Statistics

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Boxcox transformation

Finding transformation for normal distribution

Visualize the random effects

http://www.quantumforest.com/2012/11/more-sense-of-random-effects/

Sensitivity/Specificity/Accuracy

Predict
True 1 TP FN Sens=TP/(TP+FN)
True 0 FP TN Spec=TN/(FP+TN)
N = TP + FP + FN + TN
  • Sensitivity = TP / (TP + FN)
  • Specificity = TN / (TN + FP)
  • Accuracy = (TP + TN) / N

ROC curve and Brier score

Elements of Statistical Learning

Bagging

Chapter 8 of the book.

  • Bootstrap mean is approximately a posterior average.
  • Bootstrap aggregation or bagging average: Average the prediction over a collection of bootstrap samples, thereby reducing its variance. The bagging estimate is defined by
[math]\displaystyle{ \hat{f}_{bag}(x) = \frac{1}{B}\sum_{b=1}^B \hat{f}^{*b}(x). }[/math]
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