Tagged Questions

4
votes
3answers
221 views

How to test my data against an specific normal distribution?

I need to test my data to see if it follows a normal distribution with specific mean and std like N~(mu, std) I know that this can be done by Kolmogorov-Smirnov test which has a function in both ...
0
votes
1answer
118 views

Metropolis-Hastings algorithm, using a proposal distribution other than a Gaussian in Matlab

I am currently working on my final year project for my mathematics degree which is based on giving an overview of the Metropolis-Hastings algorithm and some numerical examples. So far I have got some ...
0
votes
2answers
820 views

Calculate covariance matrix from observations

I am trying to calculate covariance matrix from a 2D data, assumed from coming from a Gaussian Distribution. I am trying to calculate using the equality that Var(x) = mean(x^2) - mean(x)^2, so ...
2
votes
4answers
367 views

How to increase variance in Gaussian Process regression?

I'm currently experimenting with Gaussian processes. I decided to use matlab + gpml (http://www.gaussianprocess.org/gpml/code/) for playing around with Gaussian processes a bit. I'd like to do ...
0
votes
1answer
53 views

About the GMRFlib [closed]

I am trying to access the GMRFlib as mentioned in the link http://www.math.ntnu.no/~hrue/GMRFsim/doc/html/. However, I think it is not available anymore. I couldn't see the tarball mentioned. Does ...
0
votes
0answers
265 views

Simulating unconditional Gaussian markov random field

I am trying to sample the Gaussian markov random field or say multivariate gaussian distribution with some spatial correlation given by the precision matrix Q. Here is the algorithm that I am using ...
1
vote
4answers
2k views

Generating a Gaussian dataset in MATLAB

I want to generate a bivariate Gaussian dataset. The dataset includes a total of 800 results drawn randomly from four two-dimensional Gaussian classes with means $(-3,0)'$, $(0,0)'$, ...
6
votes
2answers
727 views

How can I check whether two signals are jointly normally distributed?

As explained on this Wikipedia page, if two random variables X and Y are uncorrelated and jointly normally distributed, then they are statistically independent. I know how to check whether X and Y ...
2
votes
1answer
305 views

GMM with Bayes decision model

Given two classes of training data (A and B), I want to fit each class' distribution using a GMM with k components, and then use Bayes Decision Model for the classification. The first step was to ...
4
votes
1answer
849 views

Testing if data comes from a normal distribution with mean 0 and unknown variance in Matlab

Question I have a vector of data, and I want to test if it came from a normal distribution with mean zero and unknown variance. Do you know if there is matlab function or simple script for this? If ...
8
votes
3answers
225 views

Randomized trace technique

I've met the following randomized trace technique in M. Seeger, “Low rank updates for the Cholesky decomposition,” University of California at Berkeley, Tech. Rep, 2007. ...
1
vote
1answer
989 views

Interpreting Gaussian probabilities greater than 1 [duplicate]

Possible Duplicate: Probability distribution value exceeding 1 is OK? I'm a bit confused how I am getting probabilities greater than 1 when calculating p(x | mu, sigma) when x = mu. For ...