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Unanswered Questions

71,464 questions with no upvoted or accepted answers
14 votes
0 answers
700 views

Convolutional neural network for multi-variate time series?

I want to use CNN architectures for classification of multivariate time-series, where we apply one label to each sequence. I searched the net for the available designs in the literature and i found ...
14 votes
0 answers
408 views

How to construct confidence limits based on small stratified samples of finite populations?

Imagine a business wishes to audit its transactions. It has a database summarizing the transactions, which constitute a sampling frame for the population. It would be time-consuming and expensive to ...
14 votes
0 answers
4k views

What is the KL divergence of distribution from Dirac delta?

The Kullback–Leibler (KL) divergence of two continuous distributions $P(x)$ and $Q(x)$ is defined as $$D_{KL}(P \mid\mid Q) = \int_{X} P(x) \log{\left[\frac{P(x)}{Q(x)}\right]} dx$$ How can one ...
14 votes
1 answer
952 views

Bound the difference between Spearman's Correlation and Kendall's Correlation

I am trying to prove or disprove that the difference between Spearman's Correlation and Kendall's Correlation is no more than 1 (or less, the tighter the merrier). I am assuming there are no ties. ...
14 votes
0 answers
2k views

Negative deviance explained by GAM with betareg in R

I am fitting the following model in "mgcv" package in R using option family=betar to predict a percentage cover response variable (...
13 votes
0 answers
587 views

Are there Imbalanced learning problems where re-balancing/re-weighting demonstrably improves *accuracy*?

I have been looking into the imbalanced learning problem, where a classifier is often expected to be unduly biased in favour of the majority class. However, I am having difficulties identifying ...
13 votes
0 answers
272 views

Logistic regression for classification: are there any analytical solutions for the out-of-sample accuracy?

I run a binary logistic regression, with a binary dependent variable and a continuous independent one. Now I want to evaluate the out-of-sample performance of the classification algorithm so obtained. ...
13 votes
0 answers
2k views

Are these equivalent (for p-values): super-uniform, stochastically larger than / dominating the uniform, conservative?

In the literature and online, I have found three different wordings that I think refer to the same concept: stochastically larger than uniform (which I take is ...
13 votes
0 answers
778 views

Interpreting regression coefficients based on Andrew Gelman's re-scaling method

I have two predictors in a binary logistic regression model: One binary and one continuous. My primary goal is to compare the coefficients of the two predictors within the same model. I have come ...
13 votes
0 answers
20k views

How to find p value using estimate and standard error?

I am trying to check statement on p. 23 of Data Analysis Using Regression and Multilevel/Hierarchical Models For example, consider two independent studies with effect estimates and standard errors ...
13 votes
0 answers
741 views

Help me understand the Bayesian kernel density estimation (Sibisi and Skilling, 1996)

Sibisi and Skilling (1996, also mentioned in the 1997 paper) define Bayesian kernel density as $$ f(x) = \int dx' \,\phi(x')\, K(x, x') \tag{2} $$ Here the kernel $K$ is an assigned smooth ...
13 votes
0 answers
415 views

Is autocorrelation not worth addressing with small N?

Consider a simple regression context in which there is a small set of response values, $Y$, and corresponding dates, $X$. (For simplicity, we can assume the dates are equally spaced.) We would like ...
13 votes
0 answers
14k views

How to normalize data prior to computation of covariance matrix

In all my self-study, I have come across many different ways in which people seem to normalize their data, prior to the computation of the covariance matrix. I am confused as to what ways are 'correct'...
12 votes
0 answers
517 views

Official name of a common type of Bayesian simulation study

There is a kind of simulation study that is commonly used to validate an implementation of a Bayesian model: For independent replication $i = 1, ..., n$: Draw a set of "true" parameters ...
12 votes
0 answers
2k views

Instrumental variables with interactions between endogenous variables

I have two endogenous variables $x_1$ and $x_2$ and am trying to estimate the following model: $$y = \theta_0 + \theta_1 x_1 + \theta_2 x_2 + \theta_{12} x_{12}$$ where $x_{12} = x_1\times x_2$. I'm ...

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