Questions tagged [noise]
noise is a term used for the error term in statistical models and in signal processing. It could be white noise, colored noise or otherwise.
274 questions
0
votes
0
answers
32
views
Noise floor estimation and occupied bandwidth detection
I am trying to detect occupied bandwidth by looking at the spectrum of the signal in environment. The scenario is mostly blind and the dominant noise is the white Gaussian noise of the environment. ...
- 135
4
votes
1
answer
106
views
Defining epistemic and aleatoric uncertainty in GPR
Gaussian Process Regression (GPR) enables uncertainty quantification by modeling the posterior distribution of functions. Given observed data, the latent function is the mean of the posterior ...
- 145
0
votes
0
answers
42
views
Distinguishing Between Models With Lots of Noisy Data
I have a series of measurements that I think is drawn from a mixture of two models which are similar, but not quite the same. The measurements are individually too noisy to distinguish between the two ...
0
votes
0
answers
120
views
How can UMAP improve HDBSCAN clustering results when it also uses nearest neighbors i.e., clustering, internally
I went through UMAPs official documentation which says HDBSCAN, being a density based algorithm suffers from curse of dimensionality and reducing dimensions with UMAP can improve the results. But! ...
- 1
3
votes
1
answer
81
views
What will happen if DBSCAN chooses a noise point as the initial point?
I am learning about DBSCAN, and I’m wondering what happens if it chooses a noise point as the initial point. I know that if a point satisfies the two conditions related to epsilon and minPts, it will ...
- 301
0
votes
1
answer
122
views
Is there an "observation noise" formulation for logistic regression?
In formulating linear regression as the solution to maximum likelihood problem, we need the assumption that the data $X$ and label $Y$ are related by
$$Y = w^TX + \epsilon$$
where $\epsilon$ is a ...
0
votes
0
answers
51
views
Handling Noise in Regression Problem
Problem Description
Consider a discrete time linear time-invariant (LTI) system with unknown mathematical model. The system is of order $ n $ and has $ m $ inputs and $ p $ outputs. The input and ...
- 1
0
votes
0
answers
200
views
Regression with noises in X. Should I use the unbiased estimator or the OLS estimator for forecasting?
I am working with a dataset that includes variables $Y$ and $X$. I assume that
$$ Y = \beta X + \epsilon $$
satisfies all the assumptions of OLS. Based on industry knowledge, I know that theoretically ...
- 235
0
votes
0
answers
45
views
What if there is only one measurement equation containing two (or more) state variables while there are two unobservable state variables in a model?
I am learning Kalman Filter and ran into a question about the case in which only one signal is available.
It is commonly assumed that the number of states equals the number of observations (signals) ...
- 11
1
vote
1
answer
176
views
Calculate inter-rater noise using Kahneman et al. (2021) approach
I need help calculating signal and noise based on the method described by Kahneman et al. (2021) in their book "Noise." They provide a technique for quantifying noise between raters ...
- 111
6
votes
2
answers
387
views
Logistic regression with labels corrupted by known noise model
I am interested in knowing the "right way" to fit a binary logistic regression where the labels have been flipped with instance-specific noise probabilities that are known.
For the scenario ...
- 771
1
vote
1
answer
275
views
Non-linear regression with very noisy data with nls() in R
I am trying to fit noisy data to a specific model with two parameters which I would like to estimate. Unfortunately, the model fit is just terrible with added noise. Is there anything I can do to ...
- 11
0
votes
0
answers
77
views
Should I interprete data as noise or not
I am tackling a classification problem with 3 classes. Here is what those classes look like on the Two first principal axes.
I fine-tuned a SVM model and the best performance achievable was 50%. By ...
- 63
0
votes
1
answer
708
views
What is the variance of convolution of two random variables?
Consider two random variables $Z$ and $W$. Given the variances of $Z$ and $W$, how can we compute the variance of their convolution $Z \circledast W $?
As an example, please consider the case of noise ...
2
votes
1
answer
179
views
Gaussian noise added in social sciences data
In a simulation study (number of simulation $n=200$), there is this quadratic/parabolic function simulated with Gaussian noise added:
...
- 943