Questions tagged [sample-statistics]

For questions directly related to various sample statistics: mean, median, variance, various quantiles, test and order statistics, sample moments, Dice coefficient, Jaccard index, etc.

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Efficient sum of distributions (mixture distribution) and sampling

I manage to implement adaptive sampling by drawing samples iteratively from an update distribution which is represented by a mixture of two distributions, such that $$ρ_{new} = a * ρ_{old} + (1 - a) * ...
Zuba Tupaki's user avatar
1 vote
1 answer
109 views

Parameter estimation simple theory question related to scipy.optimize.curve_fit

It has been a while since I have done some stats, and I have tried to fit a curve using optimize.curve_fit of parameter estimation. I am also interested in the standard deviation of the fitted ...
Daniel's user avatar
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1 vote
3 answers
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Optimization on MCMC codes

I am looking for MCMC codes with a GPU suport (like NVIDIA or OpenCL libraries) to make faster run chains. If someone could have a state of the art ...
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2 votes
2 answers
434 views

Generating particles from a distribution function using Monte Carlo

I have been given a 4D ($x, y, v_x, v_y$) distribution function, $f(x,y,v_x, v_y)$, generated by an external code. I want to generate a set of particles from this distribution function, say 10k ...
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4 votes
1 answer
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Understand the need for Welford's online algorithm

I am puzzled by the Wikipedia entry discussing many online algorithms for computing the sample variance, including the Welford's online algorithm. In particular, the sample variance $s_n^2$ can be ...
marco's user avatar
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2 answers
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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 ...
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2 votes
1 answer
55 views

Correct relative error for Comparison of levelsets outside a constrained region

I am working on the estimation of tumor extent outside of the region which is visible in MRT/CT/DTI images. I want to compare two methods, which approximate the tumor density profile. Lets say the ...
MPIchael's user avatar
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