Algorithms For Calculating Variance
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Algorithms For Calculating Variance
Algorithms for calculating variance play a major role in computational statistics. A key difficulty in the design of good algorithms for this problem is that formulas for the variance may involve sums of squares, which can lead to numerical instability as well as to arithmetic overflow when dealing with large values. Naïve algorithm A formula for calculating the variance of an entire population of size ''N'' is: :\sigma^2 = \overline - \bar x^2 = \frac . Using Bessel's correction to calculate an unbiased estimate of the population variance from a finite sample of ''n'' observations, the formula is: :s^2 = \left(\frac n - \left( \frac n \right)^2\right) \cdot \frac . Therefore, a naïve algorithm to calculate the estimated variance is given by the following: * Let * For each datum : ** ** ** * This algorithm can easily be adapted to compute the variance of a finite population: simply divide by ''n'' instead of ''n'' − 1 on the last line. Because and ...
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Computational Statistics
Computational statistics, or statistical computing, is the bond between statistics and computer science. It means statistical methods that are enabled by using computational methods. It is the area of computational science (or scientific computing) specific to the mathematical science of statistics. This area is also developing rapidly, leading to calls that a broader concept of computing should be taught as part of general statistical education. As in traditional statistics the goal is to transform raw data into knowledge, Wegman, Edward J. Computational Statistics: A New Agenda for Statistical Theory and Practice. Journal of the Washington Academy of Sciences', vol. 78, no. 4, 1988, pp. 310–322. ''JSTOR'' but the focus lies on computer intensive statistical methods, such as cases with very large sample size and non-homogeneous data sets. The terms 'computational statistics' and 'statistical computing' are often used interchangeably, although Carlo Lauro (a former presid ...
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Online Algorithm
In computer science, an online algorithm is one that can process its input piece-by-piece in a serial fashion, i.e., in the order that the input is fed to the algorithm, without having the entire input available from the start. In contrast, an offline algorithm is given the whole problem data from the beginning and is required to output an answer which solves the problem at hand. In operations research, the area in which online algorithms are developed is called online optimization. As an example, consider the sorting algorithms selection sort and insertion sort: selection sort repeatedly selects the minimum element from the unsorted remainder and places it at the front, which requires access to the entire input; it is thus an offline algorithm. On the other hand, insertion sort considers one input element per iteration and produces a partial solution without considering future elements. Thus insertion sort is an online algorithm. Note that the final result of an insertion sort ...
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Computer Cluster
A computer cluster is a set of computers that work together so that they can be viewed as a single system. Unlike grid computers, computer clusters have each node set to perform the same task, controlled and scheduled by software. The components of a cluster are usually connected to each other through fast local area networks, with each node (computer used as a server) running its own instance of an operating system. In most circumstances, all of the nodes use the same hardware and the same operating system, although in some setups (e.g. using Open Source Cluster Application Resources (OSCAR)), different operating systems can be used on each computer, or different hardware. Clusters are usually deployed to improve performance and availability over that of a single computer, while typically being much more cost-effective than single computers of comparable speed or availability. Computer clusters emerged as a result of convergence of a number of computing trends including t ...
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Graphics Processing Unit
A graphics processing unit (GPU) is a specialized electronic circuit designed to manipulate and alter memory to accelerate the creation of images in a frame buffer intended for output to a display device. GPUs are used in embedded systems, mobile phones, personal computers, workstations, and game consoles. Modern GPUs are efficient at manipulating computer graphics and image processing. Their parallel structure makes them more efficient than general-purpose central processing units (CPUs) for algorithms that process large blocks of data in parallel. In a personal computer, a GPU can be present on a video card or embedded on the motherboard. In some CPUs, they are embedded on the CPU die. In the 1970s, the term "GPU" originally stood for ''graphics processor unit'' and described a programmable processing unit independently working from the CPU and responsible for graphics manipulation and output. Later, in 1994, Sony used the term (now standing for ''graphics processing unit'' ...
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Advanced Vector Extensions
Advanced Vector Extensions (AVX) are extensions to the x86 instruction set architecture for microprocessors from Intel and Advanced Micro Devices (AMD). They were proposed by Intel in March 2008 and first supported by Intel with the Sandy Bridge processor shipping in Q1 2011 and later by AMD with the Bulldozer processor shipping in Q3 2011. AVX provides new features, new instructions and a new coding scheme. AVX2 (also known as Haswell New Instructions) expands most integer commands to 256 bits and introduces new instructions. They were first supported by Intel with the Haswell processor, which shipped in 2013. AVX-512 expands AVX to 512-bit support using a new EVEX prefix encoding proposed by Intel in July 2013 and first supported by Intel with the Knights Landing co-processor, which shipped in 2016. In conventional processors, AVX-512 was introduced with Skylake server and HEDT processors in 2017. Advanced Vector Extensions AVX uses sixteen YMM registers to perform a sin ...
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Incremental Algorithm
Increment or incremental may refer to: * Incrementalism, a theory (also used in politics as a synonym for gradualism) * Increment and decrement operators, the operators ++ and -- in computer programming * Incremental computing * Incremental backup, which contain only that portion that has changed since the preceding backup copy. *Increment, chess term for additional time a chess player receives on each move *Incremental game Incremental games, also known as clicker games, clicking games (on PCs) or tap games (in mobile games), are video games whose gameplay consists of the player performing simple actions such as clicking on the screen repeatedly. This "grinding" ear ...s * Increment in rounding See also * * * 1+1 (other) {{Disambiguation da:Inkrementel fr:Incrémentation nl:Increment ja:インクリメント pl:Inkrementacja ru:Инкремент sr:Инкремент sv:++ ...
