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.

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31 views

What is the name of this simple discrete sampling algorithm?

I have a vector of probabilities $p \in \mathbb{R}^n$ which I have never seen before. I would like a single sample from the indices $(1, 2, \ldots n)$ according to the distribution defined by $p$. ...
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coverage index?

Suppose I have a space of potential outcomes X with a probability distribution on it. I assume that there is a distance function between elements of X (e.g. X is a metric space). I also have a set S ...
52 views

Central limit theorem and normal distribution confusion

So I'm trying to study for a test and I'm stuck on two textbook questions. I'm having trouble grasping the concept of sampling distributions and when to apply certain rules/when to categorize a ...
278 views

Sampling on a logarithmic scale

I have to draw samples (variance parameter) based on a Gaussian kernel but on a logarithmic scale. I have no clue how to implement that as a part of the Metropolis-Hastings algorithm. In particular, ...
23 views

Distribution of inbag matrix when sampling with replacement

Say I take a random sample of size $M$ from a sample of size $N$, like, for example you'd do when bootstrapping in random forest. As you increase $M$, you're more likely to sample any particular ...
384 views

Simple Random sampling with replacement - Variance

If just a single unit is drawn at random from the whole population and $y_1$ is the value of $y$ for this sampled unit, how can I prove that the $\mathbb{V}(y_1)= (1 − 1/N)\sigma^2$ (where $N$ is the ...
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KL divergence between two sampling?

I was wondering if it is possible to find the KL between two samplings? not probabilities. Each one sampled from a multivariate gaussian distribution.
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Perfect sampling from a huge dataset

I am working with a binary predictive model for data that belongs to A and B. The learning sample that I am using contains 6000 row that belongs to group A and 1000 row that belongs to group B. I ...
151 views

How to create a distribution and sample?

Suppose we are given some small set of data on bundles of electrical wires and increasing voltages run through them, and we note how many of the individual wires fail. So for example, a large data ...
154 views

Universal approximation of probability distribution with latent variable model

I want to show that under certain circumstances this form can approximate any probability distribution. For that, I came up with the following argument. Consider a directed graphical model of the ...
13 views

Taking into account the variance of an estimated population size to construct confidence intervals for count statistics

I had originally posted this on the Math Stack Exchange website, but was justifiably recommended to explore this site instead. When given confidence intervals that are developed for proportions under ...
95 views

Sampling highly imbalance multi-class response variable

I have a dataset (11000 x 117) with response variable having multiple classes. Here is a plot of class distribution: Some of the classes have only 1 sample in the entire dataset and some have 2, 3 ...
51 views

Determine sample size using reversed goodness of fit

I am asked to work on a specific problem in which I have to calculate certain expenditures for an industry, consisting of a population of about 400 companies. Although I already suggested to conduct a ...
270 views

What are some techniques to augment tabular data?

As we know we can perform data augmentation to "image dataset". We can apply random rotation, shifts, shear and flips over images. Are there techniques to augment tabular small dataset? I know the ...
16 views

Choosing data to compare collected data against

I currently have a sample of 30 data points of how long a specific process takes to complete when a particular issue occurs and am looking to compare these times to the times where it doesn't happen ...
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Sampling from multivariate normal and folding to draw correlated half-normal samples

I'm trying to draw samples from a bivariate half-normal distribution whose variances and covariances I want to specify. I tried using scipy.stats, but it only offers a univariate half-normal. My ...
13 views

K-fold partitioning for dataset consisting of discrete, sampled sub-datasets

I can observe full system dynamics from some deterministic start to some deterministic end, in order to collect a sub-dataset $\boldsymbol{X}_i$ with $m$ examples, where the distribution of these $m$ ...
227 views

Why use envelope function for rejection sampling?

What is the purpose of envelope function? Say, for single random variable, why can't we just sample x coordinate and y coordinate (representing probability) and reject all those y's which lay above ...
37 views

A model to suggest salient examples to annotate

I have a very large dataset of items that are all initially unlabeled. A user picks at random 5-20 items, labels them and creates an initial training set for a model. The model is trained and is ready ...
20 views

Metropolis Sampling sample order

I am new to Metropolis sampling, here is a question that confuses me. Assume that there are two sets of variables $a$ and $b$ we want to sample. Let $X$ denote the observations and $p(X|a,b)$ denote ...
6k views

How to re-sample an XTS time series in R?

I have an irregularly spaced XTS time series (with POSIXct values as index type). How can I build a new time series sampled at ...
Let $(E,\mathcal E,\mu)$ be a measure space $E_0\in\mathcal E$ with $\mu(E_0)\in(0,\infty)$ and $\mathcal E_0\subseteq\left.\mathcal E\right|_{E_0}$ be finite and disjoint with E_0=\biguplus\...