l*r
发帖数: 5 | 1 哪位能提供density gradient有关信息? 哪里能测?买一个太贵了.
多谢! |
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s*******y
发帖数: 558 | 2 如果给出一个multivarite kernel density function
怎么可以把每个local minima都求出来阿
如果exact的minima不可能找到 approximation也可以 |
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o**a
发帖数: 86 | 4 【 以下文字转载自 Physics 讨论区 】
发信人: ouba (comfortably numb), 信区: Physics
标 题: a question on probability density
发信站: BBS 未名空间站 (Thu Feb 25 12:26:21 2010, 美东)
Folks, thanks for your time first!
function f = x.cos(a)**2 + y.cos(b)**2 + z.cos(c)**2
I know x > y > z. a, b, c are the angles between a vector and x, y, z axes
of a cartesian coordinate respectively.
If written in nutation and azimuthal angles,
f = x.sin(theta)**2.cos(phi)**2 + y.sin(theta)**2.sin(phi)**2 + z.cos(theta)
**2.
This vector is und |
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e*r
发帖数: 1121 | 5 【 以下文字转载自 Engineering 讨论区 】
发信人: ear (猪头洗心革面), 信区: Engineering
标 题: power spectrum densities and power spectrum
发信站: BBS 未名空间站 (Fri Apr 20 20:59:03 2012, 美东)
谁能讲讲两个各用在什么地方，或是在什么情况下，用其中一个？
定义计算公示我知道，但是这两个在什么情况下，其中一个更proper？
谢谢！ |
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S*M
发帖数: 104 | 6 sorry. it is density of atoms. Thanks. |
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A******u
发帖数: 1279 | 7 you can calculate it yourself quite easily. silver is an fcc crystal, with a
= 4.086 Angstroems
the section of a (111) plane that's within the cubic unit cell is a
equilateral triangle with side length a*sqrt(2). And the number of atoms
lying in this triangle is 2 (I believe, you could check). then you can
calculate the atom number density |
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o**a
发帖数: 86 | 8 Folks, thanks for your time first!
function f = x.cos(a)**2 + y.cos(b)**2 + z.cos(c)**2
I know x > y > z. a, b, c are the angles between a vector and x, y, z axes
of a cartesian coordinate respectively.
If written in nutation and azimuthal angles,
f = x.sin(theta)**2.cos(phi)**2 + y.sin(theta)**2.sin(phi)**2 + z.cos(theta)
**2.
This vector is undergoing random re-orientation, i.e, the probability
density at (theta, phi) position is 1/(4pi)*sin(theta).
It is easy to see that z <= f <= x. Is th |
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w*****u
发帖数: 13 | 9 请问什么是spin density wave state？
查了查wiki的解释还是不明白。什么是fermi面上的nesting vector呢？ |
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h****0
发帖数: 485 | 10 当然不一样，20的肯定大。随着你的球数趋于无穷，packing density会趋向64%乘以球
密度 |
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w***x
发帖数: 14 | 11 诚求审稿机会, 研究方向：density functional theory, materials informatics,
polymer dielectrics。
如有需要，可以发个人简历。非常感谢！ |
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s******a
发帖数: 184 | 12 请问在R 或者 matlab 里怎么计算两个probability density 的covolution？ |
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h******5
发帖数: 58 | 13
谢谢分享， 我cubic spline, kernel smoothing都用了, call price 对于 strike的
二次求导就是risk neutral density。 你说的impled vol 的second derivative也是
对于strike 么？ 不明白是有什么意义？我会去看一下你的那本书的 |
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h******5
发帖数: 58 | 14
对，我也是直接拿掉的，我只用了70% to 130%的moneyness，并且是用的out of money
call and put。
关于stable的问题，对，就是parameter一直在变。我backtest同一个product的时候，
tail经常会变。比如我做crude oil的front month，算两个tail的VaR，今天出来是-0.
