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Tags
list
8800
1
9035
null
3
403
i'm making experiments using app. 5000 labeled dataset.i'm trying different supervised ML algorithm to evaluate the results.The vector size is 13 with the labels (totally 12 features+1 label) and i have 15 vector of labeled "flower" class. experiments consist of all data set using 10k cross validation. All features are...
Interpretation of "one" feature change in a supervised classifier
CC BY-SA 2.5
null
2011-03-26T16:37:30.610
2011-04-01T11:26:39.950
2011-03-31T17:16:29.933
3270
3270
[ "machine-learning", "classification", "feature-selection", "dataset" ]
8802
2
null
8695
4
null
In case richiemorrisroe's response doesn't give you quite enough, I suggest... - right-clicking your SPSS factor analysis output and choosing Results Coach to clarify the contents of the Variance Explained table - searching the Help files or Tutorial for Reliability Analysis. I'm thinking that by "composite...
null
CC BY-SA 2.5
null
2011-03-26T17:51:56.140
2011-03-26T17:51:56.140
null
null
2669
null
8803
2
null
8797
3
null
IME, the confidence interval is useful as it gives a sense of how uncertain your estimates are. Its a good way to check how variable your results might be, and to give others a sense for how likely the results are to be within a particular range. That being said, the typical interpretation of one is that 95 (for a 95% ...
null
CC BY-SA 2.5
null
2011-03-26T18:49:30.687
2011-03-26T18:49:30.687
null
null
656
null
8804
2
null
8375
2
null
As I see it there are two survival analysis paradigms that could be used. The Cox regression framework allows time varying covariates and would produce an estimate for the risk of cancellation conditioned on any particular set of covariates relative to the mean level of cancellation. The glm framework with Poisson err...
null
CC BY-SA 2.5
null
2011-03-26T19:03:42.100
2011-03-26T19:03:42.100
null
null
2129
null
8805
2
null
8799
6
null
There are a number of ways you can approach this problem (as chl has noted) and you should definitely read the links he gives to other questions. That being said, here is some advice which you may find useful. The psych package is quite good for simple analysis of questionnaries. Download this using install.packages("p...
null
CC BY-SA 2.5
null
2011-03-26T19:04:16.593
2011-03-26T19:04:16.593
null
null
656
null
8806
2
null
8375
1
null
Thank you for the clarification, B_Miner. I don't do a lot of forecasting myself, so take what follows with a pinch of salt. Here is what I would do as at least a first cut at the data. - First, formulate and estimate a model that explains your TVCs. Do all of the cross-validation, error checking, etc., to make sure y...
null
CC BY-SA 2.5
null
2011-03-26T20:40:48.077
2011-03-26T20:40:48.077
null
null
3265
null
8807
1
8832
null
40
12823
I've been using the [caret package](http://cran.r-project.org/web/packages/caret/index.html) in R to build predictive models for classification and regression. Caret provides a unified interface to tune model hyper-parameters by cross validation or boot strapping. For example, if you are building a simple 'nearest ne...
Cross-validating time-series analysis
CC BY-SA 2.5
null
2011-03-26T20:50:33.563
2022-07-12T14:24:45.640
2011-03-27T17:59:44.317
2817
2817
[ "r", "time-series", "cross-validation" ]
8808
1
null
null
1
455
How do you derive the expression for the $100(1-\alpha)$% bayesian confidence interval when working with the uniform distribution in the interval $[-\theta,\theta]$?
Derivation of bayesian confidence interval
CC BY-SA 2.5
null
2011-03-26T20:51:44.430
2011-04-29T01:06:26.093
2011-04-29T01:06:26.093
3911
null
[ "bayesian", "self-study" ]
8809
2
null
8795
5
null
I'm pretty sure the answer is yes, the standard binomial 'fair coin' test is still valid: if you wish to test whether two of the three probabilities of a [multinomial distribution](http://en.wikipedia.org/wiki/Multinomial_distribution) are the same but you're not interested in any hypotheses about the third probability...
null
CC BY-SA 2.5
null
2011-03-26T22:13:15.587
2011-03-26T22:13:15.587
null
null
449
null
8811
2
null
7321
1
null
A null hypothesis of your significance test could be that the number of fields overlapping an $x$ point of the axis ($fields(x)$) comes from the same $k$ distribution no matter which point of the axis we take, i.e. $fields(x) \sim K$, where $K$ may take the values $0, 1, 2, ... \infty$. The alternative hypothesis could...
null
CC BY-SA 2.5
null
2011-03-26T23:42:45.120
2011-03-26T23:55:53.190
2011-03-26T23:55:53.190
3911
3911
null
8812
1
8826
null
12
5177
What is the Jeffreys prior for the geometric distribution?
Jeffreys prior for geometric distribution?
CC BY-SA 2.5
null
2011-03-27T01:37:04.537
2015-11-04T13:39:21.083
2011-04-29T00:56:16.210
3911
3911
[ "distributions", "bayesian", "prior" ]
8813
2
null
8807
5
null
If you have time series data then you might have a "degrees of freedom problem" . For example if you have 4 observations taken at hourly intervals and then decide to use 241 observations at 1minute intervals, you have 241 observations but they are not necessarily independent. When you submit these 241 values/measuremen...
null
CC BY-SA 2.5
null
2011-03-27T01:49:23.647
2011-03-27T18:40:07.790
2011-03-27T18:40:07.790
2116
3382
null
8814
2
null
8791
1
null
There might be a bit of confusion here with some imprecise statistical jargon. If you have data points that have been measured/reported with different precision/reliability/variability then one turns naturally to Generalized Least Squares where one transforms/weights the data by adjusting for the relative variability ....
null
CC BY-SA 2.5
null
2011-03-27T02:11:59.317
2011-03-27T11:15:02.570
2017-04-13T12:44:29.013
-1
3382
null
8816
2
null
8795
3
null
If you frame this as a binomial problem (p, 1-p), not a multinomial problem, you'll only be able to describe the past. You won't be able to say anything about the future. Why? Your removal of the middle "edge flips" is implied in your regrouping of the data. In other words, your "data described" probability "p" of a...
null
CC BY-SA 2.5
null
2011-03-27T03:21:38.070
2011-03-27T22:54:06.670
2011-03-27T22:54:06.670
2775
2775
null
8817
1
8833
null
54
15155
I am considering using Python libraries for doing my Machine Learning experiments. Thus far, I had been relying on WEKA, but have been pretty dissatisfied on the whole. This is primarily because I have found WEKA to be not so well supported (very few examples, documentation is sparse and community support is less than ...
