0
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0answers
12 views

LDA find densities

I have the predictor-response (X,Y) with response Y={-1,+1}. The predictor X is a pair (X1,X2) independent, uniformly distributed on [0,1]. I am given the prediction rule for Y=+1, eta(X1,X2)= ...
0
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0answers
30 views

How can I conceptually visualize a Gaussian Mixture Model?

I'm struggling to get my head around Gaussian Mixture Models & Processes from a conceptual level; my intention is to use a GMM for image segmentation but I'm struggling to understand it. The way ...
1
vote
2answers
54 views

Estimating the mean with least median of squares target

I have a set of real numbers $x_1,\ldots,x_n$. I would like estimate the mean of the set, $y$, such that the median of squares will be minimal : $\operatorname{median}(x_i-y)^2$ Is there a closed ...
0
votes
0answers
18 views

Finding properties of Inter arrival times

I apologise in advance if this is a bad question or if it's in the wrong place. Say I get a sample of inter arrival times, I'd like to have some kind of a measure which would tell me whether the ...
0
votes
1answer
252 views

Mutual Information for clustering

I'm working on a document clustering application and decided to use Normalized Mutual Information as one of the measures of effectivenes. But I don't really understand how to implement this in that ...
2
votes
1answer
458 views

Bottom to top explanation of the Mahanalobis distance?

I'm studying Pattern recognition and statistics and almost every book I open on the subject I bump into the concept of Mahanalobis distance. The books give sort of intuitive explanations, but still ...
0
votes
1answer
127 views

Expression for Sum of Multivariate Gaussian Random Vectors

Consider two multidimensional random vectors $x$ and $z$ having Gaussian distributions $P(x)=N(x\mid\mu_x,\Sigma_x)$ and $P(z)=N(z\mid\mu_z,\Sigma_z)$, respectively, together with their sum $y=x+z$. ...
0
votes
0answers
35 views

Estimating $p(x)$ with a nonparametric method

"Pattern Classification" book I study that in nonparametric methods we need to estimate $p(x)$, and we don't want just the averaged version of it. They give an example of theoretical procedure to ...
1
vote
1answer
88 views

Dimensionality effect on Fisher's Score

Consider Fisher's Linear Discriminant Analysis (LDA). Let $\mu_0 \in \mathcal{R}^D$ and $\mu_1 \in \mathcal{R}^D$ be means of the two classes. Similarly, let $\Sigma_0 \in \mathcal{R}^{D\times D}$ ...
0
votes
1answer
436 views

Math problem in Pattern Recognition and Machine Learning

I had been carefully following Bishop's Pattern Recognition book and came across some of difficulties due to my merely basic math ground.First begin by the Gaussian section on page 80. The ...
2
votes
0answers
69 views

Algorithm to predict next 3D points

For example, having this data: year x/y/z 2007 10/20/70 2008 20/10/70 2009 30/10/60 2010 40/10/50 2011 40/15/45 We want to predict what will be the x/y/z in ...
3
votes
3answers
199 views

Using Correlation for mouse gesture recognition

I am in need to build a mouse gesture recognition system which will compare given recognition to the the gestures in training data and will say where a given gesture best fits. I am planning to use ...
0
votes
1answer
77 views

Game statistics: Extracting interesting patterns out of users and level

I made a small game and in course of time collected fair amount of data between users and level The level chart is long (120 levels) but looks somewhat like this $$ \begin{array}{|c|c|} ...
0
votes
2answers
262 views

Probability of market movement / Trends

If you imagine a scale from -100 to 100, if the market has moved up from 0 to 40, what is the probability is will continue to 100? There is a 50-50 chance to move up or down from 0, but what is the ...