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.
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.
Data analysisData analysis is the process of inspecting, cleansing, transforming, and modeling data with the goal of discovering useful information, informing conclusions, and supporting decision-making. Data analysis has multiple facets and approaches, encompassing diverse techniques under a variety of names, and is used in different business, science, and social science domains. In today's business world, data analysis plays a role in making decisions more scientific and helping businesses operate more effectively.
SimulationA simulation is the imitation of the operation of a real-world process or system over time. Simulations require the use of models; the model represents the key characteristics or behaviors of the selected system or process, whereas the simulation represents the evolution of the model over time. Often, computers are used to execute the simulation. Simulation is used in many contexts, such as simulation of technology for performance tuning or optimizing, safety engineering, testing, training, education, and video games.
DataIn common usage and statistics, data (USˈdætə; UKˈdeɪtə) is a collection of discrete or continuous values that convey information, describing the quantity, quality, fact, statistics, other basic units of meaning, or simply sequences of symbols that may be further interpreted formally. A datum is an individual value in a collection of data. Data is usually organized into structures such as tables that provide additional context and meaning, and which may themselves be used as data in larger structures.
Data managementData management comprises all disciplines related to handling data as a valuable resource. The concept of data management arose in the 1980s as technology moved from sequential processing (first punched cards, then magnetic tape) to random access storage. Since it was now possible to store a discrete fact and quickly access it using random access disk technology, those suggesting that data management was more important than business process management used arguments such as "a customer's home address is stored in 75 (or some other large number) places in our computer systems.
Research data archivingResearch data archiving is the long-term storage of scholarly research data, including the natural sciences, social sciences, and life sciences. The various academic journals have differing policies regarding how much of their data and methods researchers are required to store in a public archive, and what is actually archived varies widely between different disciplines. Similarly, the major grant-giving institutions have varying attitudes towards public archival of data.
Data miningData mining is the process of extracting and discovering patterns in large data sets involving methods at the intersection of machine learning, statistics, and database systems. Data mining is an interdisciplinary subfield of computer science and statistics with an overall goal of extracting information (with intelligent methods) from a data set and transforming the information into a comprehensible structure for further use. Data mining is the analysis step of the "knowledge discovery in databases" process, or KDD.
High-pass filterA high-pass filter (HPF) is an electronic filter that passes signals with a frequency higher than a certain cutoff frequency and attenuates signals with frequencies lower than the cutoff frequency. The amount of attenuation for each frequency depends on the filter design. A high-pass filter is usually modeled as a linear time-invariant system. It is sometimes called a low-cut filter or bass-cut filter in the context of audio engineering. High-pass filters have many uses, such as blocking DC from circuitry sensitive to non-zero average voltages or radio frequency devices.
Low-pass filterA low-pass filter is a filter that passes signals with a frequency lower than a selected cutoff frequency and attenuates signals with frequencies higher than the cutoff frequency. The exact frequency response of the filter depends on the filter design. The filter is sometimes called a high-cut filter, or treble-cut filter in audio applications. A low-pass filter is the complement of a high-pass filter. In optics, high-pass and low-pass may have different meanings, depending on whether referring to the frequency or wavelength of light, since these variables are inversely related.
Sampling (signal processing)In signal processing, sampling is the reduction of a continuous-time signal to a discrete-time signal. A common example is the conversion of a sound wave to a sequence of "samples". A sample is a value of the signal at a point in time and/or space; this definition differs from the term's usage in statistics, which refers to a set of such values. A sampler is a subsystem or operation that extracts samples from a continuous signal. A theoretical ideal sampler produces samples equivalent to the instantaneous value of the continuous signal at the desired points.
Data setA data set (or dataset) is a collection of data. In the case of tabular data, a data set corresponds to one or more database tables, where every column of a table represents a particular variable, and each row corresponds to a given record of the data set in question. The data set lists values for each of the variables, such as for example height and weight of an object, for each member of the data set. Data sets can also consist of a collection of documents or files.
Ripple (electrical)Ripple (specifically ripple voltage) in electronics is the residual periodic variation of the DC voltage within a power supply which has been derived from an alternating current (AC) source. This ripple is due to incomplete suppression of the alternating waveform after rectification. Ripple voltage originates as the output of a rectifier or from generation and commutation of DC power. Ripple (specifically ripple current or surge current) may also refer to the pulsed current consumption of non-linear devices like capacitor-input rectifiers.
Nyquist rateIn signal processing, the Nyquist rate, named after Harry Nyquist, is a value (in units of samples per second or hertz, Hz) equal to twice the highest frequency (bandwidth) of a given function or signal. When the function is digitized at a higher sample rate (see ), the resulting discrete-time sequence is said to be free of the distortion known as aliasing. Conversely, for a given sample-rate the corresponding Nyquist frequency in Hz is one-half the sample-rate.
Cascaded integrator–comb filterIn digital signal processing, a cascaded integrator–comb (CIC) is an optimized class of finite impulse response (FIR) filter combined with an interpolator or decimator. A CIC filter consists of one or more integrator and comb filter pairs. In the case of a decimating CIC, the input signal is fed through one or more cascaded integrators, then a down-sampler, followed by one or more comb sections (equal in number to the number of integrators). An interpolating CIC is simply the reverse of this architecture, with the down-sampler replaced with a zero-stuffer (up-sampler).
Domain-specific modelingDomain-specific modeling (DSM) is a software engineering methodology for designing and developing systems, such as computer software. It involves systematic use of a domain-specific language to represent the various facets of a system. Domain-specific modeling languages tend to support higher-level abstractions than general-purpose modeling languages, so they require less effort and fewer low-level details to specify a given system.
Sinc filterIn signal processing, a sinc filter is an idealized filter that removes all frequency components above a given cutoff frequency, without affecting lower frequencies, and has linear phase response. The filter's impulse response is a sinc function in the time domain \left(\tfrac{\sin(\pi t)}{\pi t}\right), and its frequency response is a rectangular function. It is an "ideal" low-pass filter in the frequency sense, perfectly passing low frequencies, perfectly cutting high frequencies; and thus may be considered to be a brick-wall filter.
Nyquist–Shannon sampling theoremThe Nyquist–Shannon sampling theorem is an essential principle for digital signal processing linking the frequency range of a signal and the sample rate required to avoid a type of distortion called aliasing. The theorem states that the sample rate must be at least twice the bandwidth of the signal to avoid aliasing distortion. In practice, it is used to select band-limiting filters to keep aliasing distortion below an acceptable amount when an analog signal is sampled or when sample rates are changed within a digital signal processing function.
Scientific methodThe scientific method is an empirical method for acquiring knowledge that has characterized the development of science since at least the 17th century (with notable practitioners in previous centuries; see the article history of scientific method for additional detail.) It involves careful observation, applying rigorous skepticism about what is observed, given that cognitive assumptions can distort how one interprets the observation.
RectifierA rectifier is an electrical device that converts alternating current (AC), which periodically reverses direction, to direct current (DC), which flows in only one direction. The reverse operation (converting DC to AC) is performed by an inverter. The process is known as rectification, since it "straightens" the direction of current. Physically, rectifiers take a number of forms, including vacuum tube diodes, wet chemical cells, mercury-arc valves, stacks of copper and selenium oxide plates, semiconductor diodes, silicon-controlled rectifiers and other silicon-based semiconductor switches.
