Unanswered Questions
71,464 questions with no upvoted or accepted answers
11
votes
1
answer
3k
views
How to test for the difference in skewness of two samples?
I have two samples. From looking at their densities, one appears symmetrical and the other from some right-tailed distribution. I would like to test that the two do not have the same skewness (...
CommunityBot
- 1
11
votes
0
answers
613
views
Does using bootstrapped samples improve parameter estimates for a fitted distribution?
The R package retimes has a function for fitting an ex-Gaussian distribution to a set of observations. The method involves taking multiple bootstrapped samples of the observations, and fitting the ex-...
- 213
11
votes
1
answer
745
views
Hypergeometric: how do I construct a credibility interval around K (population successes) in R?
I have a problem for which I believe I should use the hypergeometric distribution, but I can't figure out how to do it in R.
Say I have a bag of marbles with known number ($N$) of marbles, but the ...
CommunityBot
- 1
11
votes
0
answers
4k
views
Contours containing a given fraction of $(x,y)$ points
I often need make $(x,y)$ scatter plots that have many ($>10^5$) points. I've experimented with different ways of representing this many points that capture the distribution while getting around ...
- 6,391
10
votes
3
answers
232
views
How to guess the size of a set?
Assume we have a set of unique words and draw a number $n$ of them using simple-random-sampling without replacement independently in each round. We have several rounds and try to guess the set size ...
CommunityBot
- 1
10
votes
0
answers
7k
views
Interpreting the results of the Johansen Cointegration test
This has been asked a few times before, but no answer was in my opinion satisfactory. My test also contains more details than in other question.
After using the Johansen test for two time-series in ...
- 369
10
votes
0
answers
624
views
When using L2 regularization outside of linear regression, do the same MAP estimation assumptions hold?
Some context is shared below, and my question is bolded at the end.
MLE from observation noise
In the linear regression setting, we learn model weights $\mathbf{w}$ to make scalar predictions $\hat{y}...
- 877
10
votes
0
answers
2k
views
Difference between Shapley values and SHAP
The Paper regarding die SHAP value gives a formula for the Shapley Values in (4) and for SHAP values apparently (?) in (8)
Still I dont really understand the difference between Shapley and SHAP ...
- 233
10
votes
0
answers
2k
views
Differences between t-SNE and SOM
I have some high dimensional data and I want to reduce it to 2 dimensions for visualization. The goal is to color the points in this 2D space to see whether there is any clustering due to different ...
- 299
10
votes
0
answers
2k
views
No-U-Turn Sampler (NUTS) for Hamiltonian Monte Carlo (HMC): how do I understand the doubling process?
I'm reading the original NUTS paper by Hoffman and Gelman, but couldn't fully understand the recursively doubling process.
The following figure is taken from the paper.
The NUTS process starts ...
- 361
10
votes
0
answers
940
views
Tuning MALA (Metropolis-adjusted Langevin) proposal
I'd like to implement a version of Metropolis-adjusted Langevin sampling, but I'm unsure how to go about tuning the parameters of the proposal density.
My understanding is that in MALA, a proposal ...
10
votes
0
answers
377
views
Reinforcement *Model* Learning
Classical reinforcement learning (Q- or Sarsa-Learning) can be extended with models of the environment. These models are usually transition tables that contain the probability of arriving at a ...
CommunityBot
- 1
10
votes
0
answers
3k
views
Cluster analysis vs Factor analysis as a means for "grouping" variables or cases
I've noticed responses that at face value seem to be in contradiction with each other.
For instance, here @peter-flom writes
Short answer: Cluster analysis is about grouping subjects (e.g.
...
- 54.8k
10
votes
0
answers
873
views
Statistical test to compare Dirichlet distributions
I want assess if two groups are statistically significantly different. I assume the data points in both groups are generated from a Dirichlet distribution - is there an appropriate test for this?
...
- 1
10
votes
0
answers
5k
views
Stationary vs Stability
I am searching for an example of an unstable VAR($p$) process (its reverse characteristic polynomial has no roots inside and on the complex unit circle) which is stationary. I come up with this ...
- 1