Machine Learning using Python
CC BY-SA 4.0
null
2011-03-27T04:00:59.400
2018-10-30T07:06:54.283
2018-10-30T07:06:54.283
128677
3301
[ "machine-learning", "python" ]
8818
1
8825
null
12
9202
What is the relation between a dimension and a component in a Gaussian Mixture Model? And what are the meanings of dimension and component? Thank you. Please correct me if Im wrong: my understanding is the observed data have many dimensions. Each dimension represents a feature/aspect of the collected data and has its o...
What's a component in gaussian mixture model?
CC BY-SA 2.5
null
2011-03-27T04:17:46.557
2011-04-08T20:43:53.850
2011-04-08T20:43:53.850
919
2729
[ "multivariate-analysis", "normal-distribution", "mixture-distribution" ]
8819
2
null
8817
14
null
In terms of working with text, have a look at NLTK. Very, very well supported & documented (there's even a book online, or in paper if you prefer) and will do the preprocesing you require. You might find Gensim useful as well; the emphasis is on vector space modeling and it's got scalable implementations of LSI and LDA...
null
CC BY-SA 2.5
null
2011-03-27T04:41:29.610
2011-03-27T04:41:29.610
null
null
26
null
8820
1
8831
null
3
1181
I have a data sample (in this case an EEG data sample, but my question refers to any type of data samples of prior unknown distributions). I would like to do a nonparametric estimate of the expected value for my sample. I did some research, from what I understood I can do this using bootstrap sampling. I found a pdf [h...
Nonparametric expected value estimation of sample from unknown distribution
CC BY-SA 2.5
null
2011-03-27T04:42:00.160
2011-03-27T10:59:28.920
null
null
null
[ "estimation", "sampling", "nonparametric", "markov-chain-montecarlo", "bootstrap" ]
8821
2
null
8817
3
null
Check out [libsvm](http://www.csie.ntu.edu.tw/~cjlin/libsvm/).
null
CC BY-SA 2.5
null
2011-03-27T05:23:07.833
2011-03-27T05:23:07.833
null
null
364
null
8822
2
null
2547
3
null
I don't think there is a good descriptive reason for choosing median over mean for age distributions. There is one of practicality when comparing reported data. Many countries report their population in 5-year age intervals with the top band open-ended. This causes some difficulties calculating the mean from the in...
null
CC BY-SA 3.0
null
2011-03-27T05:39:30.573
2012-01-02T22:59:09.940
2012-01-02T22:59:09.940
930
2958
null
8823
1
436376
null
23
1603
This an exercise given in Probability Theory: The Logic of Science by Edwin Jaynes, 2003. There is a partial solution [here](http://ksvanhorn.com/bayes/Papers/sanders.pdf). I have worked out a more general partial solution, and was wondering if anyone else has solved it. I will wait a bit before posting my answer, t...
Has anyone solved PTLOS exercise 4.1?
CC BY-SA 2.5
null
2011-03-27T08:36:41.173
2021-12-08T09:59:14.283
null
null
2392
[ "independence", "likelihood-ratio", "hypothesis-testing", "multiple-comparisons" ]
8824
2
null
8817
9
null
Python has a wide range of ML libraries (check out mloss.org as well). However, I always have the feeling that it's more of use for ml researchers than for ml practitioners. [Numpy/SciPy](http://scipy.org) and [matplotlib](http://matplotlib.sf.net) are excellent tools for scientific work with Python. If you are not afr...
null
CC BY-SA 2.5
null
2011-03-27T08:55:32.053
2011-03-27T08:55:32.053
null
null
2860
null
8825
2
null
8818
11
null
A mixture of Gaussians is defined as a linear combination of multiple Gaussian distributions. Thus it has multiple modes. The dimension refers to the data (e.g. the color, length, width, height and material of a shoe) while the number of components refers to the model. Each Gaussian in your mixture is one component. Th...
null
CC BY-SA 2.5
null
2011-03-27T08:59:37.747
2011-03-27T08:59:37.747
null
null
2860
null
8826
2
null
8812
16
null
The geometric distribution is given by: $$p(X|\theta)=(1-\theta)^{X-1}\theta \;\;\; X=1,2,3,\dots$$ The log likelihood is thus given by: $$\log[p(X|\theta)]=L=(X-1)\log(1-\theta)+\log(\theta)$$ Differentiate once: $$\frac{\partial L}{\partial \theta}=\frac{1}{\theta}-\frac{X-1}{1-\theta}$$ And again: $$\frac{\partial^{...
null
CC BY-SA 3.0
null
2011-03-27T08:59:51.443
2013-10-25T08:14:19.340
2013-10-25T08:14:19.340
17230
2392
null
8827
2
null
7430
2
null
@JMS answer is adequate for the nuts and bolts of changing variables. However, [This question](https://stats.stackexchange.com/questions/8104/why-is-a-p-sigma2-sim-textig0-001-0-001-prior-on-variance-considered-we) may help you a bit with why it is uniform on that scale. My answer to [this question](https://stats.stac...
null
CC BY-SA 2.5
null
2011-03-27T09:09:00.470
2011-03-27T09:09:00.470
2017-04-13T12:44:49.683
-1
2392
null
8828
2
null
8817
4
null
Not sure if this is particularly useful, but there's a guide for programmers to learn statistics in Python available online. [http://www.greenteapress.com/thinkstats/](http://www.greenteapress.com/thinkstats/) It seems pretty good from my brief scan, and it appears to talk about some machine learning methods, so it mig...
