# Questions tagged [sampling]

Creating samples from a well-specified population using a probabilistic method and/or producing random numbers from a specified distribution. As this tag is ambiguous, please consider [survey-sampling] for the former and [monte-carlo] or [simulation] for the latter. For questions regarding creating random samples from known distributions, please consider using the [random-generation] tag.

3,146 questions
Filter by
Sorted by
Tagged with
1 vote
14 views

### Gibbs sampler, how to generate samples based on odds?

I am reading a paper that contains a Gibbs sampler for a regression model with parameters $\beta$ and design matrix $X$. One of the steps in the Gibbs sampler requires simulating from a binary random ...
15 views

### blue noise error distribution in (MC)MC estimation

In computer graphics, you have an (MC)MC estimate $Q_i$ of the color value of the $i$th pixel and a true value $I_i$. Now you take $\epsilon_i:=Q_i-I_i$, which can be thought of as an "error ...
34 views

### Interpreting the Concept of 'Single Sample Normality' in the Context of the Central Limit Theorem

In the context of the Central Limit Theorem (CLT), which postulates that the distribution of sample means will approximate a normal distribution given a sufficiently large number of samples and sample ...
6 views

### General strategies for choosing priors and samplers to estimate parameters of nonlinear ODE system?

I'm new to MCMC methods, and as I learn, it seems there is a lot of art in choosing the proper priors especially when there are many parameters (which is why we use MCMC in the first place). Are there ...
33 views

### Is there a z transformation for the correlation of non-normal distributions?

I'm writing code to calculate if the correlation between two random variables is significant. I've recently come across Fisher's z transformation as a method for finding significance. But from reading ...
138 views

### Implementing sampling from GEV distribution from scratch

I am trying to implement sampling from GEV distribution without using external libraries (except numpy) and this is what I came up with: ...
1 vote
18 views

13 views

### Critical Region and level of a test

A concept I'm struggling with is the type 1 error and the level of a test, for me the type 1 error is P(Wn|H0) where Wn is the rejection zone. Is it not a way to measure Wn given that H0 is true ? So ...
26 views

144 views

### Running Metropolis-Hastings algorithm with changing proposal kernel; each time the kernel is changing starting the algorithm afresh. Does it work?

I have a Markov kernel $Q$ from which I would like to generate proposals for the Metropolis-Hastings algorithm. The problem is: When the proposal is accepted, the "internal state" of $Q$ ...
39 views

### LDA Document Topic Distribution Prediction for Unseen Document

Popular python libraries for topic modeling like gensim or sklearn allow us to predict the topic-distribution for an unseen document, but I have a few questions on what's going on under the hood. I've ...
23 views

### Can I use the Z-Test with estimators for mean and standard deviation?

I'm trying to select feature columns in a binary classification model. I'd like to remove near-constant columns that don't predict the target column values very well. One way of defining this is the ...
19 views

### No-U-Turn Sampler (NUTS) for handling class imbalance

I have a dataset of about 100 records and about 80% of those records belong to one class. The rest belong to another class. I'm building two Bayesian models (logistic regression and multiple linear ...
103 views

### Calculating the probability my observation, $Y_i$, is drawn from a random variable $X$?

If I sample a population distribution 2,000 times and get an estimator for the population mean, $\mu$, and the standard deviation, $\sigma$, how can I use these to get the probability that an ...
1 vote