Markov chain Monte CarloIn statistics, Markov chain Monte Carlo (MCMC) methods comprise a class of algorithms for sampling from a probability distribution. By constructing a Markov chain that has the desired distribution as its equilibrium distribution, one can obtain a sample of the desired distribution by recording states from the chain. The more steps that are included, the more closely the distribution of the sample matches the actual desired distribution. Various algorithms exist for constructing chains, including the Metropolis–Hastings algorithm.
Sampling (statistics)In statistics, quality assurance, and survey methodology, sampling is the selection of a subset or a statistical sample (termed sample for short) of individuals from within a statistical population to estimate characteristics of the whole population. Statisticians attempt to collect samples that are representative of the population. Sampling has lower costs and faster data collection compared to recording data from the entire population, and thus, it can provide insights in cases where it is infeasible to measure an entire population.
Monte Carlo methodMonte Carlo methods, or Monte Carlo experiments, are a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results. The underlying concept is to use randomness to solve problems that might be deterministic in principle. They are often used in physical and mathematical problems and are most useful when it is difficult or impossible to use other approaches. Monte Carlo methods are mainly used in three problem classes: optimization, numerical integration, and generating draws from a probability distribution.
Stratified samplingIn statistics, stratified sampling is a method of sampling from a population which can be partitioned into subpopulations. In statistical surveys, when subpopulations within an overall population vary, it could be advantageous to sample each subpopulation (stratum) independently. Stratification is the process of dividing members of the population into homogeneous subgroups before sampling. The strata should define a partition of the population.
Sorting algorithmIn computer science, a sorting algorithm is an algorithm that puts elements of a list into an order. The most frequently used orders are numerical order and lexicographical order, and either ascending or descending. Efficient sorting is important for optimizing the efficiency of other algorithms (such as search and merge algorithms) that require input data to be in sorted lists. Sorting is also often useful for canonicalizing data and for producing human-readable output.
Divide-and-conquer algorithmIn computer science, divide and conquer is an algorithm design paradigm. A divide-and-conquer algorithm recursively breaks down a problem into two or more sub-problems of the same or related type, until these become simple enough to be solved directly. The solutions to the sub-problems are then combined to give a solution to the original problem. The divide-and-conquer technique is the basis of efficient algorithms for many problems, such as sorting (e.g., quicksort, merge sort), multiplying large numbers (e.
Cache-oblivious algorithmIn computing, a cache-oblivious algorithm (or cache-transcendent algorithm) is an algorithm designed to take advantage of a processor cache without having the size of the cache (or the length of the cache lines, etc.) as an explicit parameter. An optimal cache-oblivious algorithm is a cache-oblivious algorithm that uses the cache optimally (in an asymptotic sense, ignoring constant factors). Thus, a cache-oblivious algorithm is designed to perform well, without modification, on multiple machines with different cache sizes, or for a memory hierarchy with different levels of cache having different sizes.
Metropolis light transportMetropolis light transport (MLT) is a global illumination application of a variant of the Monte Carlo method called the Metropolis–Hastings algorithm to the rendering equation for generating images from detailed physical descriptions of three-dimensional scenes. The procedure constructs paths from the eye to a light source using bidirectional path tracing, then constructs slight modifications to the path. Some careful statistical calculation (the Metropolis algorithm) is used to compute the appropriate distribution of brightness over the image.
Performance engineeringPerformance engineering encompasses the techniques applied during a systems development life cycle to ensure the non-functional requirements for performance (such as throughput, latency, or memory usage) will be met. It may be alternatively referred to as systems performance engineering within systems engineering, and software performance engineering or application performance engineering within software engineering.
Computer performanceIn computing, computer performance is the amount of useful work accomplished by a computer system. Outside of specific contexts, computer performance is estimated in terms of accuracy, efficiency and speed of executing computer program instructions. When it comes to high computer performance, one or more of the following factors might be involved: Short response time for a given piece of work. High throughput (rate of processing work). Low utilization of computing resource(s). Fast (or highly compact) data compression and decompression.