null
CC BY-SA 2.5
null
2011-03-27T09:10:04.543
2011-03-27T09:10:04.543
null
null
656
null
8829
2
null
8808
3
null
So you have a density of: $$p(X_i|\theta)=\frac{1}{2\theta}\;\;\;\; X_i\in[-\theta,\theta]$$ Now this is what is called a scale density, and $\theta$ is a scale parameter, just like the standard deviation in a normal distribution. Now to do a Bayesian CI you require a prior distribution for $\theta$. Because $\theta$ ...
null
CC BY-SA 2.5
null
2011-03-27T09:43:27.663
2011-03-27T09:43:27.663
null
null
2392
null
8830
2
null
8817
8
null
Let me suggest [Orange](http://orange.biolab.si/) > comprehensive Yes > scalable (100k features, 10k examples) Yes > well supported libraries for doing ML in Python out there? Yes > library that has a good collection of classifiers, feature selection methods (Information Gain, Chi-Sqaured etc.), All of t...
null
CC BY-SA 2.5
null
2011-03-27T10:03:22.980
2011-03-27T10:03:22.980
null
null
1496
null
8831
2
null
8820
2
null
It is quite simple; you make a subsample by sampling with replacement: ``` sample(x,replace=T) ``` calculate the statistic you want on it: ``` mean(sample(x,replace=T)) ``` finally average it over many repetitions: ``` mean(replicate(1000,mean(sample(x,replace=T))) ```
null
CC BY-SA 2.5
null
2011-03-27T10:51:10.953
2011-03-27T10:59:28.920
2011-03-27T10:59:28.920
null
null
null
8832
2
null
8807
11
null
The "classical" k-times cross-validation technique is based on the fact that each sample in the available data set is used (k-1)-times to train a model and 1 time to test it. Since it is very important to validate time series models on "future" data, this approach will not contribute to the stability of the model. One ...
null
CC BY-SA 2.5
null
2011-03-27T11:19:52.957
2011-03-28T14:49:33.693
2011-03-28T14:49:33.693
1496
1496
null
8833
2
null
8817
40
null
About the scikit-learn option: 100k (sparse) features and 10k samples is reasonably small enough to fit in memory hence perfectly doable with scikit-learn (same size as the 20 newsgroups dataset). Here is a tutorial I gave at PyCon 2011 with a chapter on text classification with exercises and solutions: - http://sciki...
null
CC BY-SA 2.5
null
2011-03-27T11:20:59.597
2011-03-27T11:35:10.863
2011-03-27T11:35:10.863
2150
2150
null
8834
2
null
8732
0
null
Whether or not you wish to forecast or not has nothing whatsoever to do with correct time series analysis. Time series methods can develop a robust model which can be used simply to characterize the relationship between a dependent series and a set of user-suggested inputs (a.k.a. user-specified predictor series) and e...
null
CC BY-SA 2.5
null
2011-03-27T13:06:33.083
2011-03-27T13:06:33.083
null
null
3382
null
8837
2
null
8744
6
null
I suggest a two-step approach: - get a good initial estimates of the cluster centers, e.g. using hard or fuzzy K-means. - Use Global Nearest Neighbor assignment to associate points with cluster centers: Calculate a distance matrix between each point and each cluster center (you can make the problem a bit smaller by...
null
CC BY-SA 2.5
null
2011-03-27T14:00:14.600
2011-03-27T14:28:15.977
2011-03-27T14:28:15.977
198
198
null
8838
2
null
8568
1
null
You could rewrite your model in a Bayesian software (OpenBUGS, PyMC). When any new information is available add them to the model and re-estimate the posterior.
null
CC BY-SA 2.5
null
2011-03-27T14:26:36.253
2011-03-27T14:26:36.253
null
null
3911
null
8839
2
null
7197
1
null
You could set up a model that predicts LOS using YEAR, DG and other variables available (hospital datasets usually include age, gender and many other potential predictors). One way of comparing your hospital to the comparison set is joining the two datasets and adding a hospital column (either 'my hospital' or 'compari...
null
CC BY-SA 2.5
null
2011-03-27T14:57:41.187
2011-03-27T14:57:41.187
null
null
3911
null
8840
2
null
8817
3
null
SHOGUN ([将軍](http://www.shogun-toolbox.org/)) is a large scale machine learning toolbox, which seems promising.
null
CC BY-SA 2.5
null
2011-03-27T15:16:27.763
2011-03-27T15:16:27.763
null
null
1351
null
8841
5
null
null
0
null
Mixture models arise in attempts to characterize complicated probability distributions, especially those with two or more modes, in terms of distributions with mathematically simple descriptions. ### Disambiguation - Do not confuse a "mixture model" with a "mixed model"! The former concerns distributions, typicall...
null
CC BY-SA 4.0
null
2011-03-27T16:20:20.390
2020-05-02T09:09:50.780
2020-05-02T09:09:50.780
1352
919
null
8842
4
null
null
0
null
A mixture distribution is one that is written as a convex combination of other distributions. Use the "compound-distributions" tag for "concatenations" of distributions (where a parameter of a distribution is itself a random variable).
null
CC BY-SA 4.0
null
2011-03-27T16:20:20.390
2020-05-02T09:01:39.847
2020-05-02T09:01:39.847
1352
919
null
8844
1
8860
null
10
3462
How to calculate discrete interval coverage? What I know how to do: If I had a continuous model, I could define a 95% confidence interval for each of my predicted values, and then see how often the actual values were within the confidence interval. I might find that only 88% of the time did my 95% confidence interval...
Discrete functions: Confidence interval coverage?
CC BY-SA 2.5
null
2011-03-27T17:31:46.470
2011-12-12T13:59:11.507
null
null
3919
[ "confidence-interval", "discrete-data" ]
8845
1
8861
null
6
241
[Samiuddin, (1976)](http://www.jstor.org/stable/2285344) states: ![enter image description here](https://i.stack.imgur.com/jvBNh.png) or, typset with $\LaTeX$ as originally posted > We start with the usual noninformative prior distribution of $\mu_i$ and $\sigma_i (i = 1,2,\ldots, k)$ $$\pi(\mu_1, \mu_2, \ldots, \...