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Communications Of The ACM
''Communications of the ACM'' is the monthly journal of the Association for Computing Machinery (ACM). It was established in 1958, with Saul Rosen as its first managing editor. It is sent to all ACM members. Articles are intended for readers with backgrounds in all areas of computer science and information systems. The focus is on the practical implications of advances in information technology and associated management issues; ACM also publishes a variety of more theoretical journals. The magazine straddles the boundary of a science magazine, trade magazine, and a scientific journal. While the content is subject to peer review, the articles published are often summaries of research that may also be published elsewhere. Material published must be accessible and relevant to a broad readership. From 1960 onward, ''CACM'' also published algorithms, expressed in ALGOL. The collection of algorithms later became known as the Collected Algorithms of the ACM. See also * ''Journal of the A ...
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Parallel Algorithm
In computer science, a parallel algorithm, as opposed to a traditional serial algorithm, is an algorithm which can do multiple operations in a given time. It has been a tradition of computer science to describe serial algorithms in abstract machine models, often the one known as random-access machine. Similarly, many computer science researchers have used a so-called parallel random-access machine (PRAM) as a parallel abstract machine (shared-memory). Many parallel algorithms are executed concurrently – though in general concurrent algorithms are a distinct concept – and thus these concepts are often conflated, with which aspect of an algorithm is parallel and which is concurrent not being clearly distinguished. Further, non-parallel, non-concurrent algorithms are often referred to as "sequential algorithms", by contrast with concurrent algorithms. Parallelizability Algorithms vary significantly in how parallelizable they are, ranging from easily parallelizable to completely ...
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Catastrophic Cancellation
In numerical analysis, catastrophic cancellation is the phenomenon that subtracting good approximations to two nearby numbers may yield a very bad approximation to the difference of the original numbers. For example, if there are two studs, one L_1 = 254.5\,\text long and the other L_2 = 253.5\,\text long, and they are measured with a ruler that is good only to the centimeter, then the approximations could come out to be \tilde L_1 = 255\,\text and \tilde L_2 = 253\,\text. These may be good approximations, in relative error, to the true lengths: the approximations are in error by less than 2% of the true lengths, , L_1 - \tilde L_1, /, L_1, < 2\%. However, if the ''approximate'' lengths are subtracted, the difference will be \tilde L_1 - \tilde L_2 = 255\,\text - 253\,\text = 2\,\text, even though the true difference between the lengths is L_1 - L_2 = 254.5\,\text - 253.5\,\text = 1\,\text. The difference of the approximations, 2\,\text
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The Art Of Computer Programming
''The Art of Computer Programming'' (''TAOCP'') is a comprehensive monograph written by the computer scientist Donald Knuth presenting programming algorithms and their analysis. Volumes 1–5 are intended to represent the central core of computer programming for sequential machines. When Knuth began the project in 1962, he originally conceived of it as a single book with twelve chapters. The first three volumes of what was then expected to be a seven-volume set were published in 1968, 1969, and 1973. Work began in earnest on Volume 4 in 1973, but was suspended in 1977 for work on typesetting prompted by the second edition of Volume 2. Writing of the final copy of Volume 4A began in longhand in 2001, and the first online pre-fascicle, 2A, appeared later in 2001. The first published installment of Volume 4 appeared in paperback as Fascicle 2 in 2005. The hardback Volume 4A, combining Volume 4, Fascicles 0–4, was published in 2011. Volume 4, Fascicle 6 ("Satisfiability") was rel ...
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Donald E
Donald is a masculine given name derived from the Gaelic name ''Dòmhnall''.. This comes from the Proto-Celtic *''Dumno-ualos'' ("world-ruler" or "world-wielder"). The final -''d'' in ''Donald'' is partly derived from a misinterpretation of the Gaelic pronunciation by English speakers, and partly associated with the spelling of similar-sounding Germanic names, such as ''Ronald''. A short form of ''Donald'' is ''Don''. Pet forms of ''Donald'' include ''Donnie'' and ''Donny''. The feminine given name ''Donella'' is derived from ''Donald''. ''Donald'' has cognates in other Celtic languages: Modern Irish ''Dónal'' (anglicised as ''Donal'' and ''Donall'');. Scottish Gaelic ''Dòmhnall'', ''Domhnull'' and ''Dòmhnull''; Welsh '' Dyfnwal'' and Cumbric ''Dumnagual''. Although the feminine given name ''Donna'' is sometimes used as a feminine form of ''Donald'', the names are not etymologically related. Variations Kings and noblemen Domnall or Domhnall is the name of many ancie ...
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Technometrics
Technometrics is a journal of statistics for the physical, chemical, and engineering sciences, published quarterly since 1959 by the American Society for Quality and the American Statistical Association. Statement of purpose The purpose of ''Technometrics'' is to contribute to the development and use of statistical methods in physical, chemical, and engineering sciences as well as information sciences and technology. This vision includes developments on the interface of statistics and computer science such as data mining, machine learning, large databases, and so on. The journal places a premium on clear communication among statisticians and practitioners of these sciences and an emphasis on the application of statistical concepts and methods to problems that occur in these fields. The journal will publish papers describing new statistical techniques, papers illustrating innovative application of known statistical methods, expository papers on particular statistical methods, and pa ...
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