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Questions tagged [algorithms]

An unambiguous list of computational steps involved in finding a solution to a class of problems.

1 vote
0 answers
15 views

Spatial Temporal Clustering evenly spaced over time

I have a large dataset of spatio-temporal data. It has longitude and latitude coordinates, and a date for each observation. For example: Long Lat Date 50 20.43 9-19-2010 51 19.5 10-4-2010 51 19.3 ...
Robertmg's user avatar
  • 121
1 vote
0 answers
19 views

Ask a coding problem for the equivalence of unconstrained Optimization with L1 Regularization [duplicate]

I recently read a statistics paper. It has an unconstrained problem: $$\min_\theta F(\theta)+\lambda || \theta||_1$$, where $$F(\theta)=L(\theta)+\frac{\rho}{2}|h(W(\theta))|^2+ \alpha h(W(\theta))$$ $...
PiVoyager's user avatar
0 votes
0 answers
37 views

How to guess a random walk to achieve max sample correlation?

Define this 1-D discrete random walk start from 0: roll a die (the die may or may not be fair, the fixed probability of each face is unknown to the observer/guessor)...
cat's user avatar
  • 53
0 votes
0 answers
28 views

Why does R robustbase and rrcov covMcd compute reweighted step trimming adjustment with actual fraction of outliers?

covMcd and CovMcd in R robustbase and rrcov compute by default a reweighting step. Reweighting in MCD and similar computes the Mahalanobis distances and the uses a cutoff using the chisquare ...
Josef's user avatar
  • 3,292
3 votes
1 answer
275 views

Probability algorithm on strings

Let $x$ be any binary string $\in (0,1)^*.$ The majority language is given by: $$\text{MAJ}:=\{x\in (0,1)^*:\sum_{i=1}^ {|x|}x_i>\frac{|x|}{2}\},\text{where $x_i$ is the $i$-th position value(...
D. S.'s user avatar
  • 69
0 votes
0 answers
12 views

fuzzy decission making

I'm working on decision-making using Double Hierarchy Fuzzy Linguistic terms. I want to ask if can we compare two Double Hierarchy Fuzzy Linguistic terms. I am trying to implement the TODIM algorithm ...
Mehwish Tahir Mathematics's user avatar
2 votes
1 answer
50 views

Detecting a single change point within an interval with a certain probability

I have a dataset $D$ of binary values, with length $|D|$. There is some unknown $d \in \left[1,2,\ldots,|D|\right]$ (usually, $d$ will be somewhere in the middle) such that, for any $i<d$, $D_i$ ...
Germ's user avatar
  • 227
0 votes
0 answers
28 views

Statistical methods for comparing performance of ML algorithms on unevenly distributed datasets

Having multiple ML algorithms for outlier/anomaly detection and even more datasets with always two classes (which are intentionally distributed unevenly), I did cross-validation tests for each model ...
tomsko's user avatar
  • 1
2 votes
2 answers
100 views

Is R's weighted sample without replacement function misleading?

Background The 2023 article "Remarks on some misconceptions about unequal probability sampling without replacement" by Tillé suggests the sample function ...
LBogaardt's user avatar
  • 582
0 votes
0 answers
41 views

Sample size in simulation and stopping criteria

I want to estimate the average of a random variable by simulation. Also, I want to estimate a proportion by simulation. I know that there are formulas to calculate the minimum sample size so that the ...
Vicent's user avatar
  • 789
3 votes
1 answer
60 views

How to create a scoring algorithm based on the interactions of two trends?

I have two variables represented as a time-series with monthly observations. I am attempting to create a scoring system -1 to 1 where: 1 represents a strong shift in trend from B to A and -1 ...
Lagrange's user avatar
2 votes
0 answers
49 views

How to shuffle and deal with constraints?

I'm playing a 4-player game of cards. My opponents are called A, B and C. At the beginning of the game, each player has been dealt a hand of cards out of a deck containing 4 suits of cards: Black, Red,...
FlPI3Rd8's user avatar
0 votes
0 answers
21 views

Can you penalize based on difference between training and testing error?

Is it a valid or useful technique to penalize the model based on the objective function + abs(training error - testing error). The error would probably have to be scaled. This seems useful, and I am ...
BigMistake's user avatar
0 votes
0 answers
6 views

Methods for delaying the "break" in non-linear least squares optimisation when the step size gets too small?

I am using the Levenberg-Marquardt method for calibration purposes. Typically, the RMSE of my calibration looks like: I want to break the algorithm when the algorithm step-updates start to slow down, ...
THATS MY QUANT MY QUANTITATIVE's user avatar
2 votes
0 answers
48 views

What algorithm can find a gradient increase using the maximum value of small circles on a two dimensional plot?

I'm looking to make research on an algorithm that finds the maximum increase (gradient) on a 2D-landscape using the maximum values found on circles. The algorithm looks at the values on each circle to ...
M. Beausoleil's user avatar

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