HDTenEightyP/NetNews huggingface dataset:
From: phst@robots.ox.ac.uk (Phil Torr)
Newsgroups: sci.math.stat
Subject: robust estimation
Summary: Robust estimation in computer vision
Keywords: Robust, Vision, Regression,
Date: 22 Dec 92 15:39:52 GMT
Organization: Robotics Research Group, Engineering Science Dept, Oxford, UK.
Originator: phst@percy.robots

I am working in the field of computer vision and would like to quiz
the stats community as regards to solution of the following problem:

I have a set of data in n dimensional space (n=7,8,9) which i know
is spanned by several hyper-planes (though i do not know the number
of the hyperplanes i do know that they are of dimensionality n-1)

does anybody know a good way of estimating these different hyperplanes
given that i do not know which points lie on which hyperplane?


thanks in advance Philip Torr
Xref: sparky sci.math.stat:2677 sci.math.num-analysis:3687
From: saleh@ece.orst.edu (Hassan Saleh)
Newsgroups: sci.math.stat,sci.math.num-analysis
Subject: Nonlinear Constrained minimization code available ?
Date: 28 Dec 92 16:25:00 GMT
Organization: Oregon State University, Corvallis
NNTP-Posting-Host: hobo.ece.orst.edu


  Can someone recommend a code (free prefered) that solves a
  nonlinear constrained minimization problem.

  Thank you.

  H. I. SALEH 
  saleh@luck.ece.orst.edu
From: andrew@rentec.com (Andrew Mullhaupt)
Newsgroups: sci.math.stat
Subject: Re: . . . in WWII Dollars
Date: 29 Dec 92 15:53:12 GMT
Organization: Renaissance Technologies Corp., Setauket, NY.

In article <92363.190800RHG@psuvm.psu.edu> RHG@psuvm.psu.edu writes:
>In a book I'm writing about World War II, I refer to a number of
>governmental purchases--but the dollar figures don't mean much
>unless they are converted to 1992 dollars.  (If an item cost $1,000
>in 1945, how much would it cost today?)  I'm sure there are charts
>that show that kind of thing, but I can't find any in the Penn State
>library.
>
>But all I need is a conversion formula.  Does anyone out there have
>one?

Unfortunately, there are too many. You have to pick and choose. If you
want a rough indicator, you can use the prices of different duration
government debt (i.e. treasury bills, short and long bonds) as an indication
of how people view the value of a dollar. However, you particularly mention
purchasing power, which is often measured by pricing a standard shopping
basket of basic goods. Energy costs are very important over the period
you are interested in, as are metal costs, and these do quite different
things (oil goes up and metals go down). If I were in your place, I'd
skip the formula and look for the economist down the hall. Don't worry
about a formula, you will probably find useful graphs in the literature.

Later,
Andrew Mullhaupt
Newsgroups: sci.math.stat
From: R0264@vmcms.csuohio.edu
Subject: Re: Time series de-trend and df
Organization: CSU
Date: Tue, 22 Dec 1992 21:14:05 GMT

In article <1992Dec21.013932.24703@mel.dit.csiro.au>
len@mel.dit.csiro.au (Len Makin) writes:
 
