A stochastic system is a system which state depends or some random elements making its behavior non-deterministic. Questions with this tag should cover topics regarding random variables and non-determenistic systems.
Questions tagged [stochastic]
256 questions
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Calculate amount of combinations with conditions
I'd like to calculate how many different variations of a certain amount of numbers are possible. The number of elements is variable.
Example:
I have 5 elements and each element can vary between 0 and 8. Only the first element is a bit more defined…
Shalloon84
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Milstein algorithm when variance of the noise is different from 1
I want to implement the Milshtein algorithm for an stochastic equation in which the noise is additive. The equation has the next form.
dx(t)/dt= q(x(t)) + noise(t)
The noise is a gaussian variable of zero mean and variance 5.
The expression of the…
F. Piza
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MATLAB vs Python for programming Probability Based Program
I am writing programs that are based on robots navigating through mazes (would involve stochastic programming).
Since it will involve heavy matrix handling (plus point for MATLAB) and simulating a robot (plus point for Prolog), I am in a dilemma…
Karan
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c# non-linear stochastic optimization
I'm currently in search for a library capable of resolving a constrained non-linear optimization of 15 variables. I'm looking for a stochastic method because I'm looking for a global minimum and I have no initial guess.
Do ou guys know an library…
Jérémie Hacquart
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Implementing Stochastic Gradient Descent Python
I've been trying to implement stochastic gradient descent as part of a recommendation system following these equations:
I have:
for step in range(max_iter):
e = 0
for x in range(len(R)):
for i in range(len(R[x])):
…
Thang Do
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Deterministic and stochastic curves on the same plot in MATLAB using SimBiology Desktop
Can someone instruct me how to produce a plot consisting of number of stochastic curves combined with deterministic curve for the same set of chemical reactions only by using particular icons (tabs) in simbiology?
I know how to draw deterministic…
Sneki
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Is cost function for Stochasitc Gradient Desscent calculated for all rows or only for the row of iteration?
In SGD I want to understand is cost calculated for all rows before we update the parameter again by going to next row or is cost is calculated only for the next row before updating parameters?
Hari Prasad
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What is the significance of the stationary distribution of a markov chain given it's initial state?
Let X_n be a MC, P not regular
Say we have a stationary dist (pi_0, ..., pi_n) and P(X_0 = i) = 0.2, does this say anything?
To be more clear:
I ask because Karlin says when a stationary dist is not a limiting dist, P(X_n = i) is dependent on the…
user6437583
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Tensorflow. Conditionally trainable variables and stochastic depth neural networks
I have come across with a problem when started implementing stochastic depth regularization approch using Tensorflow. The paper (https://arxiv.org/pdf/1603.09382.pdf) states that the model can converge faster if we drop randomly some residual units…
Artem Artemev
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Why does Multiplying a column stochastic matrix with a vector that sums to one result in vector that again has sum one
Suppose I have a nxn coulmn stochastic matrix. If I multiply it by a vector of length n that has elements that sum to one I get a resultant vector of length n that again sums to one Why does this happen? What if I give the vector of lenght n sum…
Prateek Agrawal
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Suggested Neural Network for small, highly varying dataset?
I am currently working with a small dataset of training values, no more than 20, and am getting large MSE. The input data vectors themselves consist of 16 parameters, many of which are binary variables. Across all the training values, a majority…
user7765138
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Variable Column Index for GnuPlot Data
I wrote a program that generates N trajectories of Brownian motion with increments I~N(0,dt). I'm testing them for a condition W(1)>=1 && W(2)>=2. As an output I'm, of course, saving the time-point data in a file "Wiener_data.dat". Now points that…
Martin
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Explain how this stochastik function works
In the book "Clojure for Finance" I found a function like that:
(defn stochastic-k [last-price low-price high-price]
(let [hlrange (- high-price low-price)
hlmidpoint (/ hlrange 2)
numerator (if (> last-price hlmidpoint)
…
Max
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Types of random number generators and functions that take them as arguments
Following Stephan T. Lavavej's talk (see here), I am using a Mersenne Twister random number generator and am producing random numbers with this kind of code
#include
#include
int main()
{
std::mt19937 mt(132);
…
Remi.b
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Integer matrix to stochastic matrix normalization
Suppose I have matrix with integer values. I want to make it stochastic matrix (i.e. sum of each row in matrix equal to 1)
I create random matrix, count sum of each row and divide each element in row for row sum.
dt =…
BiXiC
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