Questions tagged [simulation]
A vast area which includes generating results from computer models.
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Simulate Gaussian copula with negative pair-wise correlations
I am now trying to simulate a multidimensional (let's say 4 dimensions) Gaussian copula. Given software restrictions, I can only use Excel for this simulation. That is why I am trying to implement the ...
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Steps for Forecasting with known copula's parameters
I want to calculate the Mean absolute percentage error (MAPE) for my copula model. I am stuck at the forecasting step. I am not specifying the copula here for different data pairs.
I have two time ...
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Can I use simulated data only for testing a Random Forest regression already trained on real data?
I am working, using Python, on a Random Forest Regression for the prediction of a target variable. I have trained it and tested it on real data, obtaining satisfying results. Now, I would like to ...
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How does one test the efficiency and completeness of an estimator using monte-carlo simulation?
How does one test the efficiency and completeness of an estimator using monte-carlo simulation?
In particular,
I want to use-montecarlo simuation to answer. Maybe the better question is how does one ...
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Simulated data (with the outcome and predictors) from a GLM model
The goal of simulation is to produce a number of synthetic datasets, where the outcomes are a function of the known regression coefficients. I would like to know if my reasoning behind creating ...
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Use monte carlo simulation to predict Y variable (linear regression) of a given dataset, and estimate the parameter coefficients
It's my first time learning Monte carlo simulation, I have been given a task to predict the average Y variable (dependent variable) using a given dataset and to estimate the values of the
parameter ...
CommunityBot
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How to formulate and simulate data from an accelerated failure time model?
I understand that an accelerated failure time model can be conceptualized as a cox model which includes covariates whose effects depend on actual time, so the convenient expression of the partial ...
CommunityBot
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Which distribution is correct in modeling conversion rate in a Monte Carlo?
I am building a model for a Monte Carlo simulation that estimates the number of sales made by a door-to-door salesman.
Looking at his historic success by city, he converts about 80% +/- 20%, and the ...
CommunityBot
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Is "relative risk time" meaningful? (transient relative risk)
Context:
I'm trying to specify a data-generating / mechanistic model for a simulation study. I assume that exposure $e$ (a short event) has a transient effect on the relative rate of another process $...
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Is this a reasonable way to check the quality of simulated data in MCMC inference?
I have a hierarchical Bayesian model that looks like this:
$\alpha_i \sim \mathcal{N}\left(\mu_\alpha, \sigma_\alpha\right) \tag{1}$
$\beta_i \sim \mathcal{N}\left(\mu_\beta, \sigma_\beta\right) \tag{...
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How to simulate data for a Gamma glm?
I am wondering about whether there might actually be different ways to simulate data for say a Gamma GLM, which in turn relates to what might be the parametrization that the ...
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Simulate $p$-value of $\chi^2$-test
The R function chisq.test has an simulate.p.value argument that uses permutation for resampling. I know how to implement this ...
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Difference in means and variances of dependent samples
I am performing a simulation study where different values of an exposure X are repeatedly assigned to the same individual (200x in a sample of >10000 people). The way that assignment is done is ...
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Recycling MCMC samples for another data set from the same distribution
Suppose I'm given $\theta_0$ and I want to sample data from a density $f(Y|\theta_0)$ and then sample from the posterior of $\theta|Y$ (given, obviously, some prior). I want to do this lots of times, ...
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Queueing Theory: How to estimate steady-state queue length for single queue, N servers?
I have a real-life situation that can be solved using Queueing Theory.
Scenario:
There is a single Queue and N Servers.
When a server becomes free, the Task at the front of the queue gets serviced.
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