3， 0.17； 明天的结果可能是-0.25,0.2。每天的变化量都可能会很大。我用的
disribution 叫meixner，是比较flexible的一个distribution，有兴趣可以看一下下
面的paper。
https://perswww.kuleuven.be/~u0009713/004wsreport.pdf
还有有意思的一点是risk neutral distribution永远是left fat tail。谢谢回答，欢
迎继续brainstorm。
另，不求二导的话怎么算risk neutral density？ 有比较靠谱的方法吗？ |
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L*******t
发帖数: 2385 | 15 你用Levy distribution来fit期权价格，本质上和用BS模型没什么两样，这些个都是假
设return是IID的，但实际上return会有clustering, persistence，你可以试着用
Normal或者generalized hyperbolic或者Meixner来fit SP500指数的returns，可能每
天的参数都在变化，而且还不小，尤其是你选择数据时间窗口比较小的时候，所以我建
议你试试看Stochastic Vol + Jump，或者用Local stochastic vol+jump来做，硬是要
用Levy分布的话，可以加stochastic time change，关于这个Google Peter Carr的
VGSA模型，就是一个例子，Levy + Stochastic time change的话多数Characteristic
function是有closed form的。用期权价格fit以后，得到参数，然后用simulation的方
法来算VaR。Wim Schoutens有一本Levy+Option Pricing的神作。很精简，但是很... 阅读全帖 |
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L*******t
发帖数: 2385 | 16 求二阶导往往是你用non parametric的时候的方法，如果你用parametric的话，你是直
接有T时刻的density的。。
当然两者结合可能会比较好玩。。有大牛知道怎么做的么？
money
0. |
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g****o
发帖数: 13 | 17 他是要得到risk neutral density
我猜跟model underlying asset dynamics没太大关系（没有jump的话）
market quote implied vol只用standard black-scholes
Characteristic |
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h******5
发帖数: 58 | 18
学术真的很赖皮，我看了无数多的paper，基本都是应用不了的。很多据说很大牛的学
术人员，想的东西也根本做不出来。理论跟应用永远是两码事。 还有一个NYU貌似挺牛
的professor给了个“effetive”的方法求二阶导数（C1-2*C2+ C3）/(K)。殊不知现实
中这个式子的分子是可能为负数的，而density永远都应该是正的。。。 |
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g******i
发帖数: 251 | 19 A intrinsic semiconductor is terminated with H. We need to estimate the change
of electron affinity because of the chemisorption of H, and the way we use is
to mode the surface in terms of the parellel plate capacitor. But we need make
an approximation of surface charge density. What's the order of it? |
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a***n
发帖数: 578 | 20 ok. let us estimate it. on Si surface. each si atom occupy 15 a^2. if each Si
atom has a hydrogen. each hydrogen will have -0.04 charge. then the charge
density is -0.04/15 a^2.
Considering more carefully, you can calculate the charge on Hydrogen layer by
considering the bond distance of Si-H and the affinite of Si and H. and
moreover the effect of electric field.
that is it.
use
need |
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H*******e
发帖数: 726 | 22 Please recommend any books or papers that deal with normal density when the
covariance matrix is rank deficient. Thanks in advance. |
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B****n
发帖数: 11290 | 23 你應該先問普通kernel density estimator的bandwidth和n的關係
然後bootstrap 的sample需要比較大一點的bandwidth 因為standard bootstrap
是取完放回再抽 因此要smooth的時候 需要比原來的sample大的window |
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h***i
发帖数: 3844 | 24 那是不是说
standard bootstrap 和bootstrap from kernel density estimator with bandwidth
=n^{-1/2} 是一码事？
多谢，想破头了，实在是愚钝
这是for quantile variance
我翻了些paper, 比如 Angelis 和 Young的文章，没理出头绪 |
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s******a
发帖数: 184 | 26 请问在R里怎么计算两个probability density 的covolution？ |
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A8
发帖数: 20 | 27 Thanks. I forgot to say that g and h are known functions. Both X and Y could be lognormals with different parameters, but with the same underlying normal random variable W.
While the density of Z=X+Y, fz(z)>0 strictly are my favoriate result..
Thanks... |
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i***k
发帖数: 4 | 28 lognormal does not have strictly positive density on R.
could be lognormals with different parameters, but with the same underlying
normal random variable W. |
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A8
发帖数: 20 | 29 Thanks for your input.
Good point. As long as the density is greater than zero on the valid support, it should be fine for me. In my case w is normal, so x, y z have the same support
.
