2
votes
0answers
41 views

Random walk with restricted graph knowledge

I have a very large graph and a function of its vertices, and want to estimate mean value of this function. It's not possible to sample vertices uniformly in this problem, so a reasonable choice for ...
3
votes
2answers
74 views

Estimating covariance of the difference of directional distributions derived from Gaussian mixtures

Given Gaussian mixtures $X_1, X_2 \in \mathbb{R}^p$ defined as $$P(X_i = x) = \sum_s \omega^{(s)}_i \mathcal{N}(x; \mu^{(s)}_i, \Sigma_i)$$ where the superscript $(s)$ indexes the $s$-th component of ...
2
votes
0answers
121 views

Estimating customer waiting time and server idle time on a finite horizon, stochastic, single-server queue

I am working on a problem of scheduling appointments for a stochastic, single-server queue. There are $n$ customers who each have independent, randomly distributed service durations $Z_i$. The ...
9
votes
2answers
201 views

How to estimate the accuracy of an integral?

An extremely common situation in computer graphics is that the colour of some pixel is equal to the integral of some real-valued function. Often the function is too complicated to solve analytically, ...
2
votes
2answers
201 views

Predicting SSE in k-means clustering

Given any number of clusters, is it possible to estimate the Sum of Squares Error (SSE) for the Clusters after adding noise to the clustering? The type of noise generated will be supplied as a ...
2
votes
0answers
43 views

Combining Deterministic and Random Unbiased Estimators

I am trying to compute an expectation $E[f(X;\theta,n)]$ where $\theta$ and $n$ are known parameters. I have an easy-to-compute deterministic function $\tilde{f}(\theta,n)$ that provides an ...