Questions tagged [simulation]
A vast area which includes generating results from computer models.
1,928
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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 ...
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Extended Hidden Markov Models (HMM) parameter estimation
For simpler HMMs, we can use algorithms like Viterbi training (not decoding) or Baum Welch to estimate the parameters that best describe the observed data.
How do we do the same when using a more ...
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Help in simulation for bivariate residual entropy
I am reading a research paper research paper. Let $X=(X_1,X_2)$ be a bivariate random vector with survival function $\bar{F}(x_1,x_2)$.
The the condition residual entropy for the condition ...
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How to evaluate an Earth system model in light of the spatial variability of observed variables?
Context
My effort is to evaluate the performance of a physics-based numerical model to determine how well it simulates different state variables of a soil column (1D inside the model). The temporal ...
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How to compute relative error of multi-dimensional time-series?
I have written a python script that uses a variety of different integrators to simulate the gravitational N-body problem. I would like to compare the positions obtained from my simulation to the ...
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How to Calculate Number of Repeated Tests to Achieve a Target ICC?
I am designing a case study and will be measuring something at baseline, periodically over time, and at post-testing. I will use the baseline measures to be able to calculate the 'minimum detectable ...
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Simulate bivariate bernoulli responses with predefined beta coefficients
I have a specific data matrix with features (mainly categorical). I want to simulate a multivariate bernoulli response, for example bivariate, but with a predefined vector of beta coefficients (most ...
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Should I use a one-sided or a two-sided confidence interval?
Context:
I am teaching a subject and I prepared a multiple-choice quiz for my students.
To have a feeling for which is an acceptable grade I decided to compute a baseline score, which is the score ...
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How can I determine if a system is equilibrated?
Cross-posted in SCSE and MMSE
I am experimenting with a new MCMC protocol and new research.
In the context of Monte Carlo simulation, a "state of equilibrium" refers to a condition where the ...
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Stationary Bootstrap Block Size Impact on Portfolio Simulation Results
I'm analyzing simulated portfolios generated using the stationary bootstrap method proposed by Politis et al. (1994). This method is expected to be robust to the choice of average block size, as it ...
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Post hoc power for multiple logistic regression
I have data frame named "finalend", I conducted multiple logistic regression model named "model" with all predictors as categorical or binomial variables and "TestAnxiety"...
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Assigning variance-covariance matrix in generating artificial data for mixed-effect model
I can’t understand specifying correlation between within-participant conditions when generating artificial data for mixed-effect model regression. It would be grateful if you could help me.
My story ...
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When do we not know the distribution of residuals?
In a previous question (How does simulation help validate model assumptions?), I received the following comment:
"When a model is too complex such that a derivation of the distribution of the ...
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How to estimate required sample size for the two-sample Kolmogorov-Smirnov test
I have a simulation model which produces a value for an output variable. Running it many times gives skewed distributions for this output variable. What I'd like to do is compare two distributions, ...
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Specifying random effects for simulation of categorical data
I am simulating data for an experimental design with two conditions. I specified the following multilevel model:
$$
y_{ijk} = \beta_0 + u_{0j} + v_{0k} + (\beta_1 + u_{1j} + v_{1k}) * X_1 + e_{ijk}
$$
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