Unanswered Questions
4,876 questions with no upvoted or accepted answers
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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
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"weight" input in glm.nb function in R. How exactly does the weight affect the likelihood?
I would like to understand how the weight argument of glm.nb is affecting the likelihood function.
I understand that glm.nb find ...
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Name for Generalized Generalized Linear Models
Consider the class of models given by $y\sim F(g^{-1}(\beta^\top\mathbf{x}))$ with $\mathbb{E}[Y]=g^{-1}(\beta^\top\mathbf{x})$.
Most authors I've come across call this a GLM only if F is in the ...
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What is Better for Prediction Error: Covariance Penalties or a Test Set?
I'm reading Computer Age Statistical Inference by Efron and Hastie, two statisticians I have a lot of respect for.
Section 12.3 discusses Mallows' $C_{p}$, Akaike's information criteria (AIC), and ...
CommunityBot
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In sports modelling, are hot simulations better or cold simulations?
I'm thinking here largely of the context in which someone has an Elo rating model for a particular sport.
To calculate things such as how often the team makes the Finals series, or wins the ...
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How do sufficiency statistics help in the interpretation of regression results?
One of the results why canonical link functions are widely used in GLMs is the existence of sufficiency statistics for the regression parameters, which in turn allow for:
... minimal
sufficient ...
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Getting the bootstrap-validated AUC in R
In a paper by Faraklas et al, the researchers create a Necrotizing Soft-Tissue Infection Mortality Risk Calculator. They use logistic regression to create a model with mortality from necrotizing soft-...
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Are there any General Proofs on Genetic Algorithms?
Are there any general proofs or theorems relating to "genetic algorithms"?
I have been reading about a theorem in math called the "Schema Theorem" - this theorem is one of the ...
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How to predict routes using clustering data
I've been working on a ship route prediction algorithm such that given the past and current trajectory of a ship I am able to estimate the future one. The trajectories are represented as a sequence of ...
CommunityBot
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What is the intuition for testing seasonal difference with OCSB test and its correct application?
I have daily time series data of a shop's revenue. Now I would like to test for seasonal differencing with the OCSB test originally intrduced in (Osborn et al. (1988): Seasonality and the Order of ...
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Alternatives to Cohen's d for non-Gaussian models
Cohen's d (or Hedges' g) are often used to compute effect size. They rely on the assumption of homogeneity of variance across samples however. Because of the pooling of variance that they do, I'm also ...
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How to combine noisy and noise-free datasets to train a model
Overview
Suppose I have two datasets, both of which consist of rows of features and their matching labels. One of these datasets is noise-free and its labels correspond to the ground truth, but the ...
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Nonnegative identity-link Poisson regression with ridge or fused ridge penalty
I would like to fit nonnegative identity-link Poisson regression models with a ridge or fused ridge penalty, i.e. with nonnegativity constraints on the fitted coefficients, Poisson error noise & a ...
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Robust Gamma Regression
I am modeling some spectroscopic data where the response of the instrument to the size of the input is strictly positive and non-linear. Gamma regression seems like a good choice to explain the data, ...
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Time series models (e.g. ARMA) a type or extension of GLM? Particular/stipulated forms of dependence in time series models
I am trying to understand the relationship between ARMA Time Series models and the GLM (Generalized Linear Model) family of models. As far I know, all GLMs have the following 3 components: 1) random ...
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