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Importance Sampling
Importance sampling is a Monte Carlo method for evaluating properties of a particular distribution, while only having samples generated from a different distribution than the distribution of interest. Its introduction in statistics is generally attributed to a paper by Teun Kloek and Herman K. van Dijk in 1978, but its precursors can be found in statistical physics as early as 1949. Importance sampling is also related to umbrella sampling in computational physics. Depending on the application, the term may refer to the process of sampling from this alternative distribution, the process of inference, or both. Basic theory Let X\colon \Omega\to \mathbb be a random variable in some probability space (\Omega,\mathcal,\mathbb). We wish to estimate the expected value of X under \mathbb, denoted \mathbb_\mathbb /math>. If we have statistically independent random samples X_1, \ldots, X_n, generated according to \mathbb, then an empirical estimate of \mathbb_ /math> is just : \wi ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] [Amazon] |
Monte Carlo Method
Monte Carlo methods, or Monte Carlo experiments, are a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results. The underlying concept is to use randomness to solve problems that might be deterministic in principle. The name comes from the Monte Carlo Casino in Monaco, where the primary developer of the method, mathematician Stanisław Ulam, was inspired by his uncle's gambling habits. Monte Carlo methods are mainly used in three distinct problem classes: optimization, numerical integration, and generating draws from a probability distribution. They can also be used to model phenomena with significant uncertainty in inputs, such as calculating the risk of a nuclear power plant failure. Monte Carlo methods are often implemented using computer simulations, and they can provide approximate solutions to problems that are otherwise intractable or too complex to analyze mathematically. Monte Carlo methods are widely used in va ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] [Amazon] |
Simulation
A simulation is an imitative representation of a process or system that could exist in the real world. In this broad sense, simulation can often be used interchangeably with model. Sometimes a clear distinction between the two terms is made, in which simulations require the use of models; the model represents the key characteristics or behaviors of the selected system or process, whereas the simulation represents the evolution of the model over time. Another way to distinguish between the terms is to define simulation as experimentation with the help of a model. This definition includes time-independent simulations. Often, computer simulation, computers are used to execute the simulation. Simulation is used in many contexts, such as simulation of technology for performance tuning or optimizing, safety engineering, testing, training, education, and video games. Simulation is also used with scientific modelling of natural systems or human systems to gain insight into their functio ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] [Amazon] |
Viterbi Decoder
A Viterbi decoder uses the Viterbi algorithm for decoding a bitstream that has been encoded using a convolutional code or trellis code. There are other algorithms for decoding a convolutionally encoded stream (for example, the Fano algorithm). The Viterbi algorithm is the most resource-consuming, but it does the maximum likelihood decoding. It is most often used for decoding convolutional codes with constraint lengths k≤3, but values up to k=15 are used in practice. Viterbi decoding was developed by Andrew J. Viterbi and published in the paper There are both hardware (in modems) and software implementations of a Viterbi decoder. Viterbi decoding is used in the iterative Viterbi decoding algorithm. Hardware implementation A hardware Viterbi decoder for basic (not punctured) code usually consists of the following major blocks: *Branch metric unit (BMU) *Path metric unit (PMU) *Traceback unit (TBU) Branch metric unit (BMU) A branch metric unit's function is to cal ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] [Amazon] |
Intersymbol Interference
In telecommunications, intersymbol interference (ISI) is a form of distortion of a signal in which one symbol interferes with subsequent symbols. This is an unwanted phenomenon as the previous symbols have a similar effect as noise, thus making the communication less reliable. The spreading of the pulse beyond its allotted time interval causes it to interfere with neighboring pulses. ISI is usually caused by multipath propagation or the inherent linear or non-linear frequency response of a communication channel causing successive symbols to blur together. The presence of ISI in the system introduces errors in the decision device at the receiver output. Therefore, in the design of the transmitting and receiving filters, the objective is to minimize the effects of ISI, and thereby deliver the digital data to its destination with the smallest error rate possible. Ways to alleviate intersymbol interference include adaptive equalization and error correcting codes. Causes Multip ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] [Amazon] |
Digital Communication
Data communication, including data transmission and data reception, is the transfer of data, transmitted and received over a point-to-point or point-to-multipoint communication channel. Examples of such channels are copper wires, optical fibers, wireless communication using radio spectrum, storage media and computer buses. The data are represented as an electromagnetic signal, such as an electrical voltage, radiowave, microwave, or infrared signal. '' Analog transmission'' is a method of conveying voice, data, image, signal or video information using a continuous signal that varies in amplitude, phase, or some other property in proportion to that of a variable. The messages are either represented by a sequence of pulses by means of a line code ('' baseband transmission''), or by a limited set of continuously varying waveforms (''passband transmission''), using a digital modulation method. The passband modulation and corresponding demodulation is carried out by modem ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] [Amazon] |
Binomial Distribution
