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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Looking for GPU support on Markov-chain Monte-Carlo (MCMC) codes

I am looking for MCMC codes with a GPU suport (like NVIDIA or OpenCL libraries) to make faster run chains. I know there is a plenty of codes that does MCMC but which ones could allow to exploit GPU ...
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2answers
134 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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1answer
139 views

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 ...
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2answers
232 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 ...
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1answer
52 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 ...