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.
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 chainA Markov chain or Markov process is a stochastic model describing a sequence of possible events in which the probability of each event depends only on the state attained in the previous event. Informally, this may be thought of as, "What happens next depends only on the state of affairs now." A countably infinite sequence, in which the chain moves state at discrete time steps, gives a discrete-time Markov chain (DTMC). A continuous-time process is called a continuous-time Markov chain (CTMC).
Software design patternIn software engineering, a software design pattern is a general, reusable solution to a commonly occurring problem within a given context in software design. It is not a finished design that can be transformed directly into source or machine code. Rather, it is a description or template for how to solve a problem that can be used in many different situations. Design patterns are formalized best practices that the programmer can use to solve common problems when designing an application or system.
Analysis of algorithmsIn computer science, the analysis of algorithms is the process of finding the computational complexity of algorithms—the amount of time, storage, or other resources needed to execute them. Usually, this involves determining a function that relates the size of an algorithm's input to the number of steps it takes (its time complexity) or the number of storage locations it uses (its space complexity). An algorithm is said to be efficient when this function's values are small, or grow slowly compared to a growth in the size of the input.
Strategy patternIn computer programming, the strategy pattern (also known as the policy pattern) is a behavioral software design pattern that enables selecting an algorithm at runtime. Instead of implementing a single algorithm directly, code receives run-time instructions as to which in a family of algorithms to use. Strategy lets the algorithm vary independently from clients that use it. Strategy is one of the patterns included in the influential book Design Patterns by Gamma et al.
Observer patternIn software design and engineering, the observer pattern is a software design pattern in which an object, named the subject, maintains a list of its dependents, called observers, and notifies them automatically of any state changes, usually by calling one of their methods. It is often used for implementing distributed event-handling systems in event-driven software. In such systems, the subject is usually named a "stream of events" or "stream source of events" while the observers are called "sinks of events.
Binary treeIn computer science, a binary tree is a k-ary tree data structure in which each node has at most two children, which are referred to as the and the . A recursive definition using just set theory notions is that a (non-empty) binary tree is a tuple (L, S, R), where L and R are binary trees or the empty set and S is a singleton set containing the root. Some authors allow the binary tree to be the empty set as well. From a graph theory perspective, binary (and K-ary) trees as defined here are arborescences.
Anonymous functionIn computer programming, an anonymous function (function literal, lambda abstraction, lambda function, lambda expression or block) is a function definition that is not bound to an identifier. Anonymous functions are often arguments being passed to higher-order functions or used for constructing the result of a higher-order function that needs to return a function. If the function is only used once, or a limited number of times, an anonymous function may be syntactically lighter than using a named function.
Amortized analysisIn computer science, amortized analysis is a method for analyzing a given algorithm's complexity, or how much of a resource, especially time or memory, it takes to execute. The motivation for amortized analysis is that looking at the worst-case run time can be too pessimistic. Instead, amortized analysis averages the running times of operations in a sequence over that sequence. As a conclusion: "Amortized analysis is a useful tool that complements other techniques such as worst-case and average-case analysis.
AlgorithmIn mathematics and computer science, an algorithm (ˈælɡərɪðəm) is a finite sequence of rigorous instructions, typically used to solve a class of specific problems or to perform a computation. Algorithms are used as specifications for performing calculations and data processing. More advanced algorithms can use conditionals to divert the code execution through various routes (referred to as automated decision-making) and deduce valid inferences (referred to as automated reasoning), achieving automation eventually.
Visitor patternA visitor pattern is a software design pattern and separates the algorithm from the object structure. Because of this separation new operations can be added to existing object structures without modifying the structures. It is one way to follow the open/closed principle in object-oriented programming and software engineering. In essence, the visitor allows adding new virtual functions to a family of classes, without modifying the classes. Instead, a visitor class is created that implements all of the appropriate specializations of the virtual function.
Higher-order functionIn mathematics and computer science, a higher-order function (HOF) is a function that does at least one of the following: takes one or more functions as arguments (i.e. a procedural parameter, which is a parameter of a procedure that is itself a procedure), returns a function as its result. All other functions are first-order functions. In mathematics higher-order functions are also termed operators or functionals. The differential operator in calculus is a common example, since it maps a function to its derivative, also a function.
Numerical analysisNumerical analysis is the study of algorithms that use numerical approximation (as opposed to symbolic manipulations) for the problems of mathematical analysis (as distinguished from discrete mathematics). It is the study of numerical methods that attempt at finding approximate solutions of problems rather than the exact ones. Numerical analysis finds application in all fields of engineering and the physical sciences, and in the 21st century also the life and social sciences, medicine, business and even the arts.
Markov modelIn probability theory, a Markov model is a stochastic model used to model pseudo-randomly changing systems. It is assumed that future states depend only on the current state, not on the events that occurred before it (that is, it assumes the Markov property). Generally, this assumption enables reasoning and computation with the model that would otherwise be intractable. For this reason, in the fields of predictive modelling and probabilistic forecasting, it is desirable for a given model to exhibit the Markov property.
Function pointerA function pointer, also called a subroutine pointer or procedure pointer, is a pointer referencing executable code, rather than data. Dereferencing the function pointer yields the referenced function, which can be invoked and passed arguments just as in a normal function call. Such an invocation is also known as an "indirect" call, because the function is being invoked indirectly through a variable instead of directly through a fixed identifier or address. Function pointers allow different code to be executed at runtime.
Tree structureA tree structure, tree diagram, or tree model is a way of representing the hierarchical nature of a structure in a graphical form. It is named a "tree structure" because the classic representation resembles a tree, although the chart is generally upside down compared to a biological tree, with the "stem" at the top and the "leaves" at the bottom. A tree structure is conceptual, and appears in several forms. For a discussion of tree structures in specific fields, see Tree (data structure) for computer science; insofar as it relates to graph theory, see tree (graph theory) or tree (set theory).
Tree (data structure)In computer science, a tree is a widely used abstract data type that represents a hierarchical tree structure with a set of connected nodes. Each node in the tree can be connected to many children (depending on the type of tree), but must be connected to exactly one parent, except for the root node, which has no parent (i.e., the root node as the top-most node in the tree hierarchy). These constraints mean there are no cycles or "loops" (no node can be its own ancestor), and also that each child can be treated like the root node of its own subtree, making recursion a useful technique for tree traversal.
Time complexityIn computer science, the time complexity is the computational complexity that describes the amount of computer time it takes to run an algorithm. Time complexity is commonly estimated by counting the number of elementary operations performed by the algorithm, supposing that each elementary operation takes a fixed amount of time to perform. Thus, the amount of time taken and the number of elementary operations performed by the algorithm are taken to be related by a constant factor.
Nested functionIn computer programming, a nested function (or nested procedure or subroutine) is a function which is defined within another function, the enclosing function. Due to simple recursive scope rules, a nested function is itself invisible outside of its immediately enclosing function, but can see (access) all local objects (data, functions, types, etc.) of its immediately enclosing function as well as of any function(s) which, in turn, encloses that function.
