Tagged Questions
14
votes
3answers
722 views
How to add large exponential terms reliably without overflow errors?
A very common problem in Markov Chain Monte Carlo involves computing probabilities that are sum of large exponential terms,
$ e^{a_1} + e^{a_2} + ... $
where the components of $a$ can range from ...
4
votes
4answers
246 views
Approximate a distribution function from a finite sample
Say I have a simulation that produces a single floating point number as a result, and a different number is produced each time the simulation runs. These numbers are randomly distributed according to ...
