Statistical Analysis Stack Exchange
Statistical Analysis Stack Exchange

Questions tagged [numerical-models]

18 questions
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Why is Fisher Scoring easier to compute?

In practice, the observed information matrix (Newton-Raphson) is usually replaced by its expectation, known as Fisher scoring. Link: https://en.wikipedia.org/wiki/Scoring_algorithm#Fisher_scoring What I don't understand is, why the expectation of…
SmallChess
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Looking for a recursive formula for asymptotic variance of importance sampling estimator (self-normalized)

Looking for a recursive formula to approximate variance of importance sampling estimator $Var_q\big[\delta_{IS}\big]\approx\sum_{i=1}^n\tilde w(X_i)^2\big[h(X_i)-\delta_{IS}\big]^2$. This is an approximation of…
ZHU
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Are Lyapovov exponents related to statistical precision?

In my understanding, Lyapunov exponents measure the average rate of separation of near-identical chaotic trajectories, while statistical precision, in the context of a predictive model, is a measure of a spread of projections, taking into account…
naught101
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Numerical MLE for Rayleigh distribution

I am given a rayleigh distribution described by, =$f\left(x|\theta\right)\:=\:\frac{x}{\theta ^2}e^{-\left(\frac{x^2}{2\theta ^2}\right)}$ I need to find a numerical estimate of the MLE of $\theta^2$ using the Newton-Raphson method. I have gone…
helpneeded
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Iterative solution to Gamma distribution MLE problem

I'm trying to follow the derivation for the MLE parameters of the gamma distribution in [1]. The standard approach is to derive an expression for the log likelihood, differentiate with respect to each parameter of the distribution, set this equal to…
JMzance
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Is it possible to go back to initial point from kth iterated point in a Newton Raphson method?

I am trying to find preimage of a kth iterated point under Newton method. Is it possible to find an initial point from which the kth iterated is derived?
Lakshman
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How do I propagate correlated errors numerically?

I'm facing an error propagation problem in fitting some experimental data. I have measured several quantities, $m_i$, and I know from theory that $\sum_{i=0}^{n} m_i = 1$. Each of the $m_i$ has its own measurement error, $\delta_i$ reported as a…
Timothy
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how do you find the vector that minimizes

How do you find the vector that minimizes $\|A\mathbf{x}-\mathbf{b}\|_2^2$ ?
user283461
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3 answers

Do I have numerical data or ordinal data?

I have collected data and I am analyzing data from a game with 20 contestants over 20 games. I am running a regression to try to model the final position of a player in the game. The position of a player is determined by when he/she gets voted out…
plstellmewhyitisso
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Pattern Recognition within numerical data

I got different input data\instances and for each of them correspond different sequences of numerical data, which I normalized for comparison. For example, instance1 has: seq1: 1.3, 2.4, 1.0, 1.25 ... seq2: 5.1, 3.9, 1.2, 7.8 ... I normalized the…
Nikaido
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Determining the objective function for a non-linear minimization problem

I have observed a vector of quantities $\vec y$. I wish to use these to constrain a vector of initial conditions $\vec x$ that are related to $\vec y$ through a non-linear (numerically evaluated) function $f$, i.e. I want to find $$\hat x =…
rhombidodecahedron
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Interpolate a CDF to get an interpolated hazard rate, or interpolate the hazard rate directly?

My problem is that I need to do an interpolation. Eventually, I will work on the hazard rate, but I do not know if it is better to interpolate the CDF or the hazard rate. Let me explain better. I've a CDF evaluated at certain points. I numerically…
tony
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Numerically Solve for Parameters Characterizing Lognormal RV that's Truncated from Above

I am trying to numerically solve for parameters characterizing a lognormal distribution truncated from above with first moment = mean, second moment = moment_2, and upper = 99th percentile of the untruncated distibution. This involves solving a…
k13
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Bayesian Classifier to predict a class probability?

I have a 2 input (independent) variables: 1) number of likes (numeric value between 0 and 99) 2) number of dislikes (numeric value between 0 and 99) and I would like to predict a class ('class'), from which we have a finite pre-defined set (e.g.…
RalfB
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How to properly calculate statistical INsignificance?

Just like the author of this post (at a time), I am quite new to statistics. So, I am not sure if I am using the right words here, yet I believe that our questions are pretty different (despite the headlines being worded almost the same). A…
Zhiltsoff Igor
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