# Questions tagged [st.statistics]

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

1,204 questions
143 views

### Why does the assumption $|U_t| \le \frac1{p_{\min}}$ work in this paper?

I am reading a 2009 paper right now "Importance Weighted Active Learning" and on page 5, there is a theorem that uses the inequality $|U_t| \leq \frac{1}{p_{\min}}$. I am not sure how the paper found ...
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### Efficiency of importance sampling in terms of the size of the the support of sampling distribution

In importance sampling, one proposes to compute an integral $I:=\mathbb E_{x \sim P}[h(x)]$ by rewritting it as $$I=\mathbb E_{x \sim Q}\left[w(x)h(x)\right],\text{ with }w(x):=\frac{p(x)}{q(x)},$$ ...
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### Compare KS test and Wasserstein distance or Earth mover's distance

I have tried the following question in couple of exchange sites but I did not get any views or reply. I am asking here as I am kind of desperate for the answer, please be considerate. Any suggestion ...
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### how to derive stationary distribution of maximal entropy random walk

I was reading the paper 0810.4113v2, burda, which analyzed the stationary distribution maximal entropy random walk on the irregular lattice. I am confused on some of the steps. Description: The ...
54 views

### How to value the extent of separation or mixing of point sets in plane?

As the image presented below, the reddish point set is totally separated from the blueish one and the greenish one, while the blueish point set is quite mixed with the greenish one. A number of ...
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### How to mathematically justify the “sampling” over only $100$ random matrices to estimate percolation thresholds?

As mentioned in the textbook "Introduction to Percolation Theory" (Chapter 4) by Stauffer et al., the variation of spanning cluster percolation probability $\Pi$ in a finite $L < \infty$ square ...