In probability theory and statistics, the binomial distribution with parameters and is the discrete probability distribution of the number of successes in a sequence of statistical independence, independent experiment (probability theory), experiments, each asking a yes–no question, and each with its own Boolean-valued function, Boolean-valued outcome (probability), outcome: ''success'' (with probability ) or ''failure'' (with probability ). A single success/failure experiment is also called a Bernoulli trial or Bernoulli experiment, and a sequence of outcomes is called a Bernoulli process; for a single trial, i.e., , the binomial distribution is a Bernoulli distribution. The binomial distribution is the basis for the binomial test of statistical significance. The binomial distribution is frequently used to model the number of successes in a sample of size drawn with replacement from a population of size . If the sampling is carried out without replacement, the draws ar ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] [Amazon] |
Independent And Identically Distributed
Independent or Independents may refer to: Arts, entertainment, and media Artist groups * Independents (artist group), a group of modernist painters based in Pennsylvania, United States * Independentes (English: Independents), a Portuguese artist group Music Groups, labels, and genres * Independent music, a number of genres associated with independent labels * Independent record label, a record label not associated with a major label * Independent Albums, American albums chart Albums * ''Independent'' (Ai album), 2012 * ''Independent'' (Faze album), 2006 * ''Independent'' (Sacred Reich album), 1993 Songs * "Independent" (song), a 2007 song by Webbie * "Independent", a 2002 song by Ayumi Hamasaki from '' H'' News media organizations * Independent Media Center (also known as Indymedia or IMC), an open publishing network of journalist collectives that report on political and social issues, e.g., in ''The Indypendent'' newspaper of NYC * ITV (TV network) (Independent Television ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] [Amazon] |
Derivative
In mathematics, the derivative is a fundamental tool that quantifies the sensitivity to change of a function's output with respect to its input. The derivative of a function of a single variable at a chosen input value, when it exists, is the slope of the tangent line to the graph of the function at that point. The tangent line is the best linear approximation of the function near that input value. For this reason, the derivative is often described as the instantaneous rate of change, the ratio of the instantaneous change in the dependent variable to that of the independent variable. The process of finding a derivative is called differentiation. There are multiple different notations for differentiation. '' Leibniz notation'', named after Gottfried Wilhelm Leibniz, is represented as the ratio of two differentials, whereas ''prime notation'' is written by adding a prime mark. Higher order notations represent repeated differentiation, and they are usually denoted in Leib ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] [Amazon] |
Probability Density Function
In probability theory, a probability density function (PDF), density function, or density of an absolutely continuous random variable, is a Function (mathematics), function whose value at any given sample (or point) in the sample space (the set of possible values taken by the random variable) can be interpreted as providing a ''relative likelihood'' that the value of the random variable would be equal to that sample. Probability density is the probability per unit length, in other words, while the ''absolute likelihood'' for a continuous random variable to take on any particular value is 0 (since there is an infinite set of possible values to begin with), the value of the PDF at two different samples can be used to infer, in any particular draw of the random variable, how much more likely it is that the random variable would be close to one sample compared to the other sample. More precisely, the PDF is used to specify the probability of the random variable falling ''within ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] [Amazon] |
Cumulative Distribution Function
In probability theory and statistics, the cumulative distribution function (CDF) of a real-valued random variable X, or just distribution function of X, evaluated at x, is the probability that X will take a value less than or equal to x. Every probability distribution Support (measure theory), supported on the real numbers, discrete or "mixed" as well as Continuous variable, continuous, is uniquely identified by a right-continuous Monotonic function, monotone increasing function (a càdlàg function) F \colon \mathbb R \rightarrow [0,1] satisfying \lim_F(x)=0 and \lim_F(x)=1. In the case of a scalar continuous distribution, it gives the area under the probability density function from negative infinity to x. Cumulative distribution functions are also used to specify the distribution of multivariate random variables. Definition The cumulative distribution function of a real-valued random variable X is the function given by where the right-hand side represents the probability ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] [Amazon] |
Dirk Kroese
Dirk Pieter Kroese (born 1963) is a Dutch-Australian mathematician and statistician, and Professor at the University of Queensland. He is known for several contributions to applied probability, kernel density estimation, Monte Carlo methods and rare-event simulation. He is, with Reuven Rubinstein, a pioneer of the Cross-Entropy (CE) method. Biography Born in Wapenveld (municipality of Heerde), Dirk Kroese received his MSc ( Netherlands Ingenieur (ir) degree) in 1986 and his Ph.D. (cum laude) in 1990, both from the Department of Applied Mathematics at the University of Twente. His dissertation was entitled ''Stochastic Models in Reliability''. His PhD advisors were Joseph H. A. de Smit and Wilbert C. M. Kallenberg. Part of his PhD research was carried out at Princeton University under the guidance of Erhan Çınlar. He has held teaching and research positions at University of Texas at Austin (1986), Princeton University (1988–1989), the University of Twente (1991–1998), ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] [Amazon] |
