Statistical Analysis Stack Exchange
Statistical Analysis Stack Exchange

Questions tagged [deterministic]

34 questions
11
votes
3 answers

What is the difference between deterministic and stochastic model?

Simple Linear Model: $x=\alpha t + \epsilon_t$ where $\epsilon_t$ ~iid $N(0,\sigma^2)$ with $E(x) = \alpha t$ and $Var(x)=\sigma^2$ AR(1): $X_t =\alpha X_{t-1} + \epsilon_t$ where $\epsilon_t$ ~iid $N(0,\sigma^2)$ with $E(x) = \alpha t$ and…
Ken T
  • 293
  • 1
  • 3
  • 10
9
votes
4 answers

Is anything inherently random?

Is anything inherently random? Or is all randomness observed in data either "errors in measurement" or "lack of understanding"? Assume we could measure everything with infinite precision and had a complete understanding of all the deterministic…
ColorStatistics
  • 2,699
  • 1
  • 10
  • 26
6
votes
1 answer

Explain what is meant by a deterministic and stochastic trend in relation to the following time series process?

Explain what is meant by a deterministic and stochastic trend in relation to the following time series process? $y_t = c + y_{t-1} + \varepsilon_t$ where $\varepsilon_t\sim iid(0, \sigma^2)$ this should be a random walk with drift, how should it…
张倩莹
  • 61
  • 1
  • 1
  • 2
6
votes
1 answer

Deterministic sampling from discrete distribution

I'm working on a generalization of the Min-Hash algorithm to allow the meaningful comparison of ordered values such as integers. The core trick is to use deterministic randomness as a replacement for hash-functions. However, to get this thing to…
Harald Thomson
  • 384
  • 1
  • 9
6
votes
2 answers

Variance and covariance in the context of deterministic variables

Questions: Can we talk about: variance of a deterministic variable?; covariance between a deterministic variable and a stochastic variable?; covariance between two deterministic variables? Are these concepts well defined in sample?; in…
Richard Hardy
  • 54,375
  • 10
  • 95
  • 219
5
votes
2 answers

What is the difference between Markov chain approximation and variational approximation?

I know they are two different approximation approaches to explicit models(which require approximation, that is transforming a non-optimization problem to an optimization problem to avoid the intractability of the marginal likelihood), how can I draw…
Lerner Zhang
  • 5,017
  • 1
  • 31
  • 52
5
votes
2 answers

Can a random variable be a deterministic function of other random variables yet be independent of them?

I was confused by what it means when a Random variable is a deterministic function of another Random variable yet is independent of it? How is this possible? Here's the question: Consider three random variables $X,Y$ and $Z$ such that $Z$ is…
Christopher
  • 53
  • 1
  • 4
5
votes
2 answers

Are linear classifiers (SVM, Logistic Regression) deterministic?

I am just starting to learn about classification and have been playing around with some linear classifiers. I was wondering if linear classifiers are deterministic--given the same model parameters and training/testing data, should n runs of a…
user3922963
  • 115
  • 2
  • 5
4
votes
0 answers

What is the difference between a stochastic and a deterministic trend?

Models with stochastic trends i.e., structural time series models are useful in some instances. Firstly, it may be hard to identify multiple structural breaks in the deterministic trend when the sample size is small. Secondly, implementing…
Le Max
  • 3,559
  • 9
  • 26
  • 26
4
votes
0 answers

Specifying deterministic terms in VECM in case of logarithmic varriables

I have constructed a VEC model to study real housing price dynamics in relation to demographic demand, real GDP and costs of mortgages. However, I am stuck with the choice of deterministic terms. The different options available regarding the choice…
MGL
  • 141
  • 1
3
votes
1 answer

Derive conditional density when there is a deterministic function describing the relationship between $X$ and $Y$

Suppose there are two random variables $X$ and $Y$. I know the marginal density of $X$ and $Y$ and also that $X$ and $Y$ satisfy $f(X,Y)=0$. I wonder how I could get the conditional density $X|Y$, also how I could generate a random variable from…
user1292919
  • 637
  • 3
  • 8
2
votes
1 answer

Generate value of variables for given correlation coefficient

I would like to generate test data for script used for correlation analysis between quite long variables. Is it possible for a given length of vectors, to generate in relatively simple way deterministic input data that have Pearson correlation…
MLearner
  • 35
  • 5
2
votes
2 answers

How can we best explain causality for the uninitiated?

How can we best explain causality in layman's terms? There seem to be two main types of causality. One is probabilistic causation, the other is called determinism in philosophic circles or just causality (physics), or if you wish, deterministic…
Carl
  • 11,532
  • 7
  • 45
  • 102
2
votes
0 answers

Stochastic or Deterministic Trend: Supported by the Augmented Dickey-Fuller Test

Below are the sequential steps/question regarding my problem: I am attempting to specify a VAR model in order to analyze impulse response functions. In plotting my first variable (Figure 1) I expected the seasonality because of the monthly…
Amaziah
  • 165
  • 3
  • 10
2
votes
0 answers

How to describe deterministic optimisation algorithms using statistics?

I am solving a large set of nonlinear optimisation problems using different algorithms. I have compared their performance using performance profiles (see Dolan and Moré, 2002). These profiles are figures that indicate the global performance of an…
H. Vabri
  • 143
  • 4
1
2 3