Invention Grant
- Patent Title: Compact representation of multivariate posterior probability distribution from simulated samples
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Application No.: US14217707Application Date: 2014-03-18
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Publication No.: US09672193B2Publication Date: 2017-06-06
- Inventor: Christian Macaro , Jan Chvosta , Mark Roland Little
- Applicant: SAS Institute Inc.
- Applicant Address: US NC Cary
- Assignee: SAS Institute Inc.
- Current Assignee: SAS Institute Inc.
- Current Assignee Address: US NC Cary
- Main IPC: G06F9/44
- IPC: G06F9/44 ; G06N7/02 ; G06N7/06 ; G06F17/18 ; G06N7/00

Abstract:
Various embodiments are directed to techniques for selecting a subset of a set of simulated samples. A computer-program product including instructions to cause a computing device to order a plurality of UPDFs by UPDF value, wherein the plurality of UPDFs is associated with a chain of draws of a set of simulated samples, wherein each draw comprises multiple parameters and the UPDF values map to parameter values of the parameters; select a subset of the plurality of UPDFs based on the subset of the plurality of UPDFs having UPDF values within a range corresponding to a range of parameter values to include in a subset of the set of simulated samples; and transmit an indication of a draw comprising parameters having parameter values to include in the subset of the set of simulated samples, wherein the indication identifies the draw by associated UPDF. Other embodiments are described and claimed.
Public/Granted literature
- US20140279819A1 COMPACT REPRESENTATION OF MULTIVARIATE POSTERIOR PROBABILITY DISTRIBUTION FROM SIMULATED SAMPLES Public/Granted day:2014-09-18
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