What does $d$ mean in this notation of the "usual noninformative prior of $\mu_i$ and $\sigma_i$?"
CC BY-SA 3.0
null
2011-03-27T17:46:18.863
2011-05-18T13:45:14.577
2011-05-18T13:45:14.577
1381
1381
[ "probability", "bayesian", "prior", "notation" ]
8846
1
8863
null
6
4852
I'm about to apply Kruskal-Wallis test (non-parametric ANOVA) on three groups of unequal length. I was taught/advised to apply Krukal-Wallis only if: - dependent variable is at least at ordinal level of measurement - group's $ n > 5 $ (otherwise H statistic is not $ \chi ^2 $ distributed, so exact p-value cannot be c...
Kruskal-Wallis test data considerations
CC BY-SA 2.5
null
2011-03-27T19:12:32.223
2011-03-28T02:25:16.240
2011-03-27T21:11:14.717
1356
1356
[ "r", "nonparametric", "kruskal-wallis-test" ]
8847
2
null
8807
11
null
[http://robjhyndman.com/researchtips/crossvalidation/](http://robjhyndman.com/researchtips/crossvalidation/) contains a quick tip for cross validation of time series. Regarding using random forest for time series data....not sure although it seems like an odd choice given that the model is fitted using bootstrap sample...
null
CC BY-SA 2.5
null
2011-03-27T19:20:57.207
2011-03-27T19:20:57.207
null
null
2040
null
8849
2
null
8846
0
null
- You need not check homoscedasticity. Kruskal and Wallis stated in their original paper that the “test may be fairly insensitive to differences in variability”. - If there is no exact test available, you can use bootstrap.
null
CC BY-SA 2.5
null
2011-03-27T19:34:23.447
2011-03-27T23:12:57.357
2011-03-27T23:12:57.357
3911
3911
null
8851
2
null
8664
1
null
When you include subject as a random effect in ANOVA you assume that the subject effect and the product effect are additive. Have you thought about negative covariances? Maybe the more one likes red socks the less they like green ones...
null
CC BY-SA 2.5
null
2011-03-27T20:16:46.323
2011-03-27T20:16:46.323
null
null
3911
null
8852
2
null
4150
1
null
Write down the complete likelihood, take the derivative and do a gradient based optimization. You can do this online very easily (that is, process one point after the other) and this might result in far faster convergence than EM if the redundancy in your data is high.
null
CC BY-SA 2.5
null
2011-03-27T20:36:29.907
2011-03-27T20:36:29.907
null
null
2860
null
8853
2
null
8653
2
null
I understand you have - many brain imaging datasets - classified into 2 groups, study and control - image processing methods - parameters of the image processing to tune - a collection of processed images with various parameter settings and that you will - run a new study recruiting similar subjects and control...
null
CC BY-SA 2.5
null
2011-03-27T20:51:45.013
2011-03-27T20:51:45.013
null
null
3911
null
8854
1
8857
null
2
6453
I'm interested in determining whether two or more groups of data share the same mean, and it seems like the ANOVA framework is a good way to approach this. However, ANOVA assumes residuals are normally distributed, while each of my data is a number between 0 and 100 (a percentage). Because normal distributions have sup...
ANOVA-like test for bounded variables (percentages)
CC BY-SA 3.0
null
2011-03-27T21:15:26.893
2012-06-25T06:16:16.217
2012-06-25T06:16:16.217
183
3921
[ "hypothesis-testing", "anova" ]
8856
2
null
8633
2
null
Your covariate is not only different across subjects, but also gets different during the multiple measurements on the same subject. This has implications on the study design and the analysis method as well. (I'm not sure if you really meant the effect of the covariate in your second sentence.) Study design: if your mul...
null
CC BY-SA 2.5
null
2011-03-27T21:28:27.603
2011-03-27T21:28:27.603
null
null
3911
null
8857
2
null
8854
4
null
Is the percentage the most raw data you have, or did you compute the percentage from some sort of binomial count data? If the latter, then you should submit the raw 1s and 0s to a logistic regression. In R, check out glm: ``` glm( response ~ group , family = binomial ) ``` If each individual of each group cont...
null
CC BY-SA 2.5
null
2011-03-27T21:36:20.393
2011-03-27T21:36:20.393
null
null
364
null
8858
2
null
8854
2
null
Percentage values may have normal distributions, e.g. cholesterol levels across humans is approximately normally distributed, and it remains normal even if expressed as percentage of the maximal cholesterol level seen. In such cases you need not worry about the fact that your data cover only a narrow interval. However,...
null
CC BY-SA 2.5
null
2011-03-27T21:56:14.757
2011-03-27T21:56:14.757
null
null
3911
null
8859
1
null
null
0
2322
I am currently implementing a text classification program with Naive Bayes. I produce two multinominal models in my training function: p(w|nonSPAM) and p(w|SPAM)) as well as a prior probability P(S). In my testing function I go through each test document, and for each test document, I go through all the terms and compu...
How to convert log likelihoods into scores in Naive Bayes?
