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  2. Estimation of distribution algorithm - Wikipedia

    en.wikipedia.org/wiki/Estimation_of_distribution...

    Estimation of distribution algorithms (EDAs), sometimes called probabilistic model-building genetic algorithms (PMBGAs), [1] are stochastic optimization methods that guide the search for the optimum by building and sampling explicit probabilistic models of promising candidate solutions. Optimization is viewed as a series of incremental updates ...

  3. Probabilistic analysis of algorithms - Wikipedia

    en.wikipedia.org/wiki/Probabilistic_analysis_of...

    In analysis of algorithms, probabilistic analysis of algorithms is an approach to estimate the computational complexity of an algorithm or a computational problem. It starts from an assumption about a probabilistic distribution of the set of all possible inputs.

  4. Monte Carlo method - Wikipedia

    en.wikipedia.org/wiki/Monte_Carlo_method

    When the probability distribution of the variable is parameterized, mathematicians often use a Markov chain Monte Carlo (MCMC) sampler. [4] [5] [6] The central idea is to design a judicious Markov chain model with a prescribed stationary probability distribution. That is, in the limit, the samples being generated by the MCMC method will be ...

  5. Panjer recursion - Wikipedia

    en.wikipedia.org/wiki/Panjer_recursion

    In the following () denotes the probability generating function of N: for this see the table in (a,b,0) class of distributions. In the case of claim number is known, please note the De Pril algorithm. [3] This algorithm is suitable to compute the sum distribution of discrete random variables. [4]

  6. Algorithmic probability - Wikipedia

    en.wikipedia.org/wiki/Algorithmic_probability

    In algorithmic information theory, algorithmic probability, also known as Solomonoff probability, is a mathematical method of assigning a prior probability to a given observation. It was invented by Ray Solomonoff in the 1960s. [2] It is used in inductive inference theory and analyses of algorithms.

  7. Softmax function - Wikipedia

    en.wikipedia.org/wiki/Softmax_function

    The softmax function, also known as softargmax [1]: 184 or normalized exponential function, [2]: 198 converts a vector of K real numbers into a probability distribution of K possible outcomes. It is a generalization of the logistic function to multiple dimensions, and is used in multinomial logistic regression .

  8. LLMs define a complex probability distribution, and when you provide them with input and request an answer—also known as “prompting” them—you get a probabilistic answer. And there’s the rub.

  9. Markov chain Monte Carlo - Wikipedia

    en.wikipedia.org/wiki/Markov_chain_Monte_Carlo

    In statistics, Markov chain Monte Carlo (MCMC) is a class of algorithms used to draw samples from a probability distribution. Given a probability distribution, one can construct a Markov chain whose elements' distribution approximates it – that is, the Markov chain's equilibrium distribution matches the target distribution. The more steps ...