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1500 questions
49
votes
7 answers

Survival Analysis tools in Python

I am wondering if there are any packages for python that is capable of performing survival analysis. I have been using the survival package in R but would like to port my work to python.
MarkSAlen
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49
votes
6 answers

Best method for short time-series

I have a question related to modeling short time-series. It is not a question if to model them, but how. What method would you recommend for modeling (very) short time-series (say of length $T \leq 20$)? By "best" I mean here the most robust one,…
Tim
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49
votes
1 answer

How to interpret error measures?

I am running the classify in Weka for a certain dataset and I've noticed that if I'm trying to predict a nominal value the output specifically shows the correctly and incorrectly predicted values. However, now I'm running it for a numerical…
FloIancu
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49
votes
3 answers

Clustering a long list of strings (words) into similarity groups

I have the following problem at hand: I have a very long list of words, possibly names, surnames, etc. I need to cluster this word list, such that similar words, for example words with similar edit (Levenshtein) distance appears in the same cluster.…
Ufuk Can Bicici
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49
votes
14 answers

Clarification on interpreting confidence intervals?

My current understanding of the notion "confidence interval with confidence level $1 - \alpha$" is that if we tried to calculate the confidence interval many times (each time with a fresh sample), it would contain the correct parameter $1 - \alpha$…
Elliott
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49
votes
6 answers

Eliciting priors from experts

How should I elicit prior distributions from experts when fitting a Bayesian model?
csgillespie
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48
votes
15 answers

Expected number of ratio of girls vs boys birth

I have came across a question in job interview aptitude test for critical thinking. It is goes something like this: The Zorganian Republic has some very strange customs. Couples only wish to have female children as only females can inherit the…
Mobius Pizza
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48
votes
1 answer

Alternatives to one-way ANOVA for heteroskedastic data

I have data from 3 groups of algae biomass ($A$, $B$, $C$) which contain unequal sample sizes ($n_A=15$, $n_B=13$, $n_C=12$) and I would like compare if these groups are from the same population. One-way ANOVA would definitely be the way to go,…
Rick L.
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48
votes
4 answers

Does the sign of scores or of loadings in PCA or FA have a meaning? May I reverse the sign?

I performed principal component analysis (PCA) with R using two different functions (prcomp and princomp) and observed that the PCA scores differed in sign. How can it be? Consider this: set.seed(999) prcomp(data.frame(1:10,rnorm(10)))$x …
user1320502
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48
votes
4 answers

How are kernels applied to feature maps to produce other feature maps?

I am trying to understand the convolution part of convolutional neural networks. Looking at the following figure: I have no problems understanding the first convolution layer where we have 4 different kernels (of size $k \times k$), which we…
48
votes
5 answers

How to assess the similarity of two histograms?

Given two histograms, how do we assess whether they are similar or not? Is it sufficient to simply look at the two histograms? The simple one to one mapping has the problem that if a histogram is slightly different and slightly shifted then we'll…
Mew 3.4
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48
votes
6 answers

Bayesian statistics tutorial

I am trying to get upto speed in Bayesian Statistics. I have a little bit of stats background (STAT 101) but not too much - I think I can understand prior, posterior, and likelihood :D. I don't want to read a Bayesian textbook just yet. I'd prefer…
Andy
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48
votes
3 answers

Is it possible to interpret the bootstrap from a Bayesian perspective?

Ok, this is a question that keeps me up at night. Can the bootstrap procedure be interpreted as approximating some Bayesian procedure (except for the Bayesian bootstrap)? I really like the Bayesian "interpretation" of statistics which I find nicely…
Rasmus Bååth
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48
votes
3 answers

PCA and the train/test split

I have a dataset for which I have multiple sets of binary labels. For each set of labels, I train a classifier, evaluating it by cross-validation. I want to reduce dimensionality using principal component analysis (PCA). My question is: Is it…
Bitwise
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48
votes
5 answers

First R packages source code to study in preparation for writing own package

I'm planning to start writing R packages. I thought it would be good to study the source code of existing packages in order to learn the conventions of package construction. My criteria for good packages to study: Simple statistical/technical…
Jeromy Anglim
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