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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%dopar% or alternative method to speed up sequential stochastic calculation
I have written a stochastic process simulator but I would like to speed it up since it's pretty slow.
The main part of the simulator is made of a for loop which I would like to re-write as a foreach with `%dopar%.
I have tried doing so with a…
g_puffo
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Computing a pagerank on a weighted graph with absolute weights
I am facing the same issue as expressed in this link (Networkx PageRank - Equal Ranks with Different Weights).
Essentially, I am using networkx to compute the pagerank on a graph. Since, pagerank computation first converts the graph to a right…
Amit Gupta
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Simulating a stochastic marble in a bathtub. e
I am a biology graduate student, and trying to code a certain behavior into a model in R, and having some "lost in translation" issues. The code I have follows the post. I am trying to model this system:
Imagine a bathtub with a vibrating marble.…
user3927298
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During Stochastic Gradient Descent, what's the differences between these two updating hypothese ways?
I have a question about updating the theta during the Stochastic GD. I have two ways to update theta:
1) Use the previous theta, to get all the hypotheses for all samples, and then update the theta by each sample. Like:
hypothese = np.dot(X,…
Bingyu Wang
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Gillespies SSA algorithm in R
Does anyone know the syntax for Gillespie SSA in R? The codes i found were these:
input n=#iterations,r=#reactions,h=step size (dt)
input x(0) =initial conditions,v=state shift matrix
t←0
for i= 1 to n
for j= 1 to r
p←uniform random…
user3301661
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1 answer
Generate a sparse row stochastic matrix?
I'm trying to generate a sparse stochastic matrix with Matlab but currently running into problems. Here is where I'm currently at.
N=10
i = round(rand(1,N)*10)+1
j = round(rand(1,N)*10)+1
S1 = sparse (i,j,1,N,N);
S = full(S1)
rowsum = sum(S,2);…
user3288167
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Defining an SDE in Matlab in which the Components Are Functions of Other SDEs
I am trying to create an SDE model in Matlab with the sde function in the Econometrics toolbox. From looking at the examples on the website, the basic case seems simple enough in that an equation like
dX(t) = 0.1 X(t) dt + 0.3 X(t) dW(t)
can be…
pagarwal
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2 answers
software for non linear dynamic system simulation
I am looking for a software package (free better) that can be used for stochastic dynamic system simulation with minimal coding. For example it should allow me to model a system by specifying:
Xn = AXn−1 + Vn,
Yn = BXn + α Wn
where X is the state,…
suspension
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Calculating the average of multiple time-series with random sampling interval
I've tried searching for answers, but couldn't find one that exactly match my problem.
I'm doing a stochastic simulator of biological systems, where the outcome is a "Scatter-plot" time series with concentration levels at some random points in time.…
Sune1987
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1 answer
Getting largest eigenvalue of stochastic matrix in R and MATLAB
I' trying to get the largest eigenvalue of a fully-connected right stochastic matrix in R & MATLAB.
From this link:
http://en.wikipedia.org/wiki/Stochastic_matrix
I understand that the largest eigenvalue will be 1. For example, we can see the…
Ken
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2 answers
Map Generator with Weighted Perlin Noises
I have got an arbitary number of perlin noise maps and a weight for each. The sum of all weights is 1, but that shouln't make a difference.
I want to get that noise with the highest value regarding the weight.
My first approach was to get the…
DiddiZ
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1 answer
How to solve a linear differential equation with a random coefficient in Mathematica
I have a differential system like
dx/dt = A x(t) + B y(t)
dy/dt = C x(t) + D y(t)
where A, B, C, and D are real constants. Now I need to explore the behavior of the system if A, instead of being a constant number, is a random number uniformly…
iluvatar
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Bucket Sort for normal distribution
I wanted to program bucket sort for a normal distribution (instead of the uniform distributed generally assumed by bucket sort). When I looked into the math, I came up with the following:
def bucket_sort(numbers):
mean = sum(numbers) /…
Titanlord
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Is Adam optimezer updating weight in every layer?
I'm newbie in Neural network So I little bit confuse about ADAM optimezer. For Example I use MLP with architecture like this:
I've used SDG before, so I want to ask if changing the weight with adam's optimization is the same as SDG updating the…
andryan86
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1 answer
Problem accessing indexed results two stage stochastic programming Pyomo
When running a stochastic programming problem in Pyomo, the resulting solution works only when running 10 precisely the same scenarios but the results remain zero when running different scenarios.
I aim to run 10 different scenarios with…
Thomas Weenk
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