Questions tagged [numerical-models]
The numerical-models tag has no usage guidance.
22
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Recovering normalized posterior distribution from log-posterior
For a Bayesian estimation problem that I am working on, where I update the log-posterior (many times based on data) instead of the posterior itself using Bayes rule. I find the following (rather ...
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What is the difference between these two observational update models in an information filter?
The Information Filter is defined as the mathematical inverse of the Kalman filter. As defined in this Wikipedia article, the observation update of the Information Matrix is defined as $$y_{k|k} = y_{...
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Issues regarding regression with lots of categorical feature and small amount of numerical features
I'm doing regression analysis on predicting number of products to order during promotion period. However, my numerical features only consist of discount amount and temperature while I have so many ...
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ERGM: How come `ttriple` is degenerate but `transitiveties` is not?
This title is an effort to elicit a simplified explanation as to how come the transitiveties term causes less numerical instability than ...
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552
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Numerical MLE for Rayleigh distribution
I am given a rayleigh distribution described by,
=$f\left(x|\theta\right)\:=\:\frac{x}{\theta ^2}e^{-\left(\frac{x^2}{2\theta ^2}\right)}$
I need to find a numerical estimate of the MLE of $\theta^2$ ...
- 31
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55
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How to properly calculate statistical INsignificance?
Just like the author of this post (at a time), I am quite new to statistics. So, I am not sure if I am using the right words here, yet I believe that our questions are pretty different (despite the ...
- 103
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Is it possible to go back to initial point from kth iterated point in a Newton Raphson method?
I am trying to find preimage of a kth iterated point under Newton method. Is it possible to find an initial point from which the kth iterated is derived?
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253
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How do I propagate correlated errors numerically?
I'm facing an error propagation problem in fitting some experimental data. I have measured several quantities, $m_i$, and I know from theory that $\sum_{i=0}^{n} m_i = 1$. Each of the $m_i$ has its ...
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how do you find the vector that minimizes [closed]
How do you find the vector that minimizes $\|A\mathbf{x}-\mathbf{b}\|_2^2$ ?
- 11
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281
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Iterative solution to Gamma distribution MLE problem
I'm trying to follow the derivation for the MLE parameters of the gamma distribution in [1].
The standard approach is to derive an expression for the log likelihood, differentiate with respect to ...
- 274
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Do I have numerical data or ordinal data?
I have collected data and I am analyzing data from a game with 20 contestants over 20 games.
I am running a regression to try to model the final position of a player in the game.
The position of a ...
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Gradient descent with no analytical function f(x)
I find myself in the position of wanting to minimize a numerical function f(a,b) with respect to a and b for which I do not have a the analytical form f(a,b). All I have is f(a,b) for many values of a ...
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Looking for a recursive formula for asymptotic variance of importance sampling estimator (self-normalized)
Looking for a recursive formula to approximate variance of importance sampling estimator $Var_q\big[\delta_{IS}\big]\approx\sum_{i=1}^n\tilde w(X_i)^2\big[h(X_i)-\delta_{IS}\big]^2$. This is an ...
- 565
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42
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Impact of the model error in numerical model prediction
I'm having trouble wrapping my head around characterizing model prediction uncertainties in the case of a calibrated numerical model. Let's assume we are trying to calibrate a set of input parameters ...
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Pattern Recognition within numerical data
I got different input data\instances and for each of them correspond different sequences of numerical data, which I normalized for comparison.
For example, instance1 has:
...
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