Questions tagged [julia]

Julia is a high-level, high-performance dynamic programming language for technical computing, with syntax that is familiar to users of other technical computing environments.

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Log likelihood decreases with posterior obtained after fitting GP

Possibly related to Log posterior probability in MCMC is decreasing but I do not have a MCMC process and the details there are not sufficient for me to understand fully (I'm a mathematician with basic ...
F. Remonato's user avatar
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Optimization of a noisy loss function

I'm trying to optimize a noisy loss function (experimental) where the absolute value of the gradient changes significantly depending on the direction taken. In other words, some parameters have a ...
Jose Manuel de Frutos's user avatar
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Calculating descriptive stats for aggregate/binned data [duplicate]

I have several datasets that I wish to analyse and summarize - and I'm starting with the basic median, and percentile/quartiles to begin with (unless there are other approaches I should be considering)...
Phil's user avatar
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PCA for 3D Lidar data

I'm trying to work with Lidar data to classify road. I'm wondering how to use pca (or something else?) to identify if region has connectivity > threshold then label the region to be road? Would ...
h612's user avatar
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1 answer
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Subspace method fails at identifying parameters in a state space system

I am trying to infer the parameters of a linear multivariate time-invariant state space system using a subspace method. However, the inferred parameters do not match the ground-truth parameters used ...
Camille Gontier's user avatar
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How is highest posterior density interval estimated in this code snippet?

I found the following (Julia) implementation for estimating the highest posterior density interval from a posterior sample (link). Below, I turn it into pseudocode for simplicity. ...
Alex Ten's user avatar
1 vote
0 answers
40 views

Agent based modeling: binding 2 agents together to form a H2 molecule in NetLogo (or Agents.jl)? [closed]

Note: I got the message: This question appears to be off-topic because it is not about probability, statistics, machine learning, data analysis, data mining, or data visualization. Agent based ...
Xiiryo's user avatar
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How to formulate probability P(X) into a logistic regression?

This might be quite basic but I'm struggling. I'm trying to take a published ecological model and implement it in the Turing.jl package using Julia. Say I have a ...
colebrookson's user avatar
2 votes
1 answer
500 views

Find first Principal Component (and loading) using a fast iterative algorithm without covariance matrix

I have a matrix $X$ and I would like to find its first principal component and the corresponding loadings. I would like to do this without computing the covariance matrix of $X$. How can I do so? This ...
Physics_Student's user avatar
2 votes
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Bias in unbiased pseudo-marginal estimation?

In the Pseudo-marginal Metropolis-Hastings algorithm exact sampling of a posterior distribution is performed when using an unbiased estimate of the marginal likelihood. However, I am having problems ...
crlb's user avatar
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proposal value between the generated data and the accepted previous proposal

I have a question here that has been confusing me these two days. So in mcmc hasting metropolis if a proposal value was accepted which means tha it's going to be the current value after that ...
Marouane1994's user avatar
2 votes
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mathematical difference between two functions used in scaling data and viewing distribution

I am trying to understand the difference between f(x) and g(x) below. I am not a mathematician or statistician, so please bear ...
user8190899's user avatar
1 vote
1 answer
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Coordinate Descent in Ordinary Least Squares not converging

As a warm-up to writing my own elastic net solver, I'm trying to get a fast enough version of ordinary least squares implemented using coordinate descent. So if $b = Ax$, I want to find $x$ that ...
Rory's user avatar
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4 votes
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684 views

QQ-Plots in Julia via Plots.jl? [closed]

I am trying to make QQ-Plots in Julia, but the only solution I could find is this old example using Gadfly. Given that it's being deprecated, I wanted to know if anyone knew of a solution for making ...
Chris Rackauckas's user avatar
4 votes
1 answer
323 views

Explaining the numbers in a decision tree

Using the famous Iris data set with Julia decision tree classifier I get the following tree. ...
Istvan's user avatar
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1 vote
1 answer
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Unexpectedly slow convergence when classifying MNIST digits with a Neural Network

I recently finished my implementation of a multilayer artificial neural network in Julia; I train it with SGD (no momentum, no decay, no regularization, just basic SGD), computing the gradient by ...
dsans's user avatar
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3 votes
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314 views

JuliaOpt Empirical Likelihood Estimation

I am trying to perform an empirical likelihood estimation in a regression setting using JuliaOpt (Convex or JuMP) and ran into difficulties using either API. The problem: Empirical likelihood for ...
Vincent's user avatar
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2 votes
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129 views

Large Sample Properties Least Square Estimator

I am trying to understand the properties of the least squares estimator. In particular the Gauss-Markov theorem states that the estimator is independent from the distribution of the error term. Thus ...
Vincent's user avatar
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3 votes
1 answer
558 views

Non-Linear Least Squares Sine Frequency Estimation in julia

I am trying to estimate an artificial non-linear maximum likelihood problem which works fine as long as there is no frequency in a sine function to estimate. I am using julia Optim and Distributions ...
Vincent's user avatar
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20 votes
3 answers
973 views

Julia: Taking stock of how it has been doing

I came across a 2012 question that had a very good discussion about Julia as an alternative to R / Python for various types of Statistical Work. Here lies the original Question from 2012 about Julia'...
1 vote
0 answers
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How can I sample multivariate binary variables such that sum of them follows a poisson distribution?

Edit: Since the original question was confusing as whuber pointed out, let me rephrase the question with a Poisson distribution instead of a gamma distribution. The energy term of a Poisson ...
bicycle1885's user avatar
169 votes
21 answers
69k views

Does Julia have any hope of sticking in the statistical community?

I recently read a post from R-Bloggers, that linked to this blog post from John Myles White about a new language called Julia. Julia takes advantage of a just-in-time compiler that gives it wicked ...