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

4 votes
1 answer
228 views

Quantifying the amount of structure in a data set via random matrix theory

Given a data matrix, $M \in \mathbb{R}^{n \times p}$, I am interested in methods quantifying the amount of structure in present in $M$. I've found a few approaches, but I would like to learn more abou …
4 votes
2 answers
347 views

Convolutive noise removal

I have the time domain signal $$ u_o(t) = u(t)e^{-t/\tau}\eta(t) + \sigma(t) $$ where $\tau$ is known, $\eta$ is non-Gaussian noise, and $\sigma$ is Gaussian noise. The distribution of $\eta(t)$ is kn …
1 vote

Is any bias introduced from initial clustering

I've looked at this for PCA-based clustering. Here is some PC clustering of a simulated dataset. We first draw the clusters as red xs on PCs computed from the entire dataset. A few random points (t …
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