CC BY-SA 2.5
null
2011-03-27T22:13:20.827
2011-04-08T20:43:40.633
2017-05-23T12:39:26.167
-1
null
[ "machine-learning", "maximum-likelihood", "naive-bayes" ]
8860
2
null
8844
7
null
Neyman's confidence intervals make no attempt to provide coverage of the parameter in the case of any particular interval. Instead they provide coverage over all possible parameter values in the long run. In a sense they attempt to be globally accurate at the expense of local accuracy. Confidence intervals for binomial...
null
CC BY-SA 3.0
null
2011-03-27T22:45:57.677
2011-12-12T13:59:11.507
2011-12-12T13:59:11.507
1036
1679
null
8861
2
null
8845
7
null
This is shorthand notation for a "differential" of the mean and variance parameters. The longhand version goes: $$p(\mu\in[\mu_1,\mu_1+d\mu_1)|I)\propto d\mu_1$$ This indicates a uniform probability with respect to $\mu$. A more familiar notation is: $$p(\mu|I)\propto 1$$ It comes from the "proper" derivation of a PD...
null
CC BY-SA 2.5
null
2011-03-27T22:58:10.103
2011-03-28T09:27:14.167
2011-03-28T09:27:14.167
2392
2392
null
8862
2
null
8818
3
null
A mixture of Gaussians algorithm is a probabilistic generalization of the $k$-means algorithm. Each mean vector in $k$-means is component. The number of elements in each of the $k$ vectors is the dimension of the model. Thus, if you have $n$ dimensions, you have a $k\times n$ matrix of mean vectors. It is no different ...
null
CC BY-SA 2.5
null
2011-03-28T02:16:21.630
2011-03-28T19:37:08.190
2011-03-28T19:37:08.190
2660
2660
null
8863
2
null
8846
9
null
With small, and possibly unequal group sizes, I'd go with chl's and onestop's suggestion and do a Monte-Carlo permutation test. For the permutation test to be valid, you need exchangeability under $H_{0}$. If all distributions have the same shape (and are therefore identical under $H_{0}$), this is true. Here's a first...
null
CC BY-SA 2.5
null
2011-03-28T02:17:44.203
2011-03-28T02:25:16.240
2011-03-28T02:25:16.240
1909
1909
null
8864
1
null
null
5
743
I'm new to predictive models and I have a problem at hand that I need some advice with. Basically for a clinical application we want to predict the outcome of a rating scale with a model built on top of outcomes of our new measurement device. My dependent variable, a clinical rating scale, is an integer between 0 and 1...
Looking for ideas to build a predictive model
CC BY-SA 2.5
null
2011-03-28T02:44:24.290
2011-03-29T19:28:12.003
null
null
2020
[ "r", "regression", "predictive-models" ]
8866
2
null
8405
1
null
As an alternative to the `Hmisc` package, you can use `table` or `xtabs`: ``` table(cut(X$Age, c(0, 27, 37, 47, 999), X$Outcome) xtabs(~ cut(Age, c(0, 27, 37, 47, 999) + Outcome, data=X) ```
null
CC BY-SA 2.5
null
2011-03-28T06:07:52.767
2011-03-28T06:07:52.767
null
null
1569
null
8867
1
null
null
21
771
Given the following hierarchical model, $$ X \sim {\mathcal N}(\mu,1), $$ and, $$ \mu \sim {\rm Laplace}(0, c) $$ where $\mathcal{N}(\cdot,\cdot)$ is a normal distribution. Is there a way to get an exact expression for the Fisher information of the marginal distribution of $X$ given $c$. That is, what is the Fisher inf...
Fisher information in a hierarchical model
CC BY-SA 3.0
null
2011-03-28T06:33:55.567
2020-08-07T16:47:16.740
2020-08-07T16:47:16.740
7290
530
[ "multilevel-analysis", "fisher-information" ]
8868
1
8870
null
28
59160
When doing time series research in R, I found that `arima` provides only the coefficient values and their standard errors of fitted model. However, I also want to get the p-value of the coefficients. I did not find any function that provides the significance of coef. So I wish to calculate it by myself, but I don't k...
How to calculate the p-value of parameters for ARIMA model in R?
CC BY-SA 2.5
null
2011-03-28T09:19:01.760
2020-09-27T06:24:55.793
2020-09-27T06:24:55.793
7290
3926
[ "r", "time-series", "chi-squared-test", "arima" ]
8869
1
8871
null
6
858
After knowing how LSA works, I went on continue reading on pLSA but couldn't really make sense of the mathematical formula. This is what I get from [wikipedia](http://en.wikipedia.org/wiki/Probabilistic_latent_semantic_analysis) (other academic papers/tutorial show similar form) \begin{align} P(w,d) & = \sum_{c} P(c) P...
Deriving mathematical model of pLSA
CC BY-SA 3.0
null
2011-03-28T09:21:13.490
2015-09-25T06:48:48.613
2015-09-25T06:48:48.613
3837
3837
[ "machine-learning", "probability", "bayesian", "multilevel-analysis", "latent-semantic-analysis" ]
8870
2
null
8868
5
null
The "t value" is the ratio of the coefficient to the standard error. The degrees of freedom (ndf) would be the number of observations minus the max order of difference in the model minus the number of estimated coefficients. The "F value " would be the square of the "t value" In order to exactly compute probability you...
null
CC BY-SA 2.5
null
2011-03-28T09:36:22.263
2011-03-28T09:36:22.263
null
null
3382
null
8871
2
null
8869
6
null
I am assuming you want to derive: \begin{align*} P(w,d) = \sum_{c} P(c) P(d|c) P(w|c) &= P(d) \sum_{c} P(c|d) P(w|c) \end{align*} Further, this is similar to Probabilistic latent semantic indexing (cf. Blei, Jordan, and Ng (2003) Latent Dirichlet Allocation. JMLR section 4.3). PLSI posits that a document label $d$ and...
null
CC BY-SA 2.5
null
2011-03-28T11:24:36.273
2011-03-28T11:53:06.290
2011-03-28T11:53:06.290
2116
1307
null
8872
2
null
8868
27
null
Since `arima` uses maximum likelihood for estimation, the coefficients are assymptoticaly normal. Hence divide coefficients by their standard errors to get the z-statistics and then calculate p-values. Here is the example with in R with the first example from `arima` help page: ``` > aa <- arima(lh, order = c(1,0,0)) ...
null
CC BY-SA 3.0
null
2011-03-28T11:41:48.280
2013-05-06T10:22:17.483
2013-05-06T10:22:17.483
2116
2116
null
8873
1
null
null
3
600
How to calculate sample size needed for GWAS for a given MAF, power, $p$-value and frequency of the disease ?