Generalized continued fractionIn complex analysis, a branch of mathematics, a generalized continued fraction is a generalization of regular continued fractions in canonical form, in which the partial numerators and partial denominators can assume arbitrary complex values. A generalized continued fraction is an expression of the form where the an (n > 0) are the partial numerators, the bn are the partial denominators, and the leading term b0 is called the integer part of the continued fraction.
Continued fractionIn mathematics, a continued fraction is an expression obtained through an iterative process of representing a number as the sum of its integer part and the reciprocal of another number, then writing this other number as the sum of its integer part and another reciprocal, and so on. In a finite continued fraction (or terminated continued fraction), the iteration/recursion is terminated after finitely many steps by using an integer in lieu of another continued fraction. In contrast, an infinite continued fraction is an infinite expression.
Importance samplingImportance sampling is a Monte Carlo method for evaluating properties of a particular distribution, while only having samples generated from a different distribution than the distribution of interest. Its introduction in statistics is generally attributed to a paper by Teun Kloek and Herman K. van Dijk in 1978, but its precursors can be found in statistical physics as early as 1949. Importance sampling is also related to umbrella sampling in computational physics.
Gauss's continued fractionIn complex analysis, Gauss's continued fraction is a particular class of continued fractions derived from hypergeometric functions. It was one of the first analytic continued fractions known to mathematics, and it can be used to represent several important elementary functions, as well as some of the more complicated transcendental functions. Lambert published several examples of continued fractions in this form in 1768, and both Euler and Lagrange investigated similar constructions, but it was Carl Friedrich Gauss who utilized the algebra described in the next section to deduce the general form of this continued fraction, in 1813.
Performance indicatorA performance indicator or key performance indicator (KPI) is a type of performance measurement. KPIs evaluate the success of an organization or of a particular activity (such as projects, programs, products and other initiatives) in which it engages. KPIs provide a focus for strategic and operational improvement, create an analytical basis for decision making and help focus attention on what matters most. Often success is simply the repeated, periodic achievement of some levels of operational goal (e.g.
Business performance managementBusiness performance management (BPM), also known as corporate performance management (CPM) enterprise performance management (EPM), organizational performance management, or simply performance management are a set of management and analytic processes that ensure activities and outputs meet an organization's goals in an effective and efficient manner. Business performance management is contained within approaches to business process management.
Periodic continued fractionIn mathematics, an infinite periodic continued fraction is a continued fraction that can be placed in the form where the initial block of k + 1 partial denominators is followed by a block [ak+1, ak+2,...ak+m] of partial denominators that repeats ad infinitum. For example, can be expanded to a periodic continued fraction, namely as [1,2,2,2,...]. The partial denominators {ai} can in general be any real or complex numbers. That general case is treated in the article convergence problem.
Numerical cognitionNumerical cognition is a subdiscipline of cognitive science that studies the cognitive, developmental and neural bases of numbers and mathematics. As with many cognitive science endeavors, this is a highly interdisciplinary topic, and includes researchers in cognitive psychology, developmental psychology, neuroscience and cognitive linguistics. This discipline, although it may interact with questions in the philosophy of mathematics, is primarily concerned with empirical questions.
PotentialPotential generally refers to a currently unrealized ability. The term is used in a wide variety of fields, from physics to the social sciences to indicate things that are in a state where they are able to change in ways ranging from the simple release of energy by objects to the realization of abilities in people. The philosopher Aristotle incorporated this concept into his theory of potentiality and actuality, a pair of closely connected principles which he used to analyze motion, causality, ethics, and physiology in his Physics, Metaphysics, Nicomachean Ethics, and De Anima, which is about the human psyche.
Musical tuningIn music, there are two common meanings for tuning: Tuning practice, the act of tuning an instrument or voice. Tuning systems, the various systems of pitches used to tune an instrument, and their theoretical bases. Tuning is the process of adjusting the pitch of one or many tones from musical instruments to establish typical intervals between these tones. Tuning is usually based on a fixed reference, such as A = 440 Hz. The term "out of tune" refers to a pitch/tone that is either too high (sharp) or too low (flat) in relation to a given reference pitch.
