3
votes
1answer
75 views
0
votes
0answers
82 views

How to be faster at making a frequency list of increasing steps

I want to find propabilities of having a sequence in a list, by using frequencies. The case is that you will bet on an increase when the last event had an increased and bet on derease when the last ...
0
votes
0answers
41 views

Time varying Poisson rate using ParameterMixtureDistribution

I have a system in which there is a Poisson arrival process with rate $\lambda$. I need to split this process into two independent poisson processes $\lambda_i$ and $\lambda_u$. Where ...
3
votes
1answer
177 views

Put random points into a specific 2D subregion

I want to cover a particular subregion of the x-y plane with a random distribution. As this particular region is not a circle I encounter some problems declaring the permitted zone where to put ...
1
vote
0answers
143 views

Slow mixture fitting when having ill-conditioned covariance matrices. How to make it faster?

I'm using Mathematica 9.0 to fit multidimensional observations with a gaussian mixture. To do so I first adapted these steps to ensure that the mixture parameters are well defined (see ...
1
vote
1answer
230 views

Detecting a nonlinear edge in a 2D point pattern

Following an earlier post here, I have generated a point pattern on the unit square $[0,1]\otimes[0,1]$, which is described by a piecewise constant intensity function constructed so that (in ...
1
vote
3answers
404 views

Generate random points in a region with higher probability in a sub-region

I am trying to generate random samples of points in the unit square in such a way that points inside a given circle are twice as likely to be selected as points outside that circle. I tried to ...
3
votes
0answers
103 views

ProbabilityDistribution PDF on boundary points

I would like to evaluate the PDF of a custom ProbabilityDistribution at the min and max values. However, PDF[...] returns 0 at ...