# Tagged Questions

Applied, computational and theoretical statistics: e.g. statistical inference, regression, time series, multivariate analysis, data analysis, Markov chain Monte Carlo, design of experiments, case studies.

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### Negative population variable importance

I asked this question on stats.stackexchange and even elsewhere, but it never received an answer. I just state the probabilistic problem here. It is about the optimality of the conditional ...
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### How to find a subset of a matrix that has minimum condition number? [duplicate]

Suppose matrix $A$ is consist of M column vectors, how can we find a subset $B$, consisting of N column of $A$ (N＜M), that has minimum condition number (the ratio of maximum singular value by minimum ...
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### How are the real-space RG transformations defined?

I'm reading Shang-keng Ma's book Modern theory of critical phenomena, and I'm a bit confused as to how the real-space RG transformations are defined. Ma basically says that these transformations are ...
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### Hypothesis test beyond simple hypotheses (mathematical statistics)

In mathematical statistics, the following problem (simple hypothesis test) is considered: given a data sample, test the hypothesis $H_0$ stating that all sampled values are values of a random variable ...
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### Chain Rule for Maximal Correlation

Let a pair of random variables $(X,Y)$ be defined over finite alphabet $\mathcal{X}\times \mathcal{Y}$ with joint distribution $P_{XY}$. The maximal correlation $\rho(X;Y)$ between $X$ and $Y$ is ...
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### An inequality for Maximal Correlation over a Markov Chain

Let a pair of random variables $(X,Y)$ be defined over finite alphabet $\mathcal{X}\times \mathcal{Y}$ with joint distribution $P_{XY}$. The maximal correlation $\rho(X;Y)$ between $X$ and $Y$ is ...
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### Monte Carlo Simulation - efficient simulation of tail outcomes [closed]

When running Monte Carlo type simulations in situations where you're only interested in tail outcomes, do you know of a way to only simulate those outcomes, so that you can come up with more reliable ...
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### Independence of two random variable

Let $W$ and $S$ are two positive valued continuous random variable. Suppose $g: [0,\infty)\rightarrow [0,\infty)$ is a convex function with a constraint that $g$ can't be of the form $g(x)=cx$, $c$ ...