stubs for plotting exercise
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@ -211,7 +211,7 @@ cost function, e.g. the gradient descent \matlabfun{lsqcurvefit()}.
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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\section{Fits von Wahrscheinlichkeitsverteilungen}
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\section{Fitting probability distributions}
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Finally let's consider the case in which we want to fit the parameters
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Finally let's consider the case in which we want to fit the parameters
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of a probability density function (e.g. the shape parameter of a
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of a probability density function (e.g. the shape parameter of a
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\enterm{Gamma-distribution}) to a dataset.
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\enterm{Gamma-distribution}) to a dataset.
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plotting/exercises/UT_WBMW_Black_RGB.pdf
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plotting/exercises/UT_WBMW_Black_RGB.pdf
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plotting/exercises/exercises.tex
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plotting/exercises/exercises.tex
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\documentclass[12pt,a4paper,pdftex]{exam}
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\usepackage[german]{babel}
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\usepackage{pslatex}
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\usepackage[mediumspace,mediumqspace,Gray]{SIunits} % \ohm, \micro
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\usepackage{xcolor}
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\usepackage{graphicx}
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\usepackage[breaklinks=true,bookmarks=true,bookmarksopen=true,pdfpagemode=UseNone,pdfstartview=FitH,colorlinks=true,citecolor=blue]{hyperref}
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%%%%% layout %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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\usepackage[left=20mm,right=20mm,top=25mm,bottom=25mm]{geometry}
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\pagestyle{headandfoot}
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\ifprintanswers
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\newcommand{\stitle}{: Solutions}
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\else
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\newcommand{\stitle}{}
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\fi
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\header{{\bfseries\large Exercise 12\stitle}}{{\bfseries\large Maximum likelihood}}{{\bfseries\large January 7th, 2019}}
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\firstpagefooter{Prof. Dr. Jan Benda}{Phone: 29 74573}{Email:
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jan.benda@uni-tuