Search results
Results from the WOW.Com Content Network
Google JAX is a machine learning framework for transforming numerical functions. [1] [2] [3] It is described as bringing together a modified version of autograd (automatic obtaining of the gradient function through differentiation of a function) and TensorFlow's XLA (Accelerated Linear Algebra).
The following Python code implements the Euler–Maruyama method and uses it to solve the Ornstein–Uhlenbeck process defined by d Y t = θ ⋅ ( μ − Y t ) d t + σ d W t {\displaystyle dY_{t}=\theta \cdot (\mu -Y_{t})\,{\mathrm {d} }t+\sigma \,{\mathrm {d} }W_{t}}
NumPy addresses the slowness problem partly by providing multidimensional arrays and functions and operators that operate efficiently on arrays; using these requires rewriting some code, mostly inner loops, using NumPy. Using NumPy in Python gives functionality comparable to MATLAB since they are both interpreted, [18] and they both allow the ...
The simplest case of a normal distribution is known as the standard normal distribution or unit normal distribution. This is a special case when μ = 0 {\textstyle \mu =0} and σ 2 = 1 {\textstyle \sigma ^{2}=1} , and it is described by this probability density function (or density): φ ( z ) = e − z 2 2 2 π . {\displaystyle \varphi (z ...
The Marsaglia polar method [1] is a pseudo-random number sampling method for generating a pair of independent standard normal random variables. [2] Standard normal random variables are frequently used in computer science, computational statistics, and in particular, in applications of the Monte Carlo method. The polar method works by choosing ...
This rule is widely employed in data analysis software including Python [2] and R, where it is the default bin selection method. [3] Sturges's rule comes from the binomial distribution which is used as a discrete approximation to the normal distribution. [4] If the function to be approximated is binomially distributed then
If () is a general scalar-valued function of a normal vector, its probability density function, cumulative distribution function, and inverse cumulative distribution function can be computed with the numerical method of ray-tracing (Matlab code).
10000 samples from a normal distribution binned using different rules. The Scott rule uses 48 bins, the Terrell-Scott rule uses 28 and Sturges's rule 15. This rule is also called the oversmoothed rule [ 7 ] or the Rice rule , [ 8 ] so called because both authors worked at Rice University .