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Freedman's Paradox
In statistical analysis, Freedman's paradox, named after David Freedman, is a problem in model selection whereby predictor variables with no relationship to the dependent variable can pass tests of significance – both individually via a t-test, and jointly via an F-test for the significance of the regression. Freedman demonstrated (through simulation and asymptotic calculation) that this is a common occurrence when the number of variables is similar to the number of data points. Specifically, if the dependent variable and ''k'' regressors are independent normal variables, and there are ''n'' observations, then as ''k'' and ''n'' jointly go to infinity in the ratio ''k''/''n''=''ρ'', # the ''R''2 goes to ''ρ'', # the F-statistic for the overall regression goes to 1.0, and # the number of spuriously significant regressors goes to ''αk'' where α is the chosen critical probability (probability of Type I error for a regressor). This third result is intuitive because it says tha ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Statistical Analysis
Statistical inference is the process of using data analysis to infer properties of an underlying probability distribution.Upton, G., Cook, I. (2008) ''Oxford Dictionary of Statistics'', OUP. . Inferential statistical analysis infers properties of a Statistical population, population, for example by testing hypotheses and deriving estimates. It is assumed that the observed data set is Sampling (statistics), sampled from a larger population. Inferential statistics can be contrasted with descriptive statistics. Descriptive statistics is solely concerned with properties of the observed data, and it does not rest on the assumption that the data come from a larger population. In machine learning, the term ''inference'' is sometimes used instead to mean "make a prediction, by evaluating an already trained model"; in this context inferring properties of the model is referred to as ''training'' or ''learning'' (rather than ''inference''), and using a model for prediction is referred to as ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
David A
David (; , "beloved one") was a king of ancient Israel and Judah and the third king of the United Monarchy, according to the Hebrew Bible and Old Testament. The Tel Dan stele, an Aramaic-inscribed stone erected by a king of Aram-Damascus in the late 9th/early 8th centuries BCE to commemorate a victory over two enemy kings, contains the phrase (), which is translated as " House of David" by most scholars. The Mesha Stele, erected by King Mesha of Moab in the 9th century BCE, may also refer to the "House of David", although this is disputed. According to Jewish works such as the '' Seder Olam Rabbah'', '' Seder Olam Zutta'', and '' Sefer ha-Qabbalah'' (all written over a thousand years later), David ascended the throne as the king of Judah in 885 BCE. Apart from this, all that is known of David comes from biblical literature, the historicity of which has been extensively challenged,Writing and Rewriting the Story of Solomon in Ancient Israel; by Isaac Kalimi; page 3 ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Model Selection
Model selection is the task of selecting a model from among various candidates on the basis of performance criterion to choose the best one. In the context of machine learning and more generally statistical analysis, this may be the selection of a statistical model from a set of candidate models, given data. In the simplest cases, a pre-existing set of data is considered. However, the task can also involve the design of experiments such that the data collected is well-suited to the problem of model selection. Given candidate models of similar predictive or explanatory power, the simplest model is most likely to be the best choice (Occam's razor). state, "The majority of the problems in statistical inference can be considered to be problems related to statistical modeling". Relatedly, has said, "How hetranslation from subject-matter problem to statistical model is done is often the most critical part of an analysis". Model selection may also refer to the problem of selecting ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Dependent And Independent Variables
A variable is considered dependent if it depends on (or is hypothesized to depend on) an independent variable. Dependent variables are studied under the supposition or demand that they depend, by some law or rule (e.g., by a mathematical function), on the values of other variables. Independent variables, on the other hand, are not seen as depending on any other variable in the scope of the experiment in question. Rather, they are controlled by the experimenter. In pure mathematics In mathematics, a function (mathematics), function is a rule for taking an input (in the simplest case, a number or set of numbers)Carlson, Robert. A concrete introduction to real analysis. CRC Press, 2006. p.183 and providing an output (which may also be a number). A symbol that stands for an arbitrary input is called an independent variable, while a symbol that stands for an arbitrary output is called a dependent variable. The most common symbol for the input is , and the most common symbol for the o ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Information Theory
Information theory is the mathematical study of the quantification (science), quantification, Data storage, storage, and telecommunications, communication of information. The field was established and formalized by Claude Shannon in the 1940s, though early contributions were made in the 1920s through the works of Harry Nyquist and Ralph Hartley. It is at the intersection of electronic engineering, mathematics, statistics, computer science, Neuroscience, neurobiology, physics, and electrical engineering. A key measure in information theory is information entropy, entropy. Entropy quantifies the amount of uncertainty involved in the value of a random variable or the outcome of a random process. For example, identifying the outcome of a Fair coin, fair coin flip (which has two equally likely outcomes) provides less information (lower entropy, less uncertainty) than identifying the outcome from a roll of a dice, die (which has six equally likely outcomes). Some other important measu ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Eponymous Paradoxes
An eponym is a noun after which or for which someone or something is, or is believed to be, named. Adjectives derived from the word ''eponym'' include ''eponymous'' and ''eponymic''. Eponyms are commonly used for time periods, places, innovations, biological nomenclature, astronomical objects, works of art and media, and tribal names. Various orthographic conventions are used for eponyms. Usage of the word The term ''eponym'' functions in multiple related ways, all based on an explicit relationship between two named things. ''Eponym'' may refer to a person or, less commonly, a place or thing for which someone or something is, or is believed to be, named. ''Eponym'' may also refer to someone or something named after, or believed to be named after, a person or, less commonly, a place or thing. A person, place, or thing named after a particular person share an eponymous relationship. In this way, Elizabeth I of England is the eponym of the Elizabethan era, but the Elizabethan e ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Regression Variable Selection
Regression or regressions may refer to: Arts and entertainment * Regression (film), ''Regression'' (film), a 2015 horror film by Alejandro Amenábar, starring Ethan Hawke and Emma Watson * Regression (magazine), ''Regression'' (magazine), an Australian punk rock fanzine (1982–1984) * Regressions (album), ''Regressions'' (album), 2010 album by Cleric Computing * Software regression, the appearance of a bug in functionality that was working correctly in a previous revision ** Regression testing, a software testing method which seeks to uncover regression bugs Hypnosis * Age regression in therapy, a process claiming to retrieve memories * Past life regression, a process claiming to retrieve memories of previous lives Science * Marine regression, coastal advance due to falling sea level, the opposite of marine transgression * Regression (medicine), a characteristic of diseases to express lighter symptoms or less extent (mainly for tumors), without disappearing totally * Regression ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