Sample size in genome-wide studies
CC BY-SA 2.5
null
2011-03-28T13:24:08.807
2011-03-28T20:05:23.343
2011-03-28T14:17:07.833
930
3870
[ "genetics", "statistical-power" ]
8874
2
null
8797
4
null
Based on my calculations, it seems that you had about 16 or 17 participants. The typical methods for calculating confidence intervals of means assume that sample means are normally distributed. In the case of very skewed distributions, that assumption is only valid for large samples, which rules of thumb define as at l...
null
CC BY-SA 2.5
null
2011-03-28T13:54:58.437
2011-03-28T13:54:58.437
null
null
3874
null
8875
2
null
8869
3
null
The line $P(c|d)P(c) = P(d|c)P(c)$ (your eq 2) should be $P(c|d)P(d) = P(d|c)P(c)$. I'm not sure why you don't think Bayes theorem and basic probability rules are useful: Eq 1 is Bayes theorem (ie recognizing that $P(d|c)P(c) = P(c,d)$ and plugging in to the definition of conditional probability) Eq 2 follows immediat...
null
CC BY-SA 2.5
null
2011-03-28T13:56:59.857
2011-03-28T13:56:59.857
null
null
26
null
8876
2
null
8572
19
null
So the simple answer is yes: Metropolis-Hastings and its special case Gibbs sampling :) General and powerful; whether or not it scales depends on the problem at hand. I'm not sure why you think sampling an arbitrary discrete distribution is more difficult than an arbitrary continuous distribution. If you can calculate...
null
CC BY-SA 2.5
null
2011-03-28T14:24:43.273
2011-03-31T16:45:44.557
2011-03-31T16:45:44.557
26
26
null
8877
1
null
null
7
2928
My [struggle](https://stats.stackexchange.com/questions/8846/kruskal-wallis-test-data-considerations) with non-parametric methods continues... I'd like to apply a median polish instead of two-way ANOVA (normality and homoscedascity assumptions are violated, and $ n_{ij} $ are small, so I can't use CLT as an excuse). I'...
Two-way robust ANOVA
CC BY-SA 2.5
null
2011-03-28T15:37:13.107
2011-03-28T22:54:48.707
2017-04-13T12:44:33.310
-1
1356
[ "r", "anova", "nonparametric", "median", "robust" ]
8878
2
null
8877
2
null
How is normality violated? Medians are more sensitive to skew than means as n gets low. Be careful of that. It would be very problematic if small n's varied in a systematic way. How much is homoscedascity violated? If the n's are about equal it won't matter much for quite large differences.
null
CC BY-SA 2.5
null
2011-03-28T16:13:24.807
2011-03-28T16:13:24.807
null
null
601
null
8880
2
null
8808
3
null
The question is not totally clear, but I am going to assume that that you have an improper prior for $\theta$ proportional to $1/\theta$ and $n$ observed points $\{X_i\}$. A sufficient statistic is $Y=\max_i |X_i|$, and you will have $$Pr(Y \le y|\theta) = (y/\theta)^n \textrm{ if } 0 \le y \le \theta $$ so with dens...
null
CC BY-SA 2.5
null
2011-03-28T18:36:09.553
2011-03-29T21:02:58.523
2011-03-29T21:02:58.523
2958
2958
null
8881
1
null
null
1
1762
I have a dataset with the following types of predictors: - binary (e.g., gender), - nominal with 3 categories, - ordinal, and - continuous ### Question: What is the best way to set up a regression model that includes these different types of variable?
How to perform a regression model with a mix of binary, nominal, ordinal, and continuous predictors?
CC BY-SA 2.5
null
2011-03-28T18:53:05.850
2016-07-24T11:34:16.580
2011-04-05T13:28:12.420
183
3472
[ "regression" ]
8882
1
8888
null
5
1729
If one has dataset with a single outlier such as the following graph taken from Vanni-Mercer et al. (2009), is there a statistical test that one can use that accounts for the single outlier rather than having to throw it out or declare significance because of a single data point? RT is reaction time. Trial rank is esse...
Alternative to Tukey's HSD
CC BY-SA 2.5
null
2011-03-28T19:45:31.427
2011-03-29T07:25:09.323
null
null
2660
[ "post-hoc" ]
8883
1
8921
null
4
2868
I have a process which consists of a number of events and what is known is the timings between the events. What I'm trying to determine is a distribution that allows me to determine a likelyhood that a new sample fits the distibution. The issue is mainly that if you have lots of samples you can approximate the result u...
Conditional expection of gamma distribution on sum
CC BY-SA 2.5
null
2011-03-28T19:53:17.083
2011-03-30T04:22:56.787
2011-03-29T16:18:23.670
3932
3932
[ "conditional-probability", "gamma-distribution" ]
8884
1
8887
null
8
2694
The central limit theorem as I am familiar with it applies to the limiting (rescaled) distribution of $n$ convolutions of a single probability distribution as $n$ goes to infinity, or equivalently, to distribution one gets from taking a sum of $n$ random variables each with a single fixed distribution. That is, it is a...
Central limit theorem for sum from varied distributions
CC BY-SA 2.5
null
2011-03-28T19:59:07.047
2011-03-30T03:34:38.853
2011-03-28T20:24:39.990
2116
2912
[ "central-limit-theorem" ]
8885
1
17070
null
5
195
How to order a set of vectors $W$ if we are given a training set $V$ consisting of $k$ $n$-dimensional vectors and partial order of them? It is not the total order, so some vectors might not be comparable with some other. The answer will depend on assumptions, so feel free to make any reasonable assumptions. Example Le...
