data-science

Data science, data analysis, and machine learning in Clojure https://scicloj.github.io/pages/chat_streams/ for additional discussions
genmeblog 2019-11-26T10:47:36.169800Z

@val_waeselynck > by filling a 2D array with densities, sorting the values and searching for quantiles

genmeblog 2019-11-26T10:49:58.170Z

to find quantiles you want to use icdf (cumulative density) not pdf (density). For 2d you want to find volume and area which covers say 95% of total density volume.

genmeblog 2019-11-26T10:53:05.170200Z

For distributions like multivariate normal some numerical algorithms exist but I suppose they can't be applied to general case and any distribution (especially multidimentional empirical)

klausharbo 2019-11-26T15:37:27.171500Z

Build #2 of Clojupyter v0.2.3 uploaded to Anaconda Cloud The new builds include a fix to https://github.com/clojupyter/clojupyter/issues/104 (Clojupyter Jupyter kernelspec is not installed in non-base conda environment). New users will simply get the new versions when doing conda install -c simplect clojupyter. If you have already conda-installed the existing version you can do conda update -c simplect clojupyter.

2🎉
val_waeselynck 2019-11-26T16:20:01.171900Z

> to find quantiles you want to use icdf (cumulative density) not pdf (density). Yes of course, just forgot to mention it :)

val_waeselynck 2019-11-26T16:27:29.172100Z

> For distributions like multivariate normal some numerical algorithms exist but I suppose they can't be applied to general case and any distribution (especially multidimentional empirical) Yes for 2d gaussians this can be solved analytically - once you have an eigen-decomposition of the covariance matrix you're good, and even that may not be mandatory.