Questions tagged [statistics]

The study of collection, organization, analysis, and interpretation of data.

20 questions with no upvoted or accepted answers
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159 views

Fast algorithms to solve Markov Decision Processes

In my master thesis I used an Algorithm called Approximative Dynamic Programming [1] to solve equations of the form $$ \max_{\pi}\mathbb{E}^{\pi}\left\{\sum_{t=0}^{T}\gamma^tC_t^{\pi}(S_t,A_t^{\pi}(...
5
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0answers
135 views

Probabilistic algorithms for matrix approximation

Considering regular matrix approximation inequality || $A - QQ^TA $|| < e where we try to approximate matrix $A$ by a lower rank orthonormal matrix $Q$. I've read an article on probabilistic ...
4
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0answers
57 views

Efficient computation of marginalized multivariate normal likelihood

In general,if we know that the marginal Gaussian distribution for some variable $\textbf{x}$ and a conditional Gaussian distribution for some $\textbf{y}|\textbf{x}$ of the forms: $$p(\textbf{x}) = \...
3
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0answers
216 views

How to estimate if a velocity field is statistically homogeneous?

For a 3D velocity field $\mathbf{u}$ obtained by direct numerical simulation. Assuming that the field is defined on a periodic domain $\mathcal{P}$ of periodicity $L_x$ in the $x$ direction, $L_y$ ...
3
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0answers
34 views

An asynchronous version of the Covariance Matrix Adaption (CMA)?

Does anyone know of a variant of the CMA algorithm that is suitable for an asynchronous parallel implementation? The conventional version of the algorithm allows one to evaluate the fitness function ...
2
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0answers
66 views

Whi are chi-squared distributions in (C++) boost::random and C++ STL faster than in boost::math?

I am trying to generate random chi-squared numbers in C++, according to some degree of freedom (which can be a float). Several libraries can be used for that purpose, among which the C++11 Standard ...
2
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0answers
51 views

Partial/Extended/Truncated Template Matching

So template matching using correlation is available in a lot of computational packages; OpenCV matchTemplate(), scipy.signal.correlate2d(), IPP CrossCorrNorm, etc. But they all either evaluate ...
2
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0answers
31 views

Identifying the time window at which a meteorological factor influences tree growth the most

This is a problem I am encountering in a research project. I have thought of a naive approach to solve it which relies on many assumptions, is not guaranteed to work, and would be tedious and ...
2
votes
1answer
558 views

1-D turbulent energy spectra in homogeneous direction (non-isotropic)

I am trying to compute the one-dimensional energy spectra for my channel-flow simulation. I have already written a post-processing script to achieve this; however, I need to validate my code before ...
2
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0answers
1k views

What is average pooling

I was reading an article where they have a set of pages. For every page they extract a feature vector of dimention 300. Then they fuse these vectors into one vector by using a method called average ...
1
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0answers
42 views

Fast convergence of smoothing of periodic noise

I have essentially periodic data from a simulation (not exactly periodic but is qualitatively fairly periodic), and I'd like to take an average or noise filter of some sort that I can get a well ...
1
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0answers
92 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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0answers
71 views

Why does the correlation function of this stochastic differential equation starts at different points?

I am working with the following differential equation: The equation is $$x=\beta +\sqrt{2D} \xi(t)$$ where $\xi(t)$ is a white noise term, with a reflecting wall boundary conditions. After solving ...
1
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0answers
45 views

What is a performant clustering algorithm for approx 10,000 vectors of approx 30 dimension?

I have a set of real-valed vectors, for example $S = \{v_1, v_2, ..., v_k\}$ $v_i = \begin{pmatrix} age_i \\ height_i \\ weight_i \\ ... \end{pmatrix}$ or whatever. Each vector has on the order of ...
1
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0answers
810 views

Generating Random Numbers in Fortran for Metropolis method

I am having a really hard time getting any kind of reliable / consistent result from my Metropolis code. I have torn it apart and am now examining just the randomness in my random number generator. I ...
1
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0answers
108 views

How to get mathematical model from a data set with MATLAB

I have some values imported from excel about the annual sell of a product, with 3 var: month, price, sold items I have seen how to plot a chart using curve fitting tool but I need to define a ...
1
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0answers
112 views

How to curve fit an unknown function?

I have data which can be described by $y=f(x,z)$ where $z$ varies from 170 ~ 154. Now values given by $ks$ are known sample values that equals value given in the table header, $uks$ are unknown ...
1
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0answers
538 views

How to choose (and many) threshold in Eigenface?

I edited my question trying to make it as short and precise. I am developing a prototype of a facial recognition system for my Graduation Project. I use Eigenface and my main source is the document ...
0
votes
0answers
30 views

how to estimate the number of people on a street within an hour?

I tried to use opencv to analyze a video filmed on the street. But the problem is the performance is not enough. I think the number of people must follow the poisson distribution. So I want to ...
0
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0answers
167 views

Permissive Math Library for Parameter Statistics in C++

I am looking for recommendations for a C++ math library, with a permissive licence, well suited to calculating a wide variety of statistics on segmentations of timebased parameter data. I would be ...