>
>
>A Climate modeller colleague asked the following:
>I am planning to remove trend from some GCM results (CO2 levels).
>I suspect this affects degrees of freedom for t-tests, F-tests, etc.
>Can  anyone help please?
>I plan to remove the trend without changing the mean.
>I suspect not changing mean implies that only one df is lost.
>
>So if original data are
>y[1], y[2], ... , y[i], ... , y[N]
>where i represents year, so data are equally spaced in time.
>
>Detrended value for year i is:
>y[i] - r(y,i) * ( sd(y) / sd(i) ) * ( i - mean(i) )
>
>where r(y,i) is correlation between y & i
>r(y,i) = ( sum(i*y[i]) - mean(i) * mean(y) ) / ( sd(i) * sd(y) )
>
>Since i is simply 1, 2, ... , N
>by algebra:
>mean(i) = ( N + 1 ) / 2
>sd(i) = sqrt( ( N * N - 1 ) / 12 )
>
>In my case N = 20 for both control (normal CO2) & double CO2 samples.
>I plan to detrend both samples before comparing
>(1) means using t-test
>(2) variances using F-test.
>
>What is the effect of this detrending on degrees of freedom for these tests?
>Are these tests meaningful?
>
>Len.Makin@mel.dit.csiro.au               | Senior Computer Scientist    |
>CSIRO Division of Information Technology | Supercomputing Support Group |
>723 Swanston Street, Carlton             | Tel: +61 3 282 2622          |
>VIC 3053, Australia                      | Fax: +61 3 282 2600          |
>
See books on experimental design and analysis, under "Orthogonal
Polynomials".  Also, Robson, D.S. (1959), Biometrics,15,187-191, and
Emerson, P.L. (1968), Biometrics,24,695-701.
  The test of H0: "no linear trend" can be done with an F test with
1 df for numerator MS.  The detrended test for "between steps" would
be done with an F test with K-2 df for the numerater MS, because there
is 1 df subtracted for the grand mean, and another for the linear
trend component.  (by K I mean the number of time steps).  At least
I believe these principles carry over to the design you are talking
about.
From: iwelch@agsm.ucla.edu (Ivo Welch)
Newsgroups: sci.math.stat
Subject: Re: SAS: White Heteroskedasticity-Consistent  Standard Errors Wanted
Date: 29 Dec 92 18:24:45 GMT
Organization: UCLA, Anderson Graduate School Of Management

Thanks to Shinichi  Sakata (and other  references),  I now know  that  SAS has
added  an "ACOV" option to  proc   reg after about  version 6.06.  Hallelujah!
Furthermore, in the test statement of Proc Reg, the option SPEC allows  one to
use Heteroskedasticity consistent estimates.

/ivo


In article <1992Dec28.222415.19246@mic.ucla.edu> iwelch@agsm.ucla.edu (Ivo Welch) writes:
>
>Is there  a  routine  that  produces  White   Heteroskedasticity
>consistent standard errors for regressions in SAS?
>
>/ivo welch
>
>PS: Actually, this  is a pretty basic  correction, used  in many
>papers   in  my area.   Without  something equivalent (e.g.    a
>jack-knife), SAS regression results are almost unpublishable.
Newsgroups: sci.math.stat,bit.listserv.stat-l
From: jfmurray@news.weeg.uiowa.edu (James F Murray)
Subject: Inferences from ratios verses differences
Organization: University of Iowa, Iowa City, IA, USA
Date: Tue, 29 Dec 1992 16:11:37 GMT

Hi,

I have a question on the use of ratios verses differences for statistical 
inferences.  The situation is that we have two ordinal measures from patients 
in several hospitals. For each patient we have a match between score on 
admission and a score on discharge.  We want to compare the change in patients 
from admission to discharge across hospitals.  

The scale of the admission score ranges from 0 to 4.  The scale of the 
discharge score ranges from 1 to 4.  The higher the score then the sicker the
patient is on either admission or discharge.  Each scale has been tested for its
reliability.  However, we have no data on the reliability of the scales
when they are combined to describe changes in patient status from admission
to discharge.

Our choices for comparison are to take the ratio of the admission/discharge
score for each individual patient (the ratio has to be formulated this way 
because of the possibility of a 0 admission score)
OR
to take the difference between the two individual patient scores 
(admission - discharge).  

I believe that the difference score should be used
and tested by nonparametric methods.  My colleague resists using
the difference because of uncertainty about the effect on reliability and 
power to  detect differences.  

Any suggestions or pointers to literature on  a comparison between
difference and ratio measures would be greatly appreciated.

