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  2. Probabilistic programming - Wikipedia

    en.wikipedia.org/wiki/Probabilistic_programming

    Probabilistic programming (PP) is a programming paradigm in which probabilistic models are specified and inference for these models is performed automatically. [1] It represents an attempt to unify probabilistic modeling and traditional general purpose programming in order to make the former easier and more widely applicable.

  3. Monte Carlo localization - Wikipedia

    en.wikipedia.org/wiki/Monte_Carlo_localization

    Regions in the state space with many particles correspond to a greater probability that the robot will be there—and regions with few particles are unlikely to be where the robot is. The algorithm assumes the Markov property that the current state's probability distribution depends only on the previous state (and not any ones before that), i.e ...

  4. Random permutation - Wikipedia

    en.wikipedia.org/wiki/Random_permutation

    A simple algorithm to generate a permutation of n items uniformly at random without retries, known as the Fisher–Yates shuffle, is to start with any permutation (for example, the identity permutation), and then go through the positions 0 through n − 2 (we use a convention where the first element has index 0, and the last element has index n − 1), and for each position i swap the element ...

  5. Quantile function - Wikipedia

    en.wikipedia.org/wiki/Quantile_function

    The quantile function, Q, of a probability distribution is the inverse of its cumulative distribution function F. The derivative of the quantile function, namely the quantile density function, is yet another way of prescribing a probability distribution. It is the reciprocal of the pdf composed with the quantile function.

  6. L-moment - Wikipedia

    en.wikipedia.org/wiki/L-moment

    To derive estimators for the parameters of probability distributions, applying the method of moments to the L-moments rather than conventional moments. In addition to doing these with standard moments, the latter (estimation) is more commonly done using maximum likelihood methods; however using L-moments provides a number of advantages.

  7. Likelihood function - Wikipedia

    en.wikipedia.org/wiki/Likelihood_function

    Let be a discrete random variable with probability mass function depending on a parameter .Then the function = = (=),considered as a function of , is the likelihood function, given the outcome of the random variable .

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  9. Stochastic dynamic programming - Wikipedia

    en.wikipedia.org/wiki/Stochastic_dynamic_programming

    A gambler has $2, she is allowed to play a game of chance 4 times and her goal is to maximize her probability of ending up with a least $6. If the gambler bets $ on a play of the game, then with probability 0.4 she wins the game, recoup the initial bet, and she increases her capital position by $; with probability 0.6, she loses the bet amount $; all plays are pairwise independent.