An alternative construction of Shannon entropy

TL;DR: Many biological time-series have slow correlation timescales, but default estimators can greatly underestimate these correlations, even if you have enough data to resolve them. Normalizing by a triangle function removes the bias, but at the cost of potentially yielding an “invalid” correlation function estimate. Science is replete with...

TL;DR: Correlated predictors can yield huge instabilities when estimating weights in regression problems. Different regularization methods tame these instabilities in different ways. Regularization is usually introduced as a solution to overfitting. By penalizing certain parameter combinations it can improve how models generalize to held-out data...