Thanks
Jim Murray
jfmurray@umaxc.weeg.uiowa.edu
Newsgroups: sci.math.stat
From: shl80@cas.org ()
Subject: Re: . . . in WWII Dollars
Followup-To: WW II dollars
Reply-To: shl80@cas.org
Organization: Chemical Abstracts Service
Date: Tue, 29 Dec 1992 19:45:54 GMT

In article 190800RHG@psuvm.psu.edu, <RHG@psuvm.psu.edu> () writes:
> Perhaps this isn't the right discussion group, but it's the closest
> I can find to ask a question about inflation statistics.
> 
> In a book I'm writing about World War II, I refer to a number of
> governmental purchases--but the dollar figures don't mean much
> unless they are converted to 1992 dollars.  (If an item cost $1,000
> in 1945, how much would it cost today?)  I'm sure there are charts
> that show that kind of thing, but I can't find any in the Penn State
> library.

The question needs to be made more precise.  There are many measures of
inflation.  If, for example, you take as a definition of inflation what the
government calls CPI-U and look at the broadest measure, then the value of
$1,000 in 1945 would be worth about $7,750 in 1992 dollars.  (Some of my early data
are incomplete; so this may be a little bit off)

Data back to 1961 are readily available in Business Statistics.  Before that you
may have to scrounge.
From: K1.ARC@isumvs.iastate.edu (Arnie Cowan)
Newsgroups: sci.math.stat
Subject: Re: SAS: White Heteroskedasticity-Consistent  Standard Errors Wanted
Date: 29 Dec 92 21:08:28 GMT
Distribution: usa
Organization: Iowa State University, Ames IA

In article <1992Dec29.102446.25292@mic.ucla.edu>,
iwelch@agsm.ucla.edu (Ivo Welch) writes:
>
>In article <1992Dec28.222415.19246@mic.ucla.edu> iwelch@agsm.ucla.edu (Ivo Welch) writes:
>>
>>Is there  a  routine  that  produces  White   Heteroskedasticity
>>consistent standard errors for regressions in SAS?
>>
>Thanks to Shinichi  Sakata (and other  references),  I now know  that  SAS has
>added  an "ACOV" option to  proc   reg after about  version 6.06.  Hallelujah!
>
    Those people still using SAS 5.18 will be glad to know that the
option is available in that version also. You specify it on the
MODEL statement:

   MODEL A=B / ACOV;
>>
>>PS: Actually, this  is a pretty basic  correction, used  in many
>>papers   in  my area.   Without  something equivalent (e.g.    a
>>jack-knife), SAS regression results are almost unpublishable.
>
    Yes, but remember that White's procedure controls for an
unspecified form of heteroscedasticity. If you think you know the
form of heteroscedasticity, something like weighted least squares
may be more appropriate.
--
Arnie Cowan                      |   k1.arc@isumvs.bitnet
Assistant Professor of Finance   |   arnie@iastate.edu
Iowa State University            |
Newsgroups: sci.math.stat
From: charvey@teal.csn.org (Chip Harvey)
Subject: Misspecified linear regression model?  
Organization: Colorado SuperNet, Inc.
X-Newsreader: Tin 1.1 PL4
Date: Wed, 30 Dec 1992 17:13:10 GMT

Here is a linear regression problem over which two of us are arguing.  Any
help would be appreciated.  

We are examining the performance of a Passive ozone (pollutant) sampling
Device (P).  We have "true" ozone concentrations from a Continuous
analyzer device (C) with known precision and accuracy co-located with P. 
It is suspected that P differs from the ozone concentration (C) according
to other environmental conditions (e.g. temp, time of P exposure, etc.) and
we want to get a handle on these other explantory variables.  

The OTHER GUY says that we should model the DIFFERENCE, P-C, as a function of
these other explanatory variables.  I say that we should be modeling P as a
function of C and other explantory variables.  I claim that OTHER GUY's
model will be misspecified unless (1) C is uncorrelated with the
explanatory variables and (2) the regression coefficient corresponding to C
(if C were to be included as an explanatory variable) is 1.

i.e. I claim the following (parentheses denote subscripts):

      suppose true model is P = b(0) + b(1) C + X(2)'B(2) + (1)        (1)
      where B(2) and X(2) are vectors of parameters and explantory variables.

