Statistical Analysis Stack Exchange
Statistical Analysis Stack Exchange

Questions tagged [mean-shift]

20 questions
5
votes
3 answers

Log-normal returns

Let $P_t$ denote a stock price distributed as $\operatorname{lognormal}(\mu , \sigma^2 )$. Suppose we construct simple returns $R_t=\frac{P_t-P_{t-1}}{P_{t-1}}$. My question is: What is the distribution of $R_t$, and what are the parameters of…
AlexMe
  • 571
  • 3
  • 12
5
votes
2 answers

Shifted log-normal distribution and moments

I already know how to get the moments if $X$ is log-normally distributed. But what happens when $X$ is being shifted: $Y=aX+b$, $a>0$ and $b>0$. How to compute the moments of $Y$?
Min Pien
  • 51
  • 1
  • 2
4
votes
2 answers

The mean shifted outlier model

In the OLS setting, the mean shifted outlier model connects two behaviors: delete the $i^{th}$ observation adding a variable In other words, assume the original model, $\omega$ ,is: $$ Y = X\beta + \epsilon$$ with $\epsilon$ ~ $N_n(0,{\sigma}^2…
Jack Shi
  • 521
  • 1
  • 3
  • 14
3
votes
0 answers

Cluster Algorithm for multidimensional data

My goal is to cluster data (20000 samples with a range from 0.0 to 1.0, and 14 dimensions/features). Since I don't know the number of clusters, I tried using MeanShift and DBSCAN. My problem with these algorithms is that they find one large cluster…
Flitschi
  • 31
  • 1
3
votes
1 answer

Minimax Test for Heterogeneous Gaussian Mean Shifting

For $i=1,…,N$, we have the data $X_i \sim \mathcal{N}( \delta \mu_i, \mu_i^2 )$, where $\mu_i>0$ and they are some unknown nuisance parameters. We want to test if there is a shift of the means, i.e. $\delta = 0$ v.s. $\delta \neq 0$. Note that in…
Martin Zhang
  • 51
  • 6
2
votes
1 answer

Matrix Profile and mean-shift detection

I'm currently working on anomaly detection on time series and one of the discords I'm trying to detect are 'mean-shifts,' i.e. the signal suddenly shifting by a certain value while retaining its overall shape and motifs (A noisy Heaviside step…
staalgebre
  • 21
  • 2
1
vote
2 answers

Means centralization, is it a thing?

Assume a dataset of counts in distances (1, 2, 5, and 10) to a point from three independent samples (a, f, and m) like the…
thymaro
  • 179
  • 1
  • 1
  • 7
1
vote
1 answer

How to shift a normal distribution to be centered at mean 0?

I'm not a statistician and this is my first post on stackexchange, so I apologize if I'm not following guidelines. My situation is that I have a prognosticator who projects sales revenue for 30 different products in my company and I have 3 years…
Santaur
  • 11
  • 3
1
vote
1 answer

Utilizing Graph Structure when using Mean Shift Clustering

Imagine we are clustering pixels in an image. If we use Mean Shift Clustering, at least in my understanding, we will embed each pixel into some dimensional space (intensity, rgb, texture, etc) and cluster them. This embedding process, however,…
foothill
  • 11
  • 1
1
vote
1 answer

Is there a difference between 1D Mean Shift and KDE for clustering 1 d data?

I need to cluster (or group) large one dimensional data sets into a set of fixed bins. I started out using K-means, but I want to look into other approaches. Two that I have found are Mean Shift and KDE, but when I actually looked into the details,…
Skander H.
  • 10,602
  • 2
  • 33
  • 81
1
vote
0 answers

How accurate does the kernel density estimate need to be to use it in the mean shift algorithm?

Mean shift is an iterative procedure for locating the maxima of a density function, given discrete data sampled from that function. It is useful for detecting the modes of this density. How accurate does the kernel density estimate need to be for…
user_1992_1992
  • 243
  • 2
  • 5
0
votes
0 answers

Help students understand Gaussian Kernel in mean shift segmentation

I am creating a image mean shift segmentation algorithm for a class. So far what I've done is basically Iterate through each point/pixel on the image and with a given bandwidth(radius) calculate the mean in that bandwidth. When I have the mean I do…
MeditationOrBust
  • 1
  • 1
0
votes
0 answers

Partial_dependence_plot with gbt estimator has a mean response shift between curves computed by different methods ( 'brute' or 'recursion')

The new version of scikit-learn's partial_dependence function has the 'kind' additional option. With kind='average' one can compute the values for the partial dependence plot (PDP), with kind='individual' one can plot the individual conditional…
noemi
  • 1
0
votes
1 answer

Is entropy the same for a shifted-mean distribution?

The image below shows two identically shaped (Normal) distributions with the second only different by its mean. If I calculate the differential entropy of both separately, would the entropies of the two distributions be equal to one another? If so,…
develarist
  • 3,009
  • 8
  • 31
0
votes
1 answer

Detecting Significant Changes in Time Series

I’m hoping someone might be able to point me in the right direction for this problem. I’ve anonymised the problem by describing it in terms of supermarket purchase data rather than the real context so the problem might seem a bit nonsensical but the…
soundofsilence
  • 111
  • 2
1
2