All Questions
Tagged with data-analysis st.statistics
17 questions
-1
votes
1
answer
69
views
Strategy optimization based on biased data
This is a question from high-frequency trading (HFT). A market maker sends transaction requests to the exchange's server via a certain number of gateways. At these gateways the requests incur some ...
1
vote
0
answers
70
views
Find Kullback-Leibler distance between two densities [closed]
can someone help me with this exercise? (look at the image). How can I find Kullback-Leibler distance between this two densitie? I have no idea how to arrive at the solution. Every suggestion is ...
- 11
-2
votes
1
answer
214
views
Can the same dataset be described as Chaotic & Pareto/ Power law distribution?
I'm trying to abstract the mathematical part of the problem as much as possible before the details follow,
There's this dynamic data set that's $O(2^{32})$, a recent result described it as a power-law ...
- 5
-1
votes
1
answer
60
views
Linear operator over a simplex space in a multinomial distribution parameter estimation problem
This is actually a variant of a well-known problem of how the parameters of a multinomial distribution can be estimated by maximum likelihood, and this arises from a final year project I undertook ...
- 1
1
vote
1
answer
49
views
Represent multivariate data [closed]
I am not sure if this is the best place for my question. Please delete if it is not, but I would really appreciate some suggestions.
I want to graphically represent multivariate data. I have 7 ...
- 11
1
vote
2
answers
3k
views
What is the uncertainty on the (Pearson) correlation coefficient?
Do you know what is the uncertainty on the Pearson correlation coefficient as a function of the uncertainty on the measurement in the data set.
I know of an expression giving the uncertainty related ...
- 223
1
vote
1
answer
60
views
Performing Statistical Analysis on a Data Set With a lot of Null Responses
I am currently trying to perform some statistical analysis on some data to see if there is any meaningful conclusion for a research project I am working on; however, I have come across a problem. ...
2
votes
1
answer
117
views
Quantifying an increasing spacing between data points
Is there a measure or statistic that could quantify a steady increase in the spacing between data points in a time series?
For instance, in the figure, the points are clustered and dense near 0, but ...
- 167
37
votes
5
answers
7k
views
Inference using Topological Data Analysis: Is it worth it for a regular statistician to learn TDA?
After having read Gunnar Carlsson's Topology and Data I feel enthusiastic to use some topological data analysis (TDA) methods in my current research, mostly in social sciences. We often handle huge ...
- 729
21
votes
5
answers
4k
views
Easier reference for material like Diaconis's "Group representations in probability and statistics"
I'm teaching a class on the representation theory of finite groups at the advanced undergrad level. One of the things I'd like to talk about, or possibly have a student do any independent project on ...
- 44.7k
2
votes
2
answers
1k
views
Appropriate histogram comparison distance measure
I am working with hyperspectral image data in R, so I have subset an image to a region of 5000 pixels, each containing a vector 254 bands in length.
I would like to cluster this data in order to try ...
- 23
2
votes
1
answer
591
views
correlation for three variables? [closed]
suppose we have three variables here, x,y, z
now, what we know is that the correlation between x and z is 0.6, the correlation between y and z is 0.65.
Here is the question, is there any formula to ...
- 21
1
vote
2
answers
1k
views
Interpolating a "manifold" between two points
Edit: I have reworded the question.
This may be a basic question but I am having trouble figuring out the correct answer. I want to find a local coordinate chart that fits a d-dimensional ...
- 508
5
votes
2
answers
2k
views
Solving for Moore Penrose pseudo inverse
I have a system to solve, set up as :
$$Ax = b$$
with a square rank deficient matrix $A$. The paper suggests to use a Moore Penrose pseudo inverse, which in my case can be computed using the ...
- 481
3
votes
1
answer
731
views
name for $\underset{x}{\operatorname{argmin}} \displaystyle\sum\limits_{i=1}^n |x_i - x|$
Given a real-valued data set $ x_1, \dots, x_n $, what do you call the quantity
$$\underset{x}{\operatorname{argmin}} \displaystyle\sum\limits_{i=1}^n |x_i - x|$$
This seems like a pretty basic ...
2
votes
0
answers
858
views
Classical Multidimensional Scaling
Hi,
I am doing an MDS with a distance matrix coming from geodesic distances between points X on a 3d mesh (ie., not euclidean distances), and try to find points Y in euclidean space which best ...
- 481
7
votes
3
answers
57k
views
Correlation between 3 variables
For correlation measurement betweeen 2 variables, I use Pearson formula.
What formula can use to find degree of correlation between 3 variables ? My variabes are not symmetric: The correlation in ...
- 195