Thanks... |
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a*****t
发帖数: 28 | 30 hello everyone
There is anyone can tell me how to generate bivariate random sample base on
the density function( given), by using SAS or other software.
Thank you |
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k*****u
发帖数: 1688 | 31 一般的density SAS R都有。复杂一点的根据X~F(x), F(X)~U(0,1)反解。 F很复杂就麻
烦了。 |
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w*********a
发帖数: 156 | 32 如果 f(x1,x2|a)是一个关于（x1,x2)的density function，并且关于a是连续的，x1,x2的定义
域是实数，如何证明E（x2|a)也是关于a连续的呢？？ |
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m**********r
发帖数: 122 | 33 有一个数据集，每一格数据点对应一个weight. 这个weight不一定非是probability
density,它也可能是整数。请问有什么算法可以根据这些weight 对这个数据集采样。 |
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o******e
发帖数: 1001 | 34 多谢指点！能讲的稍微详细一点吗？我对Kernel Density Estimation 没有多少概念。 |
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n*******y
发帖数: 437 | 35 hello大家好 我R用了一阵也不是太熟 请问，当数据点少的时候density plot出
现波纹怎么解决？ 谢谢！
code：
# show fringes
test = as.data.frame( sample(0:5,10000,replace=T) )
colnames(test) = c('mon')
ggplot(test, aes(x=mon)) + geom_density(binwidth=1, size=1)
# normal
test = as.data.frame( sample(0:20,10000,replace=T) )
colnames(test) = c('mon')
ggplot(test, aes(x=mon)) + geom_density(binwidth=1, size=1) |
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n*******y
发帖数: 437 | 36 哦谢谢～
你是不是说，把它作为pmf，用histogram来做图？
(pmf/pdf跟histogram/density plot有关系吗。。。) |
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b********r
发帖数: 37 | 37 大牛，你怎么解释kernel density estimation? |
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w*******y
发帖数: 60932 | 41 Solid deal for a memory foam mattress, if anyones looking for one. I have a
memory foam mattress and love it!
cheers,
Description from site: Queen Sized "3" Thick 4lb density memory foam
mattress toppers conform to your body and provide an incredible night's
sleep.
Buy.com is giving back 29% on promo items for leap year. You will get $31.17
back in buy.com "superpoints" which can be used shop for anything on their
site.
Make sure to Opt in to get the points.
|
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s**********t
发帖数: 1846 | 42 http://theeconomiccollapseblog.com/archives/what-is-the-best-pl
If you could live in any state in America, where would you go? During
troubled times like these, what is the best place in the United States to
live? A lot of people are asking these kinds of questions these days. Our
economy is on the verge of collapse, natural disasters are becoming more
frequent and more intense, the U.S. population is becoming angrier and more
frustrated by the day, our government has become incredibly oppressiv... 阅读全帖 |
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b********n
发帖数: 38600 | 43 http://theeconomiccollapseblog.com/archives/what-is-the-best-pl
If you could live in any state in America, where would you go? During
troubled times like these, what is the best place in the United States to
live? A lot of people are asking these kinds of questions these days. Our
economy is on the verge of collapse, natural disasters are becoming more
frequent and more intense, the U.S. population is becoming angrier and more
frustrated by the day, our government has become incredibly oppres... 阅读全帖 |
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b***y
发帖数: 14281 | 44 既然有人争论方的学术水平，就上网搜了一下。应该说这个水平对于一个junior
faculty来说可以算是很牛B了，但是对于老方这种senior的已经搞了一辈子的人来说，
就只能算so so。不要说是院士，离aps fellow的级别也还差了不少。引用率最高的一
篇文章还是95年到了arizona之后跟老外合作的，被引118次，这也是方唯一一篇被引用
上百次的文章。可见方励之89之前确实没有做出过什么重要的工作，他的名声和地位绝
对是靠政治得来的，当然其中部分的也是80年在中国搞科普所得，必须承认科普工作也是
有重要的社会意义的。
(BTW，有人说你这个搜索未必完整。不错，确实不能保证100％毫无遗漏。但是我
用的search engine is THE search engine everybody in this community uses today.
