# Questions tagged [probability]

For computation questions involving computing probabilities or simulating probabilistic processes.

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### SageMath: How do I plot the sum of a deterministic variable and a random variable

Suppose I have the following function $$f(x,y,z1,z2)=g(x-z1,y-z2)$$ where $g(x,y)$ is a deterministic function from the $X\times Y\to S$ and $z1,z2$ are random variables following a known probability ...
26 views

### How to generate p Sample of GGM of dimension m, for parameter : the weight, the means and the covariance?

after searching in the python numpy, scipy and sklearn module, there is no function who can generate p samples of a gmm (gaussian mixture model) for parameter means, covariances and the weight of each ...
33 views

### Algorithm for Probabilities in a "Random" Integers Runs test

Suppose you have a set of N random integers. ( aka bytes 0..255 ) You then consider each subsequent neighbor as "ascending" or "descending", counting the number of consecutive ...
1 vote
38 views

55 views

### Finding optimal values from multiple parameter estimation runs

I've performed a parameter estimation repeat (i.e. 1000 parallel runs with the same initial values of parameters). I am trying to estimate ~20 parameters using measurements from experiments. After ...
1 vote
85 views

### What are the Exact Rules for Significant Figures, Precision, and Uncertainty?

In the physical sciences (which are physics, chemistry, astronomy, materials science, etc.), we learned that the uncertainty is +/- the smallest unit (which is 1) of the last significant figure if the ...
730 views

### Estimate the number of self-avoiding walks of length $n$

For the past couple of days, I have been thinking a lot and searching online for an algorithm capable of estimating the number of Self-Avoiding Walks (SAW) of length $n$ in $\mathbb{Z}^2$. There is a ...
297 views

### Importance Sampling for multidimensional integrals and random numbers from multivariable pdf's

I am aiming to get a numerical value for a five-dimensional integral using Monte Carlo Integration. I am getting good results using the Mean Value Method, but I would like to try to use Importance ...
97 views

### Generating Rvs for a given PDf in python

Two random variables $X$ and $Y$ are distributed according to \begin{align} f_{XY}(x,y)= \begin{cases} x+y & 0\leq x \leq 1, 0\leq y \leq 1 \\ 0 & otherwise \end{cases} \end{align} I ...
20 views

### Probability Density Function of DNS velocity field [duplicate]

I am currently working on a DNS turbulent solver and I would like to compare my IHT simulations to papers. Those papers show the Probability Density Function of the velocity field: I would like to ...
1 vote
152 views

### Define continuous, non-analytical pdfs in python

I am planning to do some basic algebra on continuous, non-analytical random variabels. I want to define their probability density functions as arrays x and f(x). Yet, I was surprised to find out that ...
1 vote
93 views

### N-dimensional optimization of moments of distribution function

Let's say I have a bag of marbles. Each marble has several attributes (color, diameter, surface roughness, weight). I know that there is a statistical relationship between various marble attributes ...
248 views

### Different questions about "Inverse Physics problems"

I am in a context of forecasts in astrophysics. Don't be too rude if questions seem to you stupid or naive but rather indulgent, I am just looking for better undertsand all these numerical methods of ... 339 views

### Non-negative least squares with very small numbers

(I have asked this question on StackOverflow previously but it has been pointed to me that CSSE or MSE could be more appropriate) I have to solve a constrained optimization problem of the following ...
1 vote
36 views

### Combining many probabilities, modifying, seeking general formula

CONTEXT I need to combine the probability of occurrence of many thousands of events for millions of individuals (trees) in an agent-based/individual-based simulation model developed in NetLogo (agent-...
541 views

### How to solve system of equations with almost-zero determinant?

I have a system of equations that I am trying to solve. In matrix form, it's written as $$x(I - S) = b.$$ I am solving for $x$, where $I$ is the identity matrix and $S$ is a matrix where each column ...
1 vote
71 views

### How to simulate a PDF using data samples like this?

I know two methods to simulate a PDF from random data samples using MATLAB : 1) Using a histogram where I use this command histogram(data,'Normalization','pdf'), it gives PDF like bins. 2) Another ...
70 views

### Change of random variables and check by plot

Question As a test, I transform a uniform distribution over the unit square. But when I check the transformed distribution with Monte Carlo, it is wrong. What went wrong? Thanks. Problem Random ...
123 views

