3
votes
1answer
161 views

An efficient method to find the MLE of the combination of two point processes

I have a point process defined in two parts as follows. Consider first the main process which we call $A$ which is homogeneous Poisson process with conditional intensity $$\lambda(t) = \mu$$ For ...
5
votes
1answer
175 views

Estimate the rank of a vector

Consider {0,1}-vectors $v$ with $n$ elements. For each $i\in[n]$ we are given $p_i = P(v_i = 1)$ and let us assume the $v_i$ are independent. We can therefore associate a probability to each of the ...
2
votes
2answers
88 views

Sampling from maximally skewed stable distribution

I am reading a paper which refers to a maximally skewed stable distribution $F(x;1,-1,\pi/2,0)$ . Is there an efficient way to sample from this distribution? If $X$ has distribution ...
3
votes
1answer
80 views

Random weighted selection without replacement

I am using the following procedure to select $m$ different numbers $\{i_1,\ldots,i_m\}$ from the set $\Omega = \{1,\ldots,N\}$, with $m,N\in\mathbb{N}$ such that $m< N$. Selection procedure ...
3
votes
1answer
168 views

How to perform Importance Sampling with Prior Information

Let us define a random variable $X$ with density function $p(x)$. We wish to calculate $\mathbb{E}[f(X)] = \int f(x)p(x)dx$. We can compute the expectation by Monte Carlo simulations as ...
4
votes
0answers
99 views

Generating random weak k-bounded reverse plane partitions

Fix a partition $\lambda$. A weak reverse plane partition of shape $\lambda$ is a filling $0\leq \pi_{ij}$ of $\lambda$ with $\pi_{ij}\leq \pi_{kl}$ whenever $i\leq k$ or $j\leq l$. Note that ...
6
votes
0answers
139 views

Uniformly sampling from the set of all simplicial maps

Let $K$ and $L$ be finite simplicial complexes that remain fixed throughout. How does one efficiently sample (according to the uniform distribution) elements from the finite set of simplicial ...
1
vote
1answer
160 views

Set of distributions that minimize KL divergence,

Assuming that $p,q$ are probability distributions defined on the same support $\{x_i\}_{0 \leq i \leq n}$, $\epsilon$ a small real number, and $D_{KL}$ the Kullback-Leibler divergence, is there a ...
3
votes
0answers
114 views

On understanding Discrete-Valued Stochastic Processes( time series, panel data )

It seems to me that a significant proportion of work in probability theory, statistics and machine learning are on understanding continuous-valued, relatively weakly dependent, or linear dependent ...
0
votes
1answer
194 views

Giving a general term of a recursive function, and upper bound for it

Let a constant $B \ge 1$, and let $l_1 = 0$, $b_1 = 0$ be the values of $l$ and $b$ (respectively) at time $t = 1$. Let $l_{t+1} = l_t + 1$ if $b_i < B$, and $l_{t+1} = l_t$ otherwise Let ...
2
votes
1answer
195 views

An optimization problem, non complete bipartite graph and hungarian algorithm

I have two tables at my disposal, one work dataset and one reference dataset. Each dataset has got two columns, lets say these are fields A and B. I would like the rows in reference dataset with the ...
3
votes
1answer
110 views

Median-of-k elements

Hello, Assume I am given a sequence of $n$ elements (by sequence I mean an ordered set). I want to randomly pick $k$ elements out of these $n$ elements, where $k$ is an odd number $\leq n$. Then out ...
1
vote
2answers
473 views

Randomized algorithm?

The problem is as follows. Given a set $S$ of natural numbers of size $n$ where each $x_i \in S$ is from the set $[n^2]$. Elements of $S$ are not necessarily pairwise different, i.e., there can be ...
1
vote
2answers
280 views

Terrain Generation: Infinite 2D space filled with Diffusion-limited aggregation clusters?

Disclaimer: I don't have a deep understanding of fractals or any higher math, I'm just personally interested in it, so please excuse me if I'm using wrong terms or if I'm being inaccurate. Making ...
4
votes
3answers
353 views

Probability estimates for “beans & boxes”

From a discussion with some friends, this apparently easy problem has come out; I decided to post it here, because I believe that the answer is non-trivial and the maths beneath interesting. Partial ...
3
votes
1answer
581 views

How I determine the probability that an unknown probability value is greater than others in a set?

I have a number of known beta distributions for different unknown probability values. Given the beta distributions, I want to determine the probability that each specific unknown probability values ...
6
votes
2answers
523 views

Optimally directing switches for a random walk

If you are sometimes called upon directing a random walk in a directed graph, how should you direct it so as to maximize the probability it goes where you want? Formal statement More specifically, ...
0
votes
2answers
226 views

Probability of Outcomes Algorithm

I have a probability problem, which I need to simulate in a reasonable amount of time. In it's simplified form, I have 30 unfair coins each with a different known probability. I then want to ask ...
3
votes
4answers
1k views

Does an “efficient” random number generator exist?

Given some number $n$ and a seed number $s$<$n$, I want a random number generator (RNG) that will go through all integers `<$n$ before coming back to $s$. The resulting random number must be ...
1
vote
1answer
265 views

Comparing normally distributed variables

Given two normally distributed variables x_1, x_2, is there a non-simulation method of calculating the probability that ...
3
votes
0answers
80 views

The mathematics of Schellings segregation model

For those who don't know the model. You can read this pdf. I want to find what is the probability that 2 nodes are each others neighbors when the algorithm converges (i.e. when all nodes are happy). ...
1
vote
0answers
181 views

understanding some derivation in random XORSAT problem

This question is concerned about the paper "The 3-XORSAT threshold" by O. Dubois, J.Mandler. Here is the link: http://dx.doi.org/10.1016/S1631-073X(02)02563-3 Basically one would like to know when is ...
9
votes
2answers
451 views

When can a freely moving sphere escape from a 'cage' defined by a set of impassible coordinates?

To ask this question in a (hopefully) more direct way: Please imagine that I take a freely moving ball in 3-space and create a 'cage' around it by defining a set of impassible coordinates, $S_c$ ...
0
votes
0answers
392 views

Who finishes first? probability problem

Consider the following scenario: We have a number of sequential building blocks (e.g. 12 building blocks, ordered from 1 to 12), distributed randomly (but not necessarily equally) on a number of ...
14
votes
9answers
2k views

How can I generate random permutations of [n] with k cycles, where k is much larger than log n?

I've been thinking a lot lately about random permutations. It's well-known that the mean and variance of the number of cycles of a permutation chosen uniformly at random from Sn are both ...