      We fit model  P-C = b(3) + X(2)'B(4) + (2)
             ====>  P   = b(3) + 1 C + X(2)'B(4) + (2)                 (2)
      
      The difference between (1) and (2) is the misspecification:

       b(0) - b(3) + [b(1)-1]C + X(2)'[B(2) - B(4)] + (1)-(2)         (3)

It seems to me that by fitting his model, we are forcing b(1) = 1, and that
there will be biases resulting from 1) deviation of b(1) from 1, and 2)
correlation between C and X(2).  I don't think there's any way of saying
anything about (1)-(2), except that this quantity differs from (1).

Am I essentially correct or am I missing a concept?

thanks.

Chip Harvey
charvey@csn.org
From: Barry.John.Good@brunel.ac.uk (Barry John Good)
Newsgroups: sci.math.stat
Subject: OR software
Date: 23 Dec 92 09:57:47 GMT
Reply-To: C20249@PRIME-A.PLYMOUTH.AC.UK
Organization: Brunel University, West London, UK


The University of Plymouth have recently dropped SAS, since most of
its procedures are included in SPSS.  However, we have no equivalent software 
for SAS's OR (operational research) module.
 
So I'm looking for a package (preferably multiplatform,
Windows/DOS/Mac/mainframe)  that covers the area of mathematical programming
(linear/integer programming, travelling salesman, assignment problem, etc)

Any information will be most invaluable.

Please reply to C20249@PRIME-A.PLYMOUTH.AC.UK.
I am not a regular reader of this newsgroup.
If there is a more appropriate newsgroup,  please let me know.


Thanks.

Barry Good.
Newsgroups: sci.math.stat
Subject: . . . in WWII Dollars
From: <RHG@psuvm.psu.edu>
Date: Mon, 28 Dec 1992 19:08:00 EST
Organization: Penn State University

Perhaps this isn't the right discussion group, but it's the closest
I can find to ask a question about inflation statistics.

In a book I'm writing about World War II, I refer to a number of
governmental purchases--but the dollar figures don't mean much
unless they are converted to 1992 dollars.  (If an item cost $1,000
in 1945, how much would it cost today?)  I'm sure there are charts
that show that kind of thing, but I can't find any in the Penn State
library.

But all I need is a conversion formula.  Does anyone out there have
one?

Thanks.
======================================================================
Robert Gannon              |  Bitnet:    RHG@PSUVM
35 Burrowes Bldg.          |  Internet:  RHG@PSUVM.PSU.EDU
Penn State                 |  Phone:     814 355-4800 or 355-0943
University Park, PA 16802  |  Fax:       814 863-7285
Newsgroups: sci.math.stat
From: iwelch@agsm.ucla.edu (Ivo Welch)
Subject: SAS: White Heteroskedasticity-Consistent  Standard Errors Wanted
Organization: UCLA, Anderson Graduate School Of Management
Date: 28 Dec 92 22:24:15 PST


Is there  a  routine  that  produces  White   Heteroskedasticity
consistent standard errors for regressions in SAS?

/ivo welch

PS: Actually, this  is a pretty basic  correction, used  in many
papers   in  my area.   Without  something equivalent (e.g.    a
jack-knife), SAS regression results are almost unpublishable.
From: ph@physiology.oxford.ac.uk (Patrick Haggard)
Newsgroups: sci.math.stat
Subject: Variances significantly different ? (independent samples)
Date: 23 Dec 92 11:43:58 GMT
Organization: Physiology Department, Oxford University, Oxford, UK.
Originator: ph@galen.physiol

Hello.  There was a thread a while back about the Pitman procedure
for testing whether the variances of two related samples are
significantly different.  Could anyone fill me in on how to do the
equivalent for unrelated samples.  I have approx. 25 measurements in test
A, and approx. 25 measurements taken in test B.  The units of measurement
are the same in the two tests.  I want to see whether performance
is more variable on test A.
Hays' book ("Statistics"), and most other stats books,
just give the simple F test between the
two variances, but I seem to remember people being rather unhappy
about using that method when it was last discussed.  Can anyone
suggest any alternative test, please?
Thankyou
Patrick
--------------------------------------------------------------------------
Patrick Haggard                         Email (WORLD): ph@physiol.ox.ac.uk
University Laboratory of Physiology     Email (JANET): ph@uk.ac.ox.physiol
Parks Road,                             Tel. (0865) 272116
Oxford, OX1 3PT                         Fax. (0865) 272469
England
--------------------------------------------------------------------------
Newsgroups: sci.math
From: jbaez@riesz.mit.edu (John C. Baez)
Subject: Re: Difference between "show" and "prove"
Keywords: proof  demonstration
Organization: MIT Department of Mathematics, Cambridge, MA
Date: Sun, 20 Dec 92 20:55:53 GMT

