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  2. Importance sampling - Wikipedia

    en.wikipedia.org/wiki/Importance_sampling

    The basic idea of importance sampling is to sample the states from a different distribution to lower the variance of the estimation of E[X;P], or when sampling from P is difficult. This is accomplished by first choosing a random variable L ≥ 0 {\displaystyle L\geq 0} such that E [ L ; P ] = 1 and that P - almost everywhere L ( ω ) ≠ 0 ...

  3. Cross-entropy method - Wikipedia

    en.wikipedia.org/wiki/Cross-Entropy_Method

    The cross-entropy (CE) method is a Monte Carlo method for importance sampling and optimization. It is applicable to both combinatorial and continuous problems, with either a static or noisy objective. The method approximates the optimal importance sampling estimator by repeating two phases: [1] Draw a sample from a probability distribution.

  4. Monte Carlo method - Wikipedia

    en.wikipedia.org/wiki/Monte_Carlo_method

    Let s 2 be the estimated variance, sometimes called the “sample” variance; it is the variance of the results obtained from a relatively small number k of “sample” simulations. Choose a k ; Driels and Shin observe that “even for sample sizes an order of magnitude lower than the number required, the calculation of that number is quite ...

  5. William Kaye Estes - Wikipedia

    en.wikipedia.org/wiki/William_Kaye_Estes

    The stimulus-sampling theory also aids as a heuristic device for discovering effective truisms about changes in response probabilities. [4] The general theory of stimulus-sampling assumes the existence of a population of discrete stimulus elements and hypothesizes that an entity draws a sample from this population on each trial of a learning ...

  6. Theoretical sampling - Wikipedia

    en.wikipedia.org/wiki/Theoretical_sampling

    In theoretical sampling the researcher manipulates or changes the theory, sampling activities as well as the analysis during the course of the research. Flexibility occurs in this style of sampling when the researchers want to increase the sample size due to new factors that arise during the research.

  7. Oversampling and undersampling in data analysis - Wikipedia

    en.wikipedia.org/wiki/Oversampling_and_under...

    A variety of data re-sampling techniques are implemented in the imbalanced-learn package [1] compatible with the scikit-learn Python library. The re-sampling techniques are implemented in four different categories: undersampling the majority class, oversampling the minority class, combining over and under sampling, and ensembling sampling.

  8. Particle filter - Wikipedia

    en.wikipedia.org/wiki/Particle_filter

    From 1950 to 1996, all the publications on particle filters, and genetic algorithms, including the pruning and resample Monte Carlo methods introduced in computational physics and molecular chemistry, present natural and heuristic-like algorithms applied to different situations without a single proof of their consistency, nor a discussion on the bias of the estimates and genealogical and ...

  9. Sampling theory - Wikipedia

    en.wikipedia.org/wiki/Sampling_theory

    Download as PDF; Printable version; In other projects ... sampling theory may mean: Nyquist–Shannon sampling theorem, digital signal processing (DSP) Statistical ...