Prediction of an order of vectors using partially ordered set
CC BY-SA 2.5
null
2011-03-28T20:01:44.653
2011-10-16T12:32:23.090
null
null
1643
[ "ordinal-data" ]
8886
2
null
8873
2
null
Haven't tried it myself, but you might like to try the [GWApower](http://www.stats.ox.ac.uk/~marchini/software.html#GWApower) R package. See [Spencer et al. 2009](http://dx.doi.org/10.1371/journal.pgen.1000477).
null
CC BY-SA 2.5
null
2011-03-28T20:05:23.343
2011-03-28T20:05:23.343
null
null
449
null
8887
2
null
8884
7
null
The [theorem 3.1](http://books.google.com/books?id=4LkdSaI4xXMC&lpg=PP1&dq=inauthor%3a%22Valentin%20Vladimirovich%20Petrov%22&hl=fr&pg=PA91#v=onepage&q&f=false) in this [book](http://books.google.com/books?id=4LkdSaI4xXMC&lpg=PP1&dq=inauthor%3A%22Valentin%20Vladimirovich%20Petrov%22&hl=fr&pg=PP1#v=onepage&q&f=false) an...
null
CC BY-SA 2.5
null
2011-03-28T20:18:16.797
2011-03-28T20:18:16.797
null
null
2116
null
8888
2
null
8882
4
null
Typically in RT studies there's good reason to believe that the first trials are different qualitatively from the rest and the long RT is merely an indicator of that. Why would you want to bother keeping them?
null
CC BY-SA 2.5
null
2011-03-28T20:20:14.667
2011-03-28T20:20:14.667
null
null
601
null
8890
2
null
8864
5
null
If you use a regression model you may start with ordinal logistic regression since your dependent variable has an ordinal scale of 11 levels. Then you may want to look at the threshold values as you may find that they are equidistant (after some transformation), in which case you may go for linear regression. Tree base...
null
CC BY-SA 2.5
null
2011-03-28T21:43:57.283
2011-03-29T19:28:12.003
2011-03-29T19:28:12.003
3911
3911
null
8891
1
null
null
8
10826
I am trying to predict real estate sales prices. - In my dataset there are independent variables that are both nominal and numeric (square meters, prices etc.) - Before feeding the data to any regression algorithm I'd like to preprocess it correctly (binning, normalizing mean / std deviation, discretization etc.) ...
Data preparation for regression
CC BY-SA 2.5
null
2011-03-28T21:53:25.267
2011-03-29T14:11:32.650
null
null
3933
[ "r", "regression", "predictive-models", "standardization" ]
8893
2
null
8882
2
null
You might consider checking out the [gamm4](http://cran.r-project.org/web/packages/gamm4/index.html) package in R, which basically finds a non-linear function that fits the data while auto-penalizing complexity. I recently used it to fit a similar data set, then obtained the residuals and used these to bootstrap pretty...
null
CC BY-SA 2.5
null
2011-03-28T23:11:36.710
2011-03-28T23:11:36.710
null
null
364
null
8894
2
null
8885
0
null
In the example if we order the vectors according to the first attribute the three pairwise comparisons will be satisfied. This is the same solution as what you suggested in your last sentence. Why aren't you satisfied with this solution? Do you have any further information on the problem?
null
CC BY-SA 2.5
null
2011-03-28T23:39:05.167
2011-03-28T23:39:05.167
null
null
3911
null
8895
2
null
8891
1
null
The real estate prices that you are tying to predict , are they consecutive/chronological values i.e. time series data or are they prices for different classes e.g. this years prices for different classes for the same time frame. You might want to read something I wrote on these two kinds of problems as it warns that ...
null
CC BY-SA 2.5
null
2011-03-28T23:57:31.773
2011-03-28T23:57:31.773
null
null
3382
null
8897
2
null
8891
1
null
Binning your data is usually a bad idea because it will cause you to lose information, which will likely result in loss of power. Also, I would rarely standardise variables before doing regression, although some people may like to. A really good book to read, if you can get it, is "Regression Modeling Strategies" by Fr...
null
CC BY-SA 2.5
null
2011-03-29T06:38:54.180
2011-03-29T06:38:54.180
null
null
3835
null
8898
1
null
null
6
857
A pathologist friend came to me for help with the following question for a research project. The goal is to compare the effectiveness of three different diagnostic techniques. The data set is as follows: there are 50 different specimens, each specimen was evaluated by 4 pathologists, and 3 different instruments (ie 6...
How to compare the effectiveness of medical diagnostic techniques?
CC BY-SA 3.0
null
2011-03-29T06:56:06.277
2011-04-24T17:14:47.580
2011-04-14T02:01:51.063
3939
3939
[ "hypothesis-testing", "statistical-significance" ]
8899
1
8906
null
0
239
Suppose I have 2 variables $A$: $P(A) =$ 0.01 $P( \lnot A) =$ 0.99 And $B$ that depends on $A$: $P(B|A) =$ 0.05 $P( \lnot B|A) =$ 0.95 $P(B| \lnot A) =$ 0.01 $P( \lnot B| \lnot A) =$ 0.99 Applying: $$P(B)=\sum_{A}^{ } P(B|A)P(A)$$ we get $P(B)=(0.01)(0.05)+(0.99)(0.01)=0.0104$ Ok, my question is the following: I...
Several questions about conditional probability
CC BY-SA 2.5
null
2011-03-29T07:06:51.563
2011-03-29T14:41:30.803
2011-03-29T14:41:30.803
2958
3681
[ "conditional-probability" ]
8901
2
null
1564
1
null
check this [wikipedia](http://en.wikipedia.org/wiki/Bayes%27_theorem#Generalizations) page under the sub-section named extensions, they do show how to derive conditional probability involving more than 2 events.
null
CC BY-SA 4.0
null
2011-03-29T08:44:46.397
2022-05-12T13:52:16.437
2022-05-12T13:52:16.437
256587
3837
null
8903
1
null
null
6
5917
I'm computing cosine similarities between 2 vectors. These vectors are information retrieval query and document representations respectively. They have been computed using [tf-idf](http://en.wikipedia.org/wiki/Tf%E2%80%93idf) weights. Since my documents have different length, tf-idf weights are theoretically unbounded....
