Compact representation of multivariate posterior probability distribution from simulated samples

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United States of America Patent

PATENT NO 9672193
SERIAL NO

14217707

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Abstract

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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.

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Patent Owner(s)

Patent OwnerAddress
SAS INSTITUTE INCSAS CAMPUS DRIVE CARY NC 27513

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Inventor(s)

Inventor Name Address # of filed Patents Total Citations
Chvosta, Jan Raleigh, US 19 51
Little, Mark Roland Cary, US 19 149
Macaro, Christian Raleigh, US 7 25

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