All Questions
Tagged with simulation sampling
98
questions
5
votes
1
answer
42
views
ABC (Approximate Bayesian Computation) Sampling, Simulating data from Complex models
In ABC sampling methods, Rejection, MCMC and SMC, when we sample potential parameter values from the prior/proposal, we then use those parameters on our model and simulate data values. This can be ...
- 63
1
vote
1
answer
64
views
Input-Output Correlations using PCA
I want to understand the correlation between a set of $\color{red}{\textrm{inputs}}$ and a set of $\color{blue}{\textrm{outputs}}$ deriving from numerical simulations, and possibly reduce dimensions ...
- 11
2
votes
0
answers
57
views
Power sizing when sampling from a group with known subgroups
I need to do a power analysis of a group that is composed of three subgroups.
The measurements to sample are difference measurements between two dogs of the same breed rated side by side. Dogs are ...
1
vote
0
answers
63
views
Sampling from a distribution characterized by its characteristic function
Consider the following measure:
$$d\nu (x)=\mathbb 1_{(0,1)} (x) \frac 1 {x^{2}}$$
Now, define $X$ with characteristic function given by:
$$\varphi_{X}(t)= \exp\left\{ \int_{\mathbb R} [e^{itx}-1 - ...
- 256
1
vote
0
answers
27
views
Efficiently sample from a limit set given a differential equation?
Given a dynamical system of many variables, described by an ordinary differential equation, is there some way to use machine learning to efficiently sample from the limit set (or maybe more accurately ...
- 704
3
votes
0
answers
25
views
How to illustrate the validity of bootstrap with monte carlo simulation?
Suppose I have a random sample $S_n=\{W_i\}_{i=1}^n$ where $W_i\sim F $, and I have an estimator $\widehat{\beta}$ computed using this sample. I want to illustrate that the bootstrap approximation ...
- 2,966
2
votes
0
answers
17
views
Can my cycle-cut algorithm sample any DAG?
I am doing some computational simulations to validate a procedure involving structural equation models and causal inference. I wanted to sample from the possible space of DAGs on $n$ vertices. I can ...
- 9,401
3
votes
0
answers
92
views
Generating uniformly distributed particles on a $n$-dimensional flat torus or periodic hypercube [closed]
I am trying to generate evenly distributed particles in an $n$-dimensional flat torus or a periodic hypercube.
I am not sure if any of this approaches suffices. Can you suggest alternative methods for ...
- 31
2
votes
1
answer
41
views
How to sample from a distribution with discrete variables with a known average?
My motivation is to produce carcasses of animals in an ecosystem.
The animals have discrete sizes in kg (75, 216, 700, 2500, 5000, 8500, 25000).
I also have the estimated percentage each animal ...
- 1,021
3
votes
2
answers
285
views
Logistic regression simulation with respect to event occurrence (prevalence)
I am trying to simulate logistic regression data, but under the constraints of prevalence.
$$\text{logit}(y_i) = \beta_0 + \beta_1 X_1 + \beta_2X_2$$
For example, I want to create a dataset that has ...
- 313
0
votes
0
answers
22
views
Identify name of sampling / simulation strategy
From what I've learned, it seems like in order to simulate draws from a distribution $X \sim p(X)$ one can take advantage of the fact that $p(X) = \int p(X, z)p(z)dz$ and use the following strategy:
...
- 387
3
votes
1
answer
140
views
How to sample from a custom heavy tailed (e.g. custom Cauchy) distribution?
I would like to draw samples from a distribution with pdf $z \mapsto \frac{1}{1 + |z|^\gamma}$ ($z \in \mathbb{R}, \gamma > 1$). Notice, that for $\gamma = 2$, this is proportional to the standard ...
- 263
0
votes
1
answer
133
views
Inverse transform sampling : comparing bias, variance and mse for an estimator
Starting from the PDF of the Pareto distribution,
\begin{equation}
f_{\theta_1, \theta_2}(x) =
\begin{cases}
\frac{\theta_1 \theta_2^{\theta_1}}{x^{\theta_1 + 1}}, &\quad x \geq \theta_2 \...
- 111
1
vote
0
answers
19
views
Generating random samples that satisfies specific r-squared of MAPE
I would like to generate some samples that satisfies a specific r-squared or MAPE(Mean Absolute Percentage Error) with a given vector.
For example, a vector a_i is given and I want to generate some ...
- 11
6
votes
1
answer
697
views
Sample without replacement from 1 to N and stop when the value is less than the previous one
I came across a question as below
Assume a series includes integer from 1 to N. Every time one samples an integer without replacement from the series. The process continues if $X_{n}$ >= $X_{n-1}$, ...
- 713