# Questions tagged [probability]

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### 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 ...
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### Book Suggestion for Approximating Integrals using Random Partitions

Suppose I want to approximate the integral $\int_0^1 x^2\,dx$ using Riemann Sums or Darboux sums over random partitions of the interval $[0,1]$, Like in the image below: Here, A "random" partition of ...
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### function over conditional probability

I need to create a scoring model out of estimated conditional probability functions for two events, A and B. Let 0.5 be the threshold value. Ideally, the probability is in the interval $[0,0.5)$ for A ...
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### 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 ...
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### 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-...
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### 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 ...
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### difference between PLSA and LDA

What is the difference between Probabilistic Latent Semantic Analysis(pLSA) and Latent Dirichlet Allocation (LDA)?
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### Uniformly sample a point per polytope

I want to uniformly sample a point within each of $10^5$ convex polytopes in each iteration of a solver. The polytopes in one iteration are completely different from the polytopes in another iteration....
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110 views

### 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 ...
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### 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 ...
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166 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: ...
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### I have a trouble determining appropriate transition matrix

M.Sc students of the Department of statistics, FUTA are expected to do course work for a year and write their thesis the following year before graduating. A student has a probability of 0.25 of ...
1answer
54 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 ...
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### 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 ...