### difference between PLSA and LDA

What is the difference between Probabilistic Latent Semantic Analysis(pLSA) and Latent Dirichlet Allocation (LDA)?
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1 vote
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### Numerically compute PDF given a function

Consider $[0,1]$ with the Lebesgue measure $m$ and $f:[0,1]\to \mathbb{R}$, and $x$ a uniformly distributed random variable in $[0,1]$. Then, $f(x)$ itself define a new random variable. We can then ...
73 views

### Using physical parameter as a Gaussian random variable in a simple Poisson problem

I want to vary the input parameter of a physical dynamic mechanics problem, as a Gaussian Random variable and view the resulting Probability Density Function (PDF). I used the Finite Element Method to ...
426 views

### Optimize custom probability distribution in Python [closed]

Consider random variables $X$ and $Y$, their distributions are given. $Z = f_a(X, Y)$ where $f(\cdot, \cdot)$ is a deterministic, not random function $f_a: \mathbb{R}^2 \to \mathbb{R}$ depending on a ...
474 views

### Numerical methods for calculating the inverse CDF when closed form approximation not available

I need to calculate the inverse CDF for a probability distribution, however there is no closed form approximation available in the literature. The distribution I am working with is the Normal Inverse ...
200 views

### Probability of reconstructing a word using c substrings from a random sample

Consider a voice recording split into it's phonemes as our sample $S=(s_1,...,s_k) \in \Omega = P^k$. The number of phonemes is $|P| = 40$. Then I have a word $w = (w_1,...,w_n) \in P^n$. I want to ...
759 views

### Efficient and stable computation of inverse CDF

What is the most efficient and numerically stable algorithm for computing the inverse CDF $F^{-1}(y)$ of a probability function, assuming that both the PDF $f(x)$ and the CDF $F(x)$ are known ...
239 views

### Learning parameters of noise and filter coefficients from data where data and noise both have Gaussian distributions

Assume $X$ and $N$ are two sets of vectors (observations) from two different normal distributions, where $X$ represents clean data and $N$ represents noise; and $A$ a projection matrix of a filter. ...
1 vote
45 views

### Probabilistic model to approach problem that is usually dealt with linear programming

I have the following problem. Let's say we have $x_{jk}$ it is an expression value of gene $j$ in a sample $k$. It is the average of expression levels across the cell types $s_{ij}$, weighted by ...
21 views

### Assigning new values based on original guesstimates and ranking / ordering?

Lets say we have two things as input, $N$ scalars (measurements) that we know are erroneous to some degree (i.e. the correct values are somewhat similar). In addition, we also have a roughly more ...
11k views

### How do I generate Maxwell-Boltzmann variates using a uniform distribution random number generator?

I am doing a molecular dynamics simulation. I need to assign initial velocities to the atoms. I want to assign the initial velocities which follow the Maxwell-Boltzmann distribution. How do I ...
1 vote
192 views

### Simple MCMC Algorithm in Matlab

I would be really glad to get some specific advise on how to implement a simple MCMC algorithm (in Matlab, if possible). I'm not yet too familiar with optimization methods. My problem goes as follows: ...
292 views

### Metropolis Monte Carlo integration of Area with unknown normalization

I probably miss something very basic. I don't see how to use Metropolis–Hastings algorithm for computation of integrals, if I don't know the volume of accessible phase space (i.e. proper normalization ...
173 views

### solving for unknown inside an expectation

I need to find roots for the following function: $$f(\theta) \equiv E[R(\theta;\eta)]=0$$ for some unknown $\theta$ which is deterministic, while the expectation is taken over a normally ...
157 views

### Computing expectations

I want to compute the following conditional expectation $E_{t}[\phi(A_{t+1}, \eta_{t+1})| A_t]$ where $\log A_{t}=\rho \log A_{t-1} + e_{t}$ and $e_{t}$ is IID $N~(0,\sigma_e)$ and $\eta_{t}$ is ...
905 views

### Python: What is a good way to generate a 1D particle field with a gaussian distribution?

If I have N particles how do I assign their x values so that the end result is Gaussian distribution. i.e. particles near the ends are more spread out than particles near the center.
I have here equations from a paper by E. Bradlow. They're for counting the events in a Weibull-distributed data set. \begin{align} \Pr(N(t)=n) &= \sum_{j=n}^\infty{\frac{(-1)^{j+n}(\lambda t^c)^...