In article <1992Dec16.195452.29610@u.washington.edu> mcfarlan@corona.math.washington.edu (Thomas J. McFarlane) writes:
>In article <1992Dec16.191442.12895@news.Hawaii.Edu> lady@uhunix.uhcc.Hawaii.Edu (Lee Lady) writes:
>>
>>Many years ago when I was a computer programmer, one of my fellow workers
>>was complaining about a former professor and said, very emphatically,
>>"He didn't even know the difference between a proof and a demonstration."
>>Not wanting to reveal that I was equally ignorant, I never asked my
>>fellow worker exactly what the distinction was.  
>>
>>Later on, after I became a graduate student in mathematics, I did ask
>>several mathematicians and none of them thought there was a difference
>>between the two terms.  But obviously somewhere, maybe in mathematical
>>logic, some people have attached different meanings to these two words
>>and I'm still curious about it.  
>>
>A distinction between demonstration and proof can be made as follows.
>When one is working within an axiomatic system and derives formal
>consequences of the axioms, this is called a demonstration.  

Not usually.  In all 3 logic books I happen to have at hand, it's called
a proof.  While one is free to make up whatever distinctions one likes,
don't expect anyone else to know about them.  Spencer-Brown is not
representative of the practice of mathematicians and logicians, by the
way, and is often regarded as a flake.

Xref: sparky sci.math:17460 sci.physics:21816
From: columbus@strident.think.com (Michael Weiss)
Newsgroups: sci.math,sci.physics
Subject: Re: More on Huygens' principle
Date: 28 Dec 92 11:45:54
Organization: Thinking Machines Corporation, Cambridge MA, USA
	<kranzer.725258280@adx.adelphi.edu>
NNTP-Posting-Host: strident.think.com
In-reply-to: kranzer@adx.adelphi.edu's message of Fri, 25 Dec 1992 04:38:00 GMT

I wrote:

   John Baez has posted the outline of two computations that show why Huygens'
   principle holds for the wave equation with an odd number of spatial
   dimensions, except 1, but fails in even dimensions.

   I'm a little puzzled about the exception of 1.  Isn't u = f(x+t) + g(x-t) a
   general solution to the wave equation in 1 dimension?  This appears to
   propagate without leaving "echoes", i.e., if the supports of f and g for
   t=0 are contained in [-a,a], then the support at t>0 is contained in the
   union of [-a-t, a-t] and [-a+t, a+t].  This should work also for
   distributions.  What am I missing?

Herbert Kranzer replies:

   Close, but no cigar.  Imagine two functions f and g with support R such
   that  f + g  has support in [-a, a]; for example, f(x) = sgn(x+a) and
   g(x) = -sgn(x-a).  Then u(x,0) has support in [-a, a], while the support
   of u(x,t) is the entire interval [-a-t, a+t].

   Your argument does, in fact, tell half the story.  If you look at the
   d'Alembert solution to the initial value problem  u(x,0) = v(x),
   u_t(x,0) = w(x) for the one-dimensional wave equation  u_tt = u_xx,
   you will find that v(x) propagates as a sharp front as in Huyghens' 
   principle, but w(x) leaves echoes.

