# Tagged Questions

The tag has no wiki summary.

32 views

### Numerical differentiation (derivative) and downsampling

I have some time course data which I would like obtain the first derivative of. As it seems quite difficult to model, I do not intend to fit a function to it, but rather compute the first derivative ...
17 views

### Error Analysis in ANN (modeling)

I am using Artificial Neural Networks (FFBP, RBF, GRN) and Multi Linear Regression techniques to model a real world case study. I have a small list of records (60 data items). I am using 48 of 60 as ...
59 views

### Numerical properties of the logistic growth model for non-linear regression

I am using the nls procedure in R to fit a logistic growth model. In their SSlogis function, JosÃ© Pinheiro and Douglas Bates chose the formulation ...
67 views

### How do I sample from a discrete (categorical) distribution in log space?

Suppose I have a discrete distribution defined by the vector $\theta_0, \theta_1, ..., \theta_N$ such that category $0$ will be drawn with probability $\theta_0$ and so on. I then discover that some ...
256 views

### Possible causes for the state noise variance to become negative in a Kalman Filter?

I am having some trouble debugging an application of a linear discreet Kalman Filter. From time to time, I find that there are diagonal elements of the covariance matrix that become negative. This is ...
59 views

### Convergence of MCMC for ill-behaved functions

We are doing MCMC sampling over an n-dimensional space with a population of MCMCs. The goal is to have them stop when they approximately converge. The problem is that the convergence, which is so ...
90 views

### Inverse of the central difference operator

The central difference is a method to approximate numerically the derivative of a function sampled at discrete intervals. In R, one would do: ...
185 views

### Textbooks on the numerical solution of stochastic differential equations

Is there a canonical textbook or textbooks on the use of numerical methods in solving stochastic differential equations that you would recommend?
275 views

### What kind of distribution is this?

My supervisor asked me to find out which distribution represents a particular situation. I have a VoIP generator that generates calls "uniformly" distributed between callers. This means that the ...
Motivation: I'm writing a state estimator in MATLAB (the unscented Kalman filter), which calls for the update of the (upper-triangular) square-root of a covariance matrix $S$ at every iteration (that ...