# Unanswered Questions

56,014 questions with no upvoted or accepted answers

**32**

votes

**1**answer

1k views

### Link Anomaly Detection in Temporal Network

I came across this paper that uses link anomaly detection to predict trending topics, and I found it incredibly intriguing: The paper is "Discovering Emerging Topics in Social Streams via Link Anomaly ...

**27**

votes

**4**answers

4k views

### What problem does oversampling, undersampling, and SMOTE solve?

In a recent, well recieved, question, Tim asks when is unbalanced data really a problem in Machine Learning? The premise of the question is that there is a lot of machine learning literature ...

**27**

votes

**0**answers

689 views

### Jaynes' $A_p$ distribution

In Jaynes' book "Probability Theory: The Logic of Science", Jaynes has a chapter (Ch 18) entitled "The $A_p$ distribution and rule of succession" in which he introduces the idea of $A_p$ distributions,...

**25**

votes

**0**answers

716 views

### Bound for Arithmetic Harmonic mean inequality for matrices?

NOTE: This question has originally been posted in MSE, but it did not generate any interest. It was first posted there, because the question itself is a pure matrix-algebra question.
Nevertheless, ...

**22**

votes

**0**answers

1k views

### How does a Relevance Vector Machine (RVM) work?

Relevance Vector Machines (RVMs) are really interesting models when contrasted with the highly geometrical (and popular) SVMs.
In the light of a question like How does a Support Vector Machine (SVM) ...

**20**

votes

**1**answer

676 views

### Wavelet-domain gaussian processes: what is the covariance?

I've been reading Maraun et al, "Nonstationary Gaussian processes in wavelet domain: Synthesis, estimation, and significant testing" (2007) which defines a class of non-stationary GPs that can be ...

**19**

votes

**1**answer

472 views

### Blind source separation of convex mixture?

Suppose I have $n$ independent sources, $X_1, X_2, ..., X_n$ and I observe $m$ convex mixtures:
\begin{align}
Y_1 &= a_{11}X_1 + a_{12}X_2 + \cdots + a_{1n}X_n\\
...&\\
Y_m &= a_{m1}X_1 + ...

**18**

votes

**0**answers

905 views

### Diagnostic plot for assessing homogeneity of variance-covariance matrices

Is there a handy plot for comparing the variance-covariance matrices of two (or perhaps more) groups? An alternative to looking at lots of marginal plots, especially in the multivariate Normal case?

**18**

votes

**1**answer

1k views

### $ARIMA(p,d,q)+X_t$, Simulation over Forecasting period

I have time series data and I used an $ARIMA(p,d,q)+X_t$ as the model to fit the data. The $X_t$ is an indicator random variable that is either 0 (when I don’t see a rare event) or 1 (when I see the ...

**17**

votes

**1**answer

3k views

### Getting started with bayesian structural models using MCMC

I'm trying to learn bayesian structural time series analysis. For a variety of reasons I need to use Python (mostly pymc3) not R so please do not suggest the ...

**17**

votes

**0**answers

667 views

### Fitting custom distributions by MLE

My question relates to fitting custom distributions in R but I feel it has enough of a probability element to remain on CV.
I have an interesting set of data which has the following characteristics:
...

**16**

votes

**0**answers

4k views

### Backpropagation on a convolutional layer

Online tutorials describe in depth the convolution of an image with a filter, etc; However, I have not seen one that describes the backpropagation on the filter (at least visually).
First let me try ...

**16**

votes

**1**answer

4k views

### Multivariate Beta distribution (no Dirichlet!)

What is a multidimensional generalization of the Beta distribution, in compliance with the following specification?
I am not looking for the Dirichlet distribution.
I am looking for a generalization ...

**16**

votes

**0**answers

594 views

### Distribution of inverse Wishart to a power?

In a related question, I had asked about the norm induced by an inverse Wishart matrix. I am interested in generalizing that result somewhat. Let $A\sim\mathcal{W}_p\left(I,n\right)$, a Wishart matrix ...

**15**

votes

**0**answers

836 views

### Bootstrapping Generalized Least Squares

Scenario:
Consider the use of bootstrapping to estimate the distribution of model parameters fitted per a linear or nonlinear generalized least squares model. In particular, assume there is a ...