Questions tagged [monte-carlo]
The monte-carlo tag has no summary.
36 questions
1 vote
0 answers
47 views
MMM model vs Monte Carlo
I was given a project where only using Net Media Value and possibily audience considered , I have to try to estimate sales and unit return of media investment. I was asked to try to apply a Monte ...
- 11
0 votes
0 answers
86 views
Programming language for faster MCMC (faster than Python/Julia/Rust)
I am looking for a programming language to accelerate performance of my Markov Chain Monte Carlo code. The code is written in Python and does not use any special MCMC libraries (like PyMC or Stan) - ...
- 117
2 votes
0 answers
66 views
Transformer model conditional probability distribution of sub-sentences
I have a simple transformer model (decoder only) which is trained on some dataset containing sentences to do next-word prediction. The model captures a probability distribution $P_{\theta}(\mathbf{a})$...
- 21
0 votes
0 answers
51 views
Combining monte carlo with deep learning to improve the estimation
I am in situation where i need to estimate the attenuation of an EM wave . we consider EM wave as collection of photons. These photons when strike with some dust particles they scatter in different ...
0 votes
1 answer
132 views
Hamiltonian Monte Carlo - Is it generally a good method for obtaining random variables in Machine Learning?
I once saw the Hamiltonian Monte Carlo method for use in machine learning. But It seems to me that it is not actually a random sampling; It follows the dynamical equation of motion. Is it generally a ...
- 103
1 vote
1 answer
170 views
CDF/PDF vs Monte Carlo
I’m a developer reading the book Bayesian statistics the fun way In chapter 15 they use hypothesis testing using Monte Carlo simulation to pick random values from two intercepting beta distributions I ...
- 153
1 vote
0 answers
38 views
Calculating an integral with as few grid points as possible
Suppose I have a function $f\colon [0,1] \to \mathbb{R}$ which is maybe continuous (it's at least in $L^1$). I have a sample of $N$ points $\{x_i\}$ taken from the domain $[0,1]$ randomly from some ...
- 111
1 vote
1 answer
166 views
How can I deal with a computationally expensive simulator method in Sequential Monte Carlo/Approximate Bayesian Computation?
I am doing Approximate Bayesian Computation with Sequential Monte Carlo with PyMC in a way that is similar to what is described in this example of the ...
- 11
0 votes
1 answer
93 views
Quantifying the performance of Stepwise Regression ran on Monte Carlo generated datasets & comparing them to your method of interest
The source data files and scripts referenced here and from whom lines of code are included here can be found in my GitHub Repository for this collaborative research project exploring the properties of ...
- 167
0 votes
1 answer
40 views
A simple way to store the factors selected by (BE) Stepwise Regression n run on N datasets via lapply, a For Loop then an lapply, or a function?
I am currently doing research with a coauthor and collaborator comparing a new optimal model selection procedure he has proposed via Monte Carlo Simulation of the new procedure vs 2 benchmarks, LASSO &...
- 167
2 votes
2 answers
548 views
Which Model for predicting flight delays is appropriate except Random Forest and Decision Tree? (Monte Carlo?)
Im studying M.Sc Data Science and in the module "Decision Support Systems" me and my group have to make a presentation. Our Proposal is the following: Background With generally high demand ...
- 21
1 vote
0 answers
18 views
Confusion regarding which distribution Monte Carlo considers for sampling
Considering Bayesian posterior inference, which distribution does Monte Carlo sampling take samples from: posterior or prior? Posterior is intractable because the denominator (evidence) is an ...
- 161
1 vote
0 answers
52 views
Monte Carlo Markov Chain
I was trying to figure out what is a Monte Carlo Markov Chain. From what I understand it is a way of computing an approximation of a probability distribution, which cannot compute exactly. So we ...
1 vote
0 answers
70 views
How to resolve IndexError while doing Monte Carlo for 1000 runs? [closed]
Below code runs without any problem, however when I run the same code using Monte Carlo Analysis for 1000 runs, it gives IndexError. Can someone explain why this happens. Thanks ...
- 31
1 vote
0 answers
26 views
MCMC algorithm -- understanding some paremeters
I am trying to understand an MCMC program. I manage to run it, but I am trying to understand the meaning of the some parameters in the analysis. The code is something like this ...
- 123