there a handy plot for comparing the variance-covariance matrices of two (or perhaps more) groups? An alternative to looking at lots of marginal plots, especially in the multivariate Normal case?
18
votes
1answer
1k views

$ARIMA(p,d,q)+X_t$, Simulation over Forecasting period

I have time series data and I used an $ARIMA(p,d,q)+X_t$ as the model to fit the data. The $X_t$ is an indicator random variable that is either 0 (when I don’t see a rare event) or 1 (when I see the ...
17
votes
0answers
634 views

Fitting custom distributions by MLE

My question relates to fitting custom distributions in R but I feel it has enough of a probability element to remain on CV. I have an interesting set of data which has the following characteristics: ...
16
votes
0answers
3k views

Getting started with bayesian structural models using MCMC

I'm trying to learn bayesian structural time series analysis. For a variety of reasons I need to use Python (mostly pymc3) not R so please do not suggest the ...
16
votes
1answer
4k views

Multivariate Beta distribution (no Dirichlet!)

What is a multidimensional generalization of the Beta distribution, in compliance with the following specification? I am not looking for the Dirichlet distribution. I am looking for a generalization ...
16
votes
0answers
583 views

Distribution of inverse Wishart to a power?

In a related question, I had asked about the norm induced by an inverse Wishart matrix. I am interested in generalizing that result somewhat. Let $A\sim\mathcal{W}_p\left(I,n\right)$, a Wishart matrix ...
15
votes
0answers
786 views

Bootstrapping Generalized Least Squares

Scenario: Consider the use of bootstrapping to estimate the distribution of model parameters fitted per a linear or nonlinear generalized least squares model. In particular, assume there is a ...
15
votes
2answers
10k views

Interpreting negative cosine similarity

My question may be a silly one. So I shall apologize in advance. I was trying to use the GLOVE model pre-trained by Stanford NLP group (link). However, I noticed that my similarity results showed ...

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