Questions tagged [numerical-models]
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10
questions with no upvoted or accepted answers
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Why is Fisher Scoring easier to compute?
In practice, the observed information matrix (Newton-Raphson) is usually replaced by its expectation, known as Fisher scoring.
Link: https://en.wikipedia.org/wiki/Scoring_algorithm#Fisher_scoring
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4
votes
1answer
71 views
Looking for a recursive formula for asymptotic variance of importance sampling estimator (self-normalized)
Looking for a recursive formula to approximate variance of importance sampling estimator $Var_q\big[\delta_{IS}\big]\approx\sum_{i=1}^n\tilde w(X_i)^2\big[h(X_i)-\delta_{IS}\big]^2$. This is an ...
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0answers
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Is it possible to go back to initial point from kth iterated point in a Newton Raphson method?
I am trying to find preimage of a kth iterated point under Newton method. Is it possible to find an initial point from which the kth iterated is derived?
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224 views
Pattern Recognition within numerical data
I got different input data\instances and for each of them correspond different sequences of numerical data, which I normalized for comparison.
For example, instance1 has:
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0answers
35 views
Determining the objective function for a non-linear minimization problem
I have observed a vector of quantities $\vec y$. I wish to use these to constrain a vector of initial conditions $\vec x$ that are related to $\vec y$ through a non-linear (numerically evaluated) ...
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0answers
342 views
Interpolate a CDF to get an interpolated hazard rate, or interpolate the hazard rate directly?
My problem is that I need to do an interpolation. Eventually, I will work on the hazard rate, but I do not know if it is better to interpolate the CDF or the hazard rate. Let me explain better.
I've ...
1
vote
1answer
131 views
Numerically Solve for Parameters Characterizing Lognormal RV that's Truncated from Above
I am trying to numerically solve for parameters characterizing a lognormal distribution truncated from above with first moment = mean, second moment = ...
1
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0answers
28 views
Bayesian Classifier to predict a class probability?
I have a 2 input (independent) variables:
1) number of likes (numeric value between 0 and 99)
2) number of dislikes (numeric value between 0 and 99)
and I would ...
0
votes
0answers
14 views
Recurring patterns in numerical data/metrics
Lets say I have continous cache hit numbers from a caching system. This caching system adapts to the recent past, but not the more historical access patterns. I'm hoping to identify "trends" or ...
0
votes
1answer
31 views
Impact of the model error in numerical model prediction
I'm having trouble wrapping my head around characterizing model prediction uncertainties in the case of a calibrated numerical model. Let's assume we are trying to calibrate a set of input parameters ...
