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  2. M/M/∞ queue - Wikipedia

    en.wikipedia.org/wiki/M/M/%E2%88%9E_queue

    An M/M/∞ queue is a stochastic process whose state space is the set {0,1,2,3,...} where the value corresponds to the number of customers currently being served. Since, the number of servers in parallel is infinite, there is no queue and the number of customers in the systems coincides with the number of customers being served at any moment.

  3. M-estimator - Wikipedia

    en.wikipedia.org/wiki/M-estimator

    For many choices of ρ or ψ, no closed form solution exists and an iterative approach to computation is required. It is possible to use standard function optimization algorithms, such as Newton–Raphson. However, in most cases an iteratively re-weighted least squares fitting algorithm can be performed; this is typically the preferred method.

  4. Rejection sampling - Wikipedia

    en.wikipedia.org/wiki/Rejection_sampling

    Sample uniformly along this line from 0 to the maximum of the probability density function. If the sampled value is greater than the value of the desired distribution at this vertical line, reject the x {\displaystyle x} ‑value and return to step 1; else the x {\displaystyle x} ‑value is a sample from the desired distribution.

  5. Maximum likelihood estimation - Wikipedia

    en.wikipedia.org/wiki/Maximum_likelihood_estimation

    In statistics, maximum likelihood estimation (MLE) is a method of estimating the parameters of an assumed probability distribution, given some observed data. This is achieved by maximizing a likelihood function so that, under the assumed statistical model , the observed data is most probable.

  6. Probabilistically checkable proof - Wikipedia

    en.wikipedia.org/wiki/Probabilistically...

    In computational complexity theory, a probabilistically checkable proof (PCP) is a type of proof that can be checked by a randomized algorithm using a bounded amount of randomness and reading a bounded number of bits of the proof. The algorithm is then required to accept correct proofs and reject incorrect proofs with very high probability.

  7. Algorithmic probability - Wikipedia

    en.wikipedia.org/wiki/Algorithmic_probability

    A low-probability observation string is one that can only be generated by a long computer program. Algorithmic probability is closely related to the concept of Kolmogorov complexity. Kolmogorov's introduction of complexity was motivated by information theory and problems in randomness, while Solomonoff introduced algorithmic complexity for a ...

  8. Yao's principle - Wikipedia

    en.wikipedia.org/wiki/Yao's_principle

    Here, a Las Vegas algorithm is a randomized algorithm whose runtime may vary, but for which the result is always correct. [7] [8] For example, this form of Yao's principle has been used to prove the optimality of certain Monte Carlo tree search algorithms for the exact evaluation of game trees. [8]

  9. Random permutation statistics - Wikipedia

    en.wikipedia.org/wiki/Random_permutation_statistics

    What is the probability that using these keys you can open all n boxes, where you use a found key to open the box it belongs to and repeat. The mathematical statement of this problem is as follows: pick a random permutation on n elements and k values from the range 1 to n , also at random, call these marks.

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