The Kullback–Leibler divergence is a measure of dissimilarity between two probability distributions. An application in machine learning is to measure how distributions in a parametric family differ from a data distribution. This article shows that if you minimize the Kullback–Leibler divergence over a set of parameters, you can find a
Tag: Data Analysis
During this coronavirus pandemic, there are many COVID-related graphs and curves in the news and on social media. The public, politicians, and pundits scrutinize each day's graphs to determine which communities are winning the fight against coronavirus. Interspersed among these many graphs is the oft-repeated mantra, "Flatten the curve!" As
SAS programmers sometimes ask about ways to perform one-dimensional linear interpolation in SAS. This article shows three ways to perform linear interpolation in SAS: PROC IML (in SAS/IML software), PROC EXPAND (in SAS/ETS software), and PROC TRANSREG (in SAS/STAT software). Of these, PROC IML Is the simplest to use and
A previous article describes the funnel plot (Spiegelhalter, 2005), which can identify samples that have rates or proportions that are much different than expected. The funnel plot is a scatter plot that plots the sample proportion of some quantity against the size of the sample. The variance of the sample
Death is always a difficult topic to discuss, and death has been in the news a lot during this tragic coronavirus pandemic. Many news stories focus on states, counties, or cities that have the most cases or the most deaths. A related statistic is the case fatality rate, which is
A cumulative curve shows the total amount of some quantity at multiple points in time. Examples include: Total sales of songs, movies, or books, beginning when the item is released. Total views of blog posts, beginning when the post is published. Total cases of a disease for different countries, beginning
In a previous article, I discussed the binormal model for a binary classification problem. This model assumes a set of scores that are normally distributed for each population, and the mean of the scores for the Negative population is less than the mean of scores for the Positive population. I
A colleague recently posted an article about how to use SAS Visual Analytics to create a circular graph that displays a year's worth of temperature data. Specifically, the graph shows the air temperature for each day in a year relative to some baseline temperature, such as 65F (18C). Days warmer
A previous article shows how to interpret the collinearity diagnostics that are produced by PROC REG in SAS. The process involves scanning down numbers in a table in order to find extreme values. This can be a tedious and error-prone process. Friendly and Kwan (2009) compare this task to a
The Johnson system (Johnson, 1949) contains a family of four distributions: the normal distribution, the lognormal distribution, the SB distribution, and the SU distribution. Previous articles explain why the Johnson system is useful and show how to use PROC UNIVARIATE in SAS to estimate parameters for the Johnson SB distribution