Comparing cosine similarities for tf-idf vectors for documents with different length
CC BY-SA 2.5
null
2011-03-29T09:06:24.640
2012-06-17T16:23:19.430
2011-03-29T11:55:26.907
449
3941
[ "text-mining", "information-retrieval" ]
8904
1
null
null
1
5301
I need to run Newey West t statistics in SAS 9.2. I already run regression, White's test, Breusch Godfrey test and Jarque-Bera normality test. Regression is simple. Number of observations = 522 Depended variable name: rtest 1 Independent variable name: rtest 2 Data are time series data. I found somewhere that i should...
How to calculate Newey West t-statistic in SAS 9.2?
CC BY-SA 2.5
null
2011-03-29T09:09:00.380
2015-07-29T12:25:19.890
2011-03-29T11:27:01.840
2116
null
[ "sas" ]
8905
2
null
8899
0
null
Using subjective probabilities adding the “information that $P(B)=1$ to the model as an equation” is no different from adding the “data that $B$ is observed to be true”. So you can use the Bayes theorem: $P_{prior} = \begin{smallmatrix} 0.05 \cdot 0.01 & 0.01 \cdot 0.99 \\ 0.95 \cdot 0.0...
null
CC BY-SA 2.5
null
2011-03-29T09:23:21.043
2011-03-29T09:37:12.443
2011-03-29T09:37:12.443
3911
3911
null
8906
2
null
8899
1
null
When you set $Pr(B)=1$ other things will change, though some can remain the same. So you have to decide what is remaining the same. For example, in the first part, you could have worked out $Pr(A|B)$, $Pr( \lnot A|B)$, $Pr(A| \lnot B) $ and $Pr( \lnot A| \lnot B)$. So $Pr(A|B) = \frac{Pr(B|A)Pr(A)}{Pr(B)} = \frac{...
null
CC BY-SA 2.5
null
2011-03-29T09:39:14.657
2011-03-29T09:39:14.657
null
null
2958
null
8907
1
8910
null
5
5073
I have downloaded the Gaussian Processes for Machine Learning (GPML) package (gpml-matlab-v3.1-2010-09-27.zip) from the website, and I can run the regression example ([demoRegression](http://www.gaussianprocess.org/gpml/code/matlab/doc/index.html)) in [Octave](http://www.gnu.org/software/octave/). It works just fine. N...
How do I use the GPML package for multi dimensional input?
CC BY-SA 3.0
null
2011-03-29T09:47:18.770
2014-10-14T17:22:21.210
2013-07-24T16:41:33.833
12786
3943
[ "regression", "machine-learning", "matlab", "stochastic-processes", "nonparametric-bayes" ]
8908
1
8913
null
3
283
I'm working up a taxonomy showing different methods used in pattern recognition and I'd be curious to hear about how it could be improved. The Mind Map groups different methods based on the discipline which influenced their development. [taxonomy http://bentham.k2.t.u-tokyo.ac.jp/media/zoo.png](http://bentham.k2.t.u-to...
What is missing from this taxonomy of methods used in pattern recognition?
CC BY-SA 3.0
null
2011-03-29T10:09:49.400
2011-10-26T09:55:35.580
2011-10-26T09:55:35.580
183
2624
[ "algorithms" ]
8909
1
8989
null
6
1163
I am designing a data capture method for a client for inplay sporting events and he wants to record the odds movements for later analysis in Excel once every half second. I want to get this right so that it's easy to use the data down the line for analysis in other packages. A bit more background and assumptions. - Ea...
Data collection and storage for time series analysis
CC BY-SA 2.5
null
2011-03-29T10:26:51.437
2011-03-31T00:26:24.340
null
null
null
[ "time-series", "dataset" ]
8910
2
null
8907
8
null
Here is a more minimal example of a 2-d regression problem (I haven't got octave, only matlab, but hopefully the difference won't matter). meanfunc and covfunc should be happy with any number of inputs, provided that the covariance function doesn't have a hyper-parameter per inpit feature (as e.g. `covSEiso` does). H...
null
CC BY-SA 3.0
null
2011-03-29T10:28:10.890
2012-02-10T21:49:27.770
2012-02-10T21:49:27.770
9119
887
null
8911
1
null
null
4
7501
What free tool can I use to do simple Monte Carlo simulations on OS X?
What free tool can I use to do simple Monte Carlo simulations on OS X?
CC BY-SA 2.5
null
2011-03-29T12:00:38.800
2021-12-05T02:32:24.547
null
null
1901
[ "monte-carlo" ]
8913
2
null
8908
1
null
Maximum entropy Markov models could go next to hidden Markov models.
null
CC BY-SA 2.5
null
2011-03-29T12:45:45.907
2011-03-29T12:45:45.907
null
null
3874
null
8914
2
null
8911
9
null
[](http://www.r-project.org/) What is a probability that a sum of a 3 highest results from 5 throws of a die is divisible by seven? ``` > mean(replicate(1e5,sum(sort(sample(1:6,5,replace=T))[3:5])%%7==0)) [1] 0.16068 > mean(replicate(1e5,sum(sort(sample(1:6,5,replace=T))[3:5])%%7==0)) [1] 0.16032 ``` Circa 16%.
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CC BY-SA 3.0
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2011-03-29T12:46:58.267
2014-09-15T05:43:28.060
2014-09-15T05:43:28.060
44269
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8915
2
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8911
3
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My favourite platforms are - PyMC and - OpenBUGS PyMC runs on OS X out of the box, OpenBUGS is originally for windows, but according to [this](http://www.openbugs.info/w/Downloads) it can be run using Wine.
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CC BY-SA 2.5
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2011-03-29T12:56:26.060
2011-03-29T12:56:26.060
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3911
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5
62
I am working on joint and conditional density trees for approximating clique potentials in Bayesian Belief Networks. A brief introduction to topic is available from [this paper](http://www.autonlab.org/autonweb/14653.html) in case you'd like to get a better description what I'm talking about. I am looking for an implem...
Are there any available implementations of density or conditional density tree learning?
CC BY-SA 3.0
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2011-03-29T12:58:21.373
2016-12-09T08:36:42.547
2016-12-09T08:36:42.547
113090
3280
[ "bayesian", "multivariate-analysis", "cart", "approximation", "bayesian-network" ]