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Questions tagged [stochastic]

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.

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How to solve / fit a geometric brownian motion process in Python?

For example, the below code simulates Geometric Brownian Motion (GBM) process, which satisfies the following stochastic differential equation: The code is a condensed version of the code in this Wikipedia article. import numpy as…
Greg
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Stochastic Search to lambda expression

Thanks for all your help and sharing. My question is in regards of the Stochastic Search. This technique is used to do approximations of data through a defined amount of cicles over a, an in general, mathematical calculation. Please see following…
ouribeb930
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pymc MAP warning : Stochastic tau's value is neither numerical nor array with floating-point dtype. Recommend fitting method fmin (default)

I have looked at a similar question here pymc warning: value is neither numerical nor array with floating-point dtype but there are no answers, can someone please tell me whether I should ignore this warning or what to do otherwise ? The model has a…
turing
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PyMC: Setting Constraints when fitting Models

I am trying to set constraints when fitting variables via a MCMC approach with PyMC For instance, I defined the following stochastic models in PyMC import pymc as…
user3695689
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Programing Logistic regression with Stochastic gradient descent in R

I’m trying to program the logistic regression with stochastic descending gradient in R. For example I have followed the example of Andrew Ng named: “ex2data1.txt”. The point is that the algorithm works properly, but thetas estimation is not exactly…
user3488416
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Tutorial on stochastic simulation in Haskell

I'd like to use Haskell for stochastic simulation, but I don't know how. I've read Hutton's 'Programming in Haskell', and I'm comfortable writing deterministic functional programs. However, I don't know how to start writing stochastic simulations of…
Marius Kempe
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Stochastic hill climbing vs first-choice hill climbing algorithms

What is the difference between stochastic hill climbing and first-choice hill climbing algorithms?
user5492770
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Gradient descent stochastic update - Stopping criterion and update rule - Machine Learning

My dataset has m features and n data points. Let w be a vector (to be estimated). I'm trying to implement gradient descent with stochastic update method. My minimizing function is least mean square. The update algorithm is shown below: for i = 1 ...…
code muncher
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Modifying SIR model to include stochasticity

I am trying to establish a method of estimating infectious disease parameters by comparing real epidemic curves with simulations of a stochastic SIR model. To construct the stochastic SIR model, I am using the deSolve package and instead of using…
fil0607
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Struggling to understand Q1 calculation

suppose we have the following data set (length 24): x <- c(30L, 49L, 105L, 115L, 118L, 148L, 178L, 185L, 196L, 210L, 236L, 236L, 278L, 287L, 329L, 362L, 366L, 399L, 430L, 434L, 451L, 451L, 477L, 488L, 508L, 531L, 533L, 542L) If we calculate the…
RAKY
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Vanishing gradient problem for recent stochastic recurrent neural networks

Recently, I've found some papers about generative recurrent models. All have attached sub-networks like prior/encoder/decoder/etc. to well-known LSTM cell for composing an aggregation of new-type RNN cell. I am just curious about whether the…
Sehee Park
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How do I solve stochastic differential equations in Julia?

I try to understand how to solve stochastic differential equations (SDEs) numerically (I have no experience in any language, but for some reasons I chose Julia). As a starting model, I decided to use Lotka-Volterra equations. I read manual and…
zlon
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Stochastic gradient descent Vs Mini-batch size 1

Is stochastic gradient descent basically the name given to mini-batch training where batch size = 1 and selecting random training rows? i.e. it is the same as 'normal' gradient descent, it's just the manner in which the training data is supplied…
BigBadMe
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Have I implemented Milstein's method/Euler-Maruyama correctly?

I have an stochastic differential equation (SDE) that I am trying to solve using Milsteins method but am getting results that disagree with experiment. The SDE is which I have broken up into 2 first order equations: eq1: eq2: Then I have used…
SomeRandomPhysicist
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Preventing a Gillespie SSA Stochastic Model From Running Negative

I have produce a stochastic model of infection (parasitic worm), using a Gillespie SSA. The model used the "GillespieSSA"package (https://cran.r-project.org/web/packages/GillespieSSA/index.html). In short the code models a population of discrete…
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