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2answers
41 views

Need an algorithm to find the input factors that are most affecting the output

I apologize if this question is already answered and appreciate any pointers to existing answers. I'm not familiar with statistical or data mining terms so my search was limited to basic words used in ...
2
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0answers
21 views

Do online quantile estimation algorithms that support deletions exist?

There are several online quantile estimation algorithms, but I haven't seen any that supports deletions (i.e. unobserve elements observed in the past). Are there any such known algorithms? To ...
3
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1answer
154 views

Name for this algorithm?

I'm trying to figure out if there is a proper or commonly accepted name for this particular function (f). ...
1
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1answer
64 views

Best algorithm for correlation between time series?

I have some biological data (ECG), which are quite chaotic in nature, and and some other data; that are not chaotic but related in some way, like fatigue. I want to find out how the time series, ...
3
votes
1answer
87 views

What does it mean for a random number generator's sequence to be only 1-dimensionally equidistributed?

Whilst reading up on Xorshift I came across the following (emphases added): The following xorshift+ generator, instead, has 128 bits of state, a maximal period of 2^128 − 1 and passes BigCrush: ...
3
votes
2answers
291 views

How to determine if a black-box is polynomial or exponential

I have a problem which essentially reduces to this: You have a black-box function that accepts inputs of length $n$. You can measure the amount of time the function takes to return the answer, but ...
0
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0answers
17 views

TF-IDF query engine in context of terms weight

I'm looking for public algorithm which gives the engine these abilities: Query by ranked terms Limit outcome by date/time range Basically, i'd like to concentrate articles (generally ...
9
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4answers
42 views

Machine learning - importance of correlation vs. causation

It is a well-known fact that "Correlation doesn't equal causation", but machine learning seems to be almost entirely based on correlation. I'm working on a system to estimate the performance of ...
1
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0answers
47 views

Applications of algorithms to stock trading analysis

There is a new Quantitative Finance SE site. However, I am interested in asking the "CS crowd": What are some interesting key references or surveys on applying algorithms to stock trading ...
0
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1answer
78 views

What would be a decent threshold for classification problem?

I'm using machine-learning algorithms to solve binary classification problem (i.e. classification can be 'good' or 'bad'). I'm using SVM based algorithms, ...
2
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0answers
30 views

Efficiently estimating latency quantiles of a distributed system

I'm building a load test harness for a distributed system. Currently I'm using the "Cormode, Korn, Muthukrishnan, and Srivastava" method to estimate latency quantiles of system responses. I'm now ...
2
votes
1answer
118 views

Estimate entropy, based upon observed frequency counts

Suppose I have $n$ independent observations $x_1,\dots,x_n$ from some unknown distribution over a known alphabet $\Sigma$, and I want to estimate the entropy of the distribution. I can count the ...
2
votes
1answer
29 views

Finding Statistical Signifigance for a Classifier

I recently did work in the area of machine learning for one of my jobs and was able to build a classifier which evaluated to an F score of 85%. I also have access to correctly and incorrectly ...
2
votes
1answer
407 views

Understanding an example of coin toss expectation maximization [duplicate]

I've been trying to get my head around Expectation maximization algorithms, and I thought I'd start simple. I found this 3-coin example here: http://cs.dartmouth.edu/~cs104/CS104_11.04.22.pdf I ...
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2answers
169 views

distance between histograms

I have 2 histograms that represent the height of characters in 2 images. example: 1 ** 2 **** 3 **** . . . 100 ****** For these 2 histograms I compute the peaks. And To check if these 2 images ...
3
votes
0answers
70 views

Conditional Probabilities as Tensors?

Is it proper to view conditional probabilities, such as the forms: P(a|c) P(a|c,d) P(a, b|c, d) ...and so forth, as being tensors? If so, does anyone know of a decent introductory text (online ...
3
votes
1answer
93 views

VC dimension of linear separator in 3D

I am confused about the Vapnik-Chervonenkis dimension of a linear separator in 3 dimensions. In three dimensions, a linear separator would be a plane, and the classification model would be ...
3
votes
2answers
149 views

Predicting energy consumption of households

I have the dataset which you can find here, containing many different characteristics of different houses, including their types of heating, or the number of adults and children living in the house. ...
1
vote
1answer
103 views

Null Hypothesis in Analysis and Testing

I have my end of year exams next Thursday. I'm generally doing fine but I am having some major issues with this strand of my course, this has to be the biggest issue I have. So, here is the question ...
3
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1answer
541 views

Differences between Fuzzy C-Means and EM

When clustering a set of data points, what exactly are the differences between Fuzzy C-Means (aka Soft K-Means) and Expectation Maximization? In slide 30 and 32 of this lecture I found, it says that ...
10
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1answer
2k views

Applying Expectation Maximization to coin toss examples

I've been self-studying the Expectation Maximization lately, and grabbed myself some simple examples in the process: From here: There are three coins $c_0$, $c_1$ and $c_2$ with $p_0$, $p_1$ and ...
1
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1answer
80 views

Maximum variance and useful information of dataset

I am reading through PCA and it says that the maximum variance principal component has most of the information. Can we apply that to any data set? If a data set has n attributes and most of the ...
2
votes
0answers
40 views

Statistical anomaly detection in time series

I'm looking for some algorithms that detect statistical anomaly in time series. For example, Google Trend automatically detects peaks of a specific search query in time, and associates those peaks ...
1
vote
1answer
273 views

Streaming Median

I am looking for an efficient algorithm to find streaming data median. Median is described as the numerical value separating the higher half of a sample, a population, or a probability distribution, ...
5
votes
1answer
164 views

Reconstructing a data table from cross-tabulation frequencies

Say there is a data table $D$ that we cannot see, with $M$ columns. We are given exact cross-tabulation frequencies for all ${M \choose 2}$ pairs of columns, that is how often each combination of two ...
0
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3answers
36 views

Heuristically determine a value f such that a probability d/f approaches 1/2

We have a set X of N elements. We want to get a new set X' having a size M < N. ...
7
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1answer
2k views

Smoothing in Naive Bayes model

A Naive Bayes predictor makes its predictions using this formula: $$P(Y=y|X=x) = \alpha P(Y=y)\prod_i P(X_i=x_i|Y=y)$$ where $\alpha$ is a normalizing factor. This requires estimating the parameters ...
7
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4answers
3k views

How are statistics being applied in computer science to evaluate accuracy in research claims?

I have noticed in my short academic life that many published papers in our area sometimes do not have much rigor regarding statistics. This is not just an assumption; I have heard professors say the ...
5
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1answer
149 views

What Is The Complexity of Implementing a Particle Filter?

In a video discussing the merits of particle filters for localization, it was implied that there is some ambiguity about the complexity cost of particle filter implementations. Is this correct? ...