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  2. Google JAX - Wikipedia

    en.wikipedia.org/wiki/Google_JAX

    Python, NumPy: Size: 9.0 MB: Type: ... The below code demonstrates the pmap function's parallelization for matrix multiplication. ... (lambda key: random. normal (key

  3. NumPy - Wikipedia

    en.wikipedia.org/wiki/NumPy

    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 ...

  4. Normal distribution - Wikipedia

    en.wikipedia.org/wiki/Normal_distribution

    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 ...

  5. Euler–Maruyama method - Wikipedia

    en.wikipedia.org/wiki/Euler–Maruyama_method

    The random variables ΔW n are independent and identically distributed normal random ... The following Python code implements ... are generated using the NumPy ...

  6. Numba - Wikipedia

    en.wikipedia.org/wiki/Numba

    Numba is an open-source JIT compiler that translates a subset of Python and NumPy into fast machine code using LLVM, via the llvmlite Python package.It offers a range of options for parallelising Python code for CPUs and GPUs, often with only minor code changes.

  7. Box–Muller transform - Wikipedia

    en.wikipedia.org/wiki/Box–Muller_transform

    It discards 1 − π /4 ≈ 21.46% of the total input uniformly distributed random number pairs generated, i.e. discards 4/ π − 1 ≈ 27.32% uniformly distributed random number pairs per Gaussian random number pair generated, requiring 4/ π ≈ 1.2732 input random numbers per output random number.

  8. Truncated normal distribution - Wikipedia

    en.wikipedia.org/wiki/Truncated_normal_distribution

    For more on simulating a draw from the truncated normal distribution, see Robert (1995), Lynch (2007, Section 8.1.3 (pages 200–206)), Devroye (1986). The MSM package in R has a function, rtnorm, that calculates draws from a truncated normal. The truncnorm package in R also has functions to draw from a truncated normal.

  9. Multivariate normal distribution - Wikipedia

    en.wikipedia.org/wiki/Multivariate_normal...

    A real random vector = (, …,) is called a normal random vector if there exists a random -vector , which is a standard normal random vector, a -vector , and a matrix , such that = +. [ 2 ] : p. 454 [ 1 ] : p. 455