So, if any article is not found by this search engine, sadly, it simply doesn't matter,
because no one would ever n... 阅读全帖 |
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g****g
发帖数: 1828 | 45 In probability theory, the normal (or Gaussian) distribution, is a
continuous probability distribution that is often used as a first
approximation to describe real-valued random variables that tend to cluster
around a single mean value. The graph of the associated probability density
function is “bell”-shaped, and is known as the Gaussian function or bell
curve:[nb 1]
f(x) = \tfrac{1}{\sqrt{2\pi\sigma^2}}\; e^{ -\frac{(x-\mu)^2}{2\sigma^2}
},
where parameter μ is the mean (location of the pe... 阅读全帖 |
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z*h
发帖数: 773 | 46 Q2. What powertrain and fuel will become the dominant transport means in the
future?
A number of scenarios could bridge between renewable primary energy and
transportation energy need (Fig. 1) through four powertrain systems: (i)
ICEs and/or electric hybrids that burn liquid biofuels and compressed
methane, (ii) battery electric vehicles (BEVs) that run on electricity
stored in rechargeable batteries, where electricity can be generated from
sun radiation, tide, geothermal, wind, and nuclear ener... 阅读全帖 |
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发帖数: 1 | 47 https://nces.ed.gov/nationsreportcard/subject/studies/pdf/school_composition
_and_the_bw_achievement_gap_2015.pdf
这是 2015 年联邦政府的一项研究计划，旨在研究多元化对学生学习成绩的影响，由
NAEP 执行。研究数据主要来自该机构的一项八年级数学测验，以及 Common Core 的
blah blah blah。底下是来自该研究报告的 executive summary，里面有些结论符合一
般猜想，有些会让人惊讶。大家自己看。
（文中所谓的 high density 是指黑人比例高的学校，这些学校多在南方与中西部。）
On average, White students attended schools that were 9 percent Black
while Black students attended schools that were 48 percent Black,
indicating a large difference i... 阅读全帖 |
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h******i
发帖数: 661 | 48 你们学校ap能发这么多paper?
1989
Cosmological implications of quasar-galaxy associations, L.Z.Fang, Y.Q.Chu
and X.F. Zhu, Mod. Phys. Lett., 4, 887.
Geometrical optics in an inhomogeneous universe, L.Z.Fang and X.P.Wu,
Chinese Phys. Lett., 6, 233.
Quasar clustering and its cosmological implication, L.Z.Fang, Inter. J. Mod.
Phys. A4, 3477.
L'Osservatorio astronomico di Pechino: la sua storia, il presente, L.Z.Fang,
Scienza e Tecnica, Annuario della EST 88/89 404.
Overview on the frontier of high energy astr... 阅读全帖 |
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b***y
发帖数: 14281 | 49 No. The search include his early works up to 1978. Here is the same list
sorted by year.
1) The Influence of Gravitation on the Vacuum State.
By Li-Zhi Fang.
Acta Phys. Sinica 27 ( 1978) 181-18.
2) THE STRUCTURE AND STABILITY OF THE ABNORMAL NEUTRON STAR.
By Li-Zhi Fang, Qin-Yue Qu, Zhen-Ru Wang, Tan Lu, Liao-Fu Luo.
Sci.Sin.22:187-198,1979.
3) Some Recent Developments in Astrophysics. (Talk).
By Li-Zhi Fang, A. Qadir, R. Ruffini.
In *Nathiagali 1980, Proceedings, Physics and Contemporary Needs... 阅读全帖 |
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S******8
发帖数: 24594 | 50 老方到美国后发的文章列表，你自己看吧：
1990
174. Biased clustering in a universe with hot dark matter and a cosmic
string, L.Z.Fang, S.P.Xiang and L.Yan, Astr. & Astrophys. 233, 1.
175. Periodicity of redshift distribution in a T-3 universe, L.Z.Fang, Astr.
& Astrophys. 239, 24.
176. An upper limit to quasar's peculiar velocity, L.Z.Fang, Y.Q.Chu, X.F.
Zhu and L.F. Wang, Inter. J. Mod. Phys., 5, 2993.
177. Quasar pair and quasar's peculiar velocity, L.Z.Fang, Developments in
general relativity, astrophysics and qu... 阅读全帖 |
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