Unanswered Questions
71,464 questions with no upvoted or accepted answers
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Why we really need the concept of "Local" Rademacher complexity?
Recently, I have been studying High-Dimensional Statistics: A Non-Asymptotic Viewpoint written by Martin J. Wainwright. In this book, the author uses a special complexity measure which is called Local ...
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Fourier transform of a Gaussian process
I would like to discuss and ask a question regarding the Fourier transform of a Gaussian process, if it makes sense.
For that purpose, let me describe the following situation.
Let $z(s)$ be a ...
CommunityBot
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Methods to detect published mistakes without raw data?
I'm interested in ways to detect mistakes in published papers without analyzing the raw data. For example the GRIM test [1]. Here's another similarish one from one of the GRIM authors' blog. I don't ...
CommunityBot
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Is sparsity of topics a necessary condition for latent Dirichlet allocation (LDA) to work
I have been playing with the hyper-parameters of the latent Dirichlet allocation (LDA) model and am wondering how sparsity of topic priors play a role in inference.
I have not performed these ...
CommunityBot
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What approaches use multiple eigenvectors in graph spectral clustering?
Background: In Newman's PNAS 2006 paper Modularity and community structure in networks, the first eigenvector splits the graph in two clusters, and then each cluster can be further divided by ...
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Empirical Prediction interval for time series forecast based on quantile regression
As Gardner notes "almost all point forecasts are wrong", so prediction intervals (PI) are necessary to quantify uncertainty and help us make informed decisions. There exists theoretical PI, and in ...
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Words that estimate numerical proportions of a group
There seem to be more than a few papers that surround the use of certain words to define the probability of an event without actually using the numerical probability itself.
For example, if you are ...
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Computing a bootstrap confidence interval for the prediction error with the percentile and the BCa method
I have two related questions regarding the computation of a non-parametric bootstrap confidence interval for the prediction error.
Setting: I have a sample S from a data population P and a learner L, ...
CommunityBot
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Queuing theory for elevators
It's been a while since I had my probability course based on Sheldon Ross' book "Probability Models", and while I never went into econometrics, I was very interested in the queuing theory section. I ...
CommunityBot
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Pope effect on pizza - Regression with presence absence and similarity data as dependent variables
I'm trying to figure out the right way to set up a regression when the dependent variables are presence absence data (of pizzas), and the similarity between the present pizzas. Bear with the story:
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Bootstrap Prediction Interval: which residuals to use and which method?
I ask this question referring to the post: Bootstrap prediction interval, where a step by step method for calculating the prediction interval for linear regression models is explained.
In the ...
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Proof that the addition of a baseline to the REINFORCE algorithm reduces the variance
A widely used variation of REINFORCE is to subtract a baseline value $b$ from the return $G_t$ to reduce the variance of gradient estimation, such that
\begin{align}
\nabla_\theta J(\theta) & \...
CommunityBot
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Need advice on change point (step) detection
I have a time series with lots of steps/jumps (data file here). A plot is given below. I would like to subtract an appropriate value for each of these square wave features to bring them back down to ...
CommunityBot
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Expected value of softmax transformation of Gaussian random vector
Let $\mathbf w_1,\mathbf w_2,\ldots,\mathbf w_n \in \mathbb R^p$ and $\mathbf v \in \mathbb R^n$ be fixed vectors, and $\mathbf x \sim \mathcal N_p(\boldsymbol{\mu}, \mathbf{\Sigma})$ be an $p$-...
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Generalized additive model: choosing between cubic and thin-plate splines
I am using the gam function (from the mgcv package) to model a continuous response (a soil nutrient) in relation to a continuous ...
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