Are GLMs just glorified WLS regressions?
When performing weighted least squares $L = \frac{1}{2} \sum_i w_i r_i^2$, Aitken showed that one ought to weight each sample by the inverse of its variance $w_i=1/\sigma_i^2$. This leads to gradients...
View ArticleFinding a specific reference on the construction of a confidence interval...
I realise this is a long shot but I am trying to find a reference to a specific example of a construction of a confidence interval which I came across in the past. My memory on this is hazy and I may...
View ArticleWhat are the best resources on image synthesis?
What are some good resources to learn about image synthesis? What are some of the key concepts or architectures to study?I understand image synthesis as generating new images with ML techniques.
View ArticleBook recommendations: statistical methods in the social sciences for someone...
I would like to learn basic statistical methods for quantitative data analysis in the social sciences. I volunteer for a nonprofit, and I want to take on a quantitative research project analyzing...
View ArticleIntroduction to statistics for mathematicians
What is a good introduction to statistics for a mathematician who is already well-versed in probability? I have two distinct motivations for asking, which may well lead to different suggestions:I'd...
View ArticleMathematical Statistics Videos
A question previously sought recommendations for textbooks on mathematical statisticsDoes anyone know of any good online video lectures on mathematical statistics?The closest that I've found...
View ArticleReferences for Generation of Synthetic Data
What are some of the introductory textbooks/references specifically on the task of generating synthetic data (from real data)? If possible, such a text is expected to cover a range of methods, be it...
View ArticleExample orthonormal basis of Word Embedding Space?
Models such as Word2Vec supposedly provide a bijection between language tokens and some "latent-space" that is in fact a high-dimensional vector space.If this is a vector space, it should be possible...
View ArticleHow can we compare the "performance" of different Markov chain Monte Carlo...
How can we judge the performance a Markov chain Monte Carlo (MCMC) algorithm? I guess we could consider one of the following:The variance of $X_t$ for a given $t\in I$;The asymptotic variance of...
View ArticleN-Urns N-Color ball modelling as Markov Chain
I am trying to model a system which can, mostly, be simplified to elements of different groups changing groups among themselves. I want to understand how frequently the elements change group and how...
View ArticleResources for learning about multiple-target techniques?
I am looking for resources (books, lecture notes, etc.) about techniques that can handle data that have multiple-targets (Ex: three dependent variable: 2 discrete and 1 continuous). Does anyone have...
View ArticleJensen–Shannon divergence as a distance measure between nonprobabilistic objects
We are working on an optimization problem. The objective function involves distance between data points. We tried a wide variety of distance measures and found the entropy-based measures, especially...
View ArticleEarliest paper on stratified log rank test
What is the earliest paper that proposed the stratified version of the log-rank test?Unfortunately, finding citations/references in textbooks for established statistics procedures is difficult.
View ArticleBook on Repeated Measure Analysis
Can anyone recommend a good book or some other reading materials on repeated measure analysis using mixed model.
View ArticleExtended Hidden Markov Models (HMM) parameter estimation
For simpler HMMs, we can use algorithms like Viterbi training (not decoding) or Baum Welch to estimate the parameters that best describe the observed data.How do we do the same when using a more...
View ArticlePoisson Binomial Distribution - confidence intervals
I'm working on a project which involves multiple trials for which the probability of success is not the same across trials. Given the unequal probabilities per trial, I'm using the Poisson Binomial...
View ArticleHypothesis testing upper bound involving $\chi^2$ distance
In this [note]https://www.stat.cmu.edu/~larry/=stat705/Lecture27.pdf, the author provides some upper bounds for hypothesis testing involving total variation distance and Hellinger distance in section...
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Universal approximation theorem for neural networks reference
On Wikipedia, a nice theorem is given:However, I can not find the stated theorem in the given references. So where is the stated theorem from?
View ArticleWhy do we use term “population” instead of “Data-generating process”?
I have always been confused about the use of the term “population” in statistics. In my first statistics course I was taught that we need a sample, because surveying the whole population is too costly....
View ArticleStatistical Modelling Research Papers
My task was to make a logistic regression model for a dataset to predict a binary variable (0/1). During this process I went through all of the stages of model building, from scratch given unprocessed...
View ArticleReference for Boruta and random forests
I would like to understand how do the Boruta package work. Could you suggest some references for the theoretical aspect of so-called random forests? Below are two illustrative examples of why am I...
View ArticleHow is the threshold parameter practically selected for Scikit learn's...
I am referring to the so-called optimized CART algorithm that is explained on Scikit learn's website: https://scikit-learn.org/stable/modules/tree.html#mathematical-formulationI would appreciate if...
View ArticleAnalyze the variance of one adaptive process?
I'm currently interested in analyzing the variance of one adaptive process. To be more specific, suppose I have done some, let's say $n$ times, experiments where the results depend on some unknown...
View ArticleReferences Request (Least-Squares Estimates for non i.i.d. Processes)
I am interested in suggestions concerning possible applications/problems within applied statistics with respect to estimates of least-squares for non-stationary designs. In particular, I would like to...
View ArticleLooking for terminology to describe a certain partial independence condition...
I find myself in a position where for events $X,Y$ and $Z$, I might have$$ P(X|Y,Z) = P(X|Y)P(X|Z)$$I don't know what to call this, and it's difficult to search for potential phrases, since all my...
View ArticleSum of probabilities below threshold
I have a discrete probability distribution $\mathcal{D}$, with support $\{1, \ldots, n\}$ and PMF $p(i), i=1,\ldots,n$.Is there some well-known quantity (as there is skewness, kurtosis, Shannon...
View ArticleIs this the CDF of a known probability distribution?
Consider the following cumulative distribution function over $\mathbb{R}^{+}$$F\left(x\right)\;=\;1+\mathcal{W}\left(-e^{-1-x}\right)$where $\mathcal{W}\left(\cdot\right)$ is the Lambert W...
View ArticleBooks about incremental data clustering
Does anyone have a suggestion of any relatively recent and good book about data clustering?More specifically, I'm looking for incremental clustering.
View ArticleReferences on when to choose Bayesian vs. frequentist analysis
I'm looking for references discussing and comparing the advantages and drawbacks of Bayesian vs. frequentist analysis in various contexts.If it makes sense, I'd be particularly interested in learning...
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Item Aggregation Methods in CFA
I've been trying to find any references which have discussed the legitimacy of any item aggregation methods prior to conducting CFA, but I'm coming up short. Here's my context:Large survey with 6...
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