OK, I think I see.  The general solution is

                                         / x+t
    u(x,t) = v(x+t)/2 + v(x-t)/2 + (1/2) |      w(s)ds
                                         / x-t

and v = f+g, w = f'-g'.  If f and g *both* have support in [-a,a], then
v and w cannot be chosen arbitrarily.  I suppose a sharp "explosion" at
t=x=0 is best modelled by taking v identically 0, and w a delta function.
Thanks.
From: rivero@cc.unizar.es (Alejandro)
Newsgroups: sci.math
Subject: Re: Mathematical foundations of QM
Date: 29 Dec 92 12:55:31 GMT
Organization: ftuz
X-Xxmessage-Id: <A76608B963029318@m14724.unizar.es>
X-Xxdate: Tue, 29 Dec 92 13:52:57 GMT
X-Useragent: Nuntius v1.1.1d12

In article <1992Dec28.154516.203431@uctvax.uct.ac.za> ,
naturman@uctvax.uct.ac.za writes:
>The following diagram shows how various mathematical formalisms for QM are
>related. 
>
>Wave Mechanics            Matrix Mechanics
>     ^                          ^
>     |                          |
>     |                          |
>     ----------------------------------------------->Fringe approaches:
>                  |                                   Convex sets
>                  |                                   Transition probabilities
>           Hilbert space QM                           Involution algebras
>                  ^  ^
>                  |   \
>                  |    \
>                  |   Orthomodular lattice approach   
>                  |     ^
>                  |    /
>                  |   /
>        Geometry/closure space approach
>

Wow! Where is my beloved C* approach to QFT? Just after
involution algebras? Or before Geometry/closure (I confess I
dont know what it is understood by that name, closure space approach; could
you point some reference)



-
rivero@cc.unizar.es
Newsgroups: sci.math,sci.physics
From: ara@zurich.ai.mit.edu (Allan Adler)
Subject: Re: sums of reciprocals
Organization: M.I.T. Artificial Intelligence Lab.
Distribution: sci
Date: Wed, 23 Dec 1992 19:03:40 GMT


In an earlier posting, I wrote:

>
>Let f(n)=1/n for every positive integer n. Let x be a positive
>real number. Let g(n,x) be defined as follows:
>
>(1) g(n,x) is a strictly increasing sequence of positive integers, possibly
>     a terminating sequence.
>(2) for all n, g(n,x) is the smallest integer consistent with (1)
>    such that the sum of the reciprocals of g(k,x) for k=1,...,n
>    does not exceed x.
>
>I have been told that if x is rational then this leads to a way of writing
>x as a finite sum of reciprocals of distinct positive integers. Let the number
>of terms in this sum be N=N(x). I have been told that N is also the number of
>terms in a minimal representation of x as a sum of reciprocals of positive
>integers allowing repetitions.
>
>Is this true and if so how or where is it proved?
>

Dan Asimov kindly provided me with an example of a fraction x for which
N=N(x) is not the minimal number of terms in a representation of
x as a sum of distinct reciprocals of  positive integers. Namely,


17/72 = 1/5 + 1/28 + 1/2520 

using the algorithm above, but there is a shorter representation,
namely

17/72 = 1/8 + 1/9

The next question is this: let M=M(x) be the minimal number of terms in
a representation of x as a sum of distinct reciprocals of positive
integers. Is N(x)/M(x) bounded? 


Allan Adler
ara@altdorf.ai.mit.edu
Newsgroups: sci.math,alt.books.technical
From: jfortt@dorsai.com (Joseph Fortt)
Subject: Re: High Prices of Math Books. I am pissed.
Organization: The Dorsai Embassy +1.718.729.5018
X-Newsreader: Tin 1.1 PL4
Date: Fri, 25 Dec 1992 18:29:12 GMT

ng4@husc10.harvard.edu (Ho Leung Ng) writes:
: 
:    Dover manages to put out lots of fairly specialized books in math
: and physics and sell them in paperback editions for <$15.  How is it that
: they can stay in business?
: 
A lot of the Dover books are reprints are books whose copyrights have already 
expired so no royalties. More important Dover has a nonreturn policy; once
a bookstore buys the book from Dover it is stuck with it (unlike most publishers who have to deal constant returns). Check a periodical index for Forbes; there
was an article on Dover in the last few years.
Newsgroups: sci.math,sci.engr