# Questions tagged [statistics]

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### Why use Welford's Method over a more naive approach?

I came across this pair of blog posts explaining the problem with calculating variance on floating point data: https://jvns.ca/blog/2023/01/13/examples-of-floating-point-problems/#example-3-a-variance-...
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### What is the advantage of every Bayes Nets Sampling algorithm?

I have studied four Bayes Nets Sampling algorithms for calculating the probabilities, including: $1. Prior Sampling$ $2. Rejection Sampling$ $3. Likelihood Weighting$ $4. Gibbs Sampling$ And my ...
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### How to create random pseudo samples from a non-stationary time series containing NaNs using Monte-Carlo method?

I am looking for answers creating 500 samples of non-stationary Time series based on its probability distribution preferably using monte-carlo simulation. DATA LINK Secondly, the most example ...
1 vote
56 views

### Efficient algorithm for finding linear combination of piecewise functions

While porting an algorithm, I having a bit of a problem with finding an efficient algorithm for finding a linear combination of piecewise functions. The procedure is described in the Table 3 of the ...
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1 vote
40 views

### Naïve array sampling algorithm: the possibility of a item being chosen and its time complexity

This naïve sampling algorithm I am talking about is fairly simple: create a set for storing chosen items first, randomly select an item from the array, and examminate if it is in the set. If it isn't, ...
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### PCA applicability

I understand that PCA takes a data set with input size, with output labels, and reduces the inputs to a set of principal components size r, where r < n. My question is whether or not this can be ...
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### Does this problem have a formal name?

I have come across the following problem but am unable to understand the solution for it. Hence I would like to know if it has a formal name then, I can search for it and read about it in more detail. ...
• 215
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### How to find clusters of a set of points in n-dimensional space that are furthest from unwanted points

I have a list of 25 points and their coordinates in a 512-dimensional space. I have 8 target points and 17 points I need to avoid (the 17 points to avoid also have differences in priority of how ...
1 vote
317 views

### Amount of expected loop iterations when searching an array by random index

Lets say we have an array A of size n. It has 1 as its first index and n as its last index. It contains a value x, with x occurring k times in A where 1<=k<=n If we have a search algorithm like ...
17 views

### Kullback-Liebler Divergence

For $P(x)=N(\mu,\sigma^2)$ and $Q(x)=N(0,1)$ I am supposed to calculate $KL(P(x)||Q(x))$, here is what I did \begin{align*} KL(P(x)||Q(x)) & = \int P(x) \cdot \log\left(\frac{P(x)}{Q(x)}\...
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### Measures of performance in machine learning

I'm new to machine learning and struggle to interpret the results I get from different measures of performance. If for several prediction models I have e.g. accuracy, precision, recall, F1, FPR, and ...
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1 vote
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### Suggestion for a good statistics book for computer scientists, in preparation of machine learning

We (a group of CS postdocs and Ph.D. students) are starting a shared reading of a machine learning book ("An Introduction to Statistical Learning", James, Witten, Hastie, Tibshirani). Before diving ...
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### The No-Free-Lunch Theorem and K-NN consistency

In computational learning, The NFL theorem states that there is no universal learner. For every learning algorithm , there is a distribution that causes the learner to output a hypotesis with a large ...
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### What is the purpose of standardization in machine learning?

I'm just getting started with learning about K-nearest neighbor and am having a hard time understanding why standardization is required. Reading through, I came across a section saying When ...
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### Estimation of the number of solutions by Counting

This is a question from a quantum computation textbook. Consider a classical algorithm for counting the number of solutions to a problem. The algorithm samples uniformly and independently $k$ times ...
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### What kind of standard deviation must be used in optimization algorithms?

I would like to ask about the standard deviation of objective function value. There are two types of standard deviations: Population standard deviation Sample standard deviation In metaheuristic ...
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