Statistical Analysis Stack Exchange
Statistical Analysis Stack Exchange

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1500 questions
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votes
10 answers

What is wrong with extrapolation?

I remember sitting in stats courses as an undergrad hearing about why extrapolation was a bad idea. Furthermore, there are a variety of sources online which comment on this. There's also a mention of it here. Can anyone help me understand why…
AGUY
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4 answers

What is the difference between R functions prcomp and princomp?

I compared ?prcomp and ?princomp and found something about Q-mode and R-mode principal component analysis (PCA). But honestly – I don't understand it. Can anybody explain the difference and maybe even explain when to apply which?
hans0l0
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83
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6 answers

Is there any good reason to use PCA instead of EFA? Also, can PCA be a substitute for factor analysis?

In some disciplines, PCA (principal component analysis) is systematically used without any justification, and PCA and EFA (exploratory factor analysis) are considered as synonyms. I therefore recently used PCA to analyse the results of a scale…
Carine
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83
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3 answers

What is the difference between ZCA whitening and PCA whitening?

I am confused about ZCA whitening and normal whitening (which is obtained by dividing principal components by the square roots of PCA eigenvalues). As far as I know, $$\mathbf x_\mathrm{ZCAwhite} = \mathbf U \mathbf x_\mathrm{PCAwhite},$$ where…
RockTheStar
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82
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5 answers

What is regularization in plain english?

Unlike other articles, I found the wikipedia entry for this subject unreadable for a non-math person (like me). I understood the basic idea, that you favor models with fewer rules. What I don't get is how do you get from a set of rules to a…
Meh
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82
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3 answers

How is the minimum of a set of IID random variables distributed?

If $X_1, ..., X_n$ are independent identically-distributed random variables, what can be said about the distribution of $\min(X_1, ..., X_n)$ in general?
Simon Nickerson
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82
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6 answers

What are i.i.d. random variables?

How would you go about explaining i.i.d (independent and identically distributed) to non-technical people?
user333
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82
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6 answers

What method can be used to detect seasonality in data?

I want to detect seasonality in data that I receive. There are some methods that I have found like the seasonal subseries plot and the autocorrelation plot but the thing is I don't understand how to read the graph, could anyone help? The other…
Danial
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82
votes
9 answers

Skills hard to find in machine learners?

It seems that data mining and machine learning became so popular that now almost every CS student knows about classifiers, clustering, statistical NLP ... etc. So it seems that finding data miners is not a hard thing nowadays. My question is: What…
Jack Twain
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81
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10 answers

How to interpret F-measure values?

I would like to know how to interpret a difference of f-measure values. I know that f-measure is a balanced mean between precision and recall, but I am asking about the practical meaning of a difference in F-measures. For example, if a classifier C1…
AM2
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81
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7 answers

What are good initial weights in a neural network?

I have just heard, that it's a good idea to choose initial weights of a neural network from the range $(\frac{-1}{\sqrt d} , \frac{1}{\sqrt d})$, where $d$ is the number of inputs to a given neuron. It is assumed, that the sets are normalized - mean…
elmes
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81
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8 answers

How and why do normalization and feature scaling work?

I see that lots of machine learning algorithms work better with mean cancellation and covariance equalization. For example, Neural Networks tend to converge faster, and K-Means generally gives better clustering with pre-processed features. I do not…
erogol
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81
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5 answers

How can adding a 2nd IV make the 1st IV significant?

I have what is probably a simple question, but it is baffling me right now, so I am hoping you can help me out. I have a least squares regression model, with one independent variable and one dependent variable. The relationship is not significant.…
EvKohl
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81
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3 answers

Best way to present a random forest in a publication?

I am using the random forest algorithm as a robust classifier of two groups in a microarray study with 1000s of features. What is the best way to present the random forest so that there is enough information to make it reproducible in a paper? Is…
danielsbrewer
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81
votes
6 answers

Optimization when Cost Function Slow to Evaluate

Gradient descent and many other methods are useful for finding local minima in cost functions. They can be efficient when the cost function can be evaluated quickly at each point, whether numerically or analytically. I have what appears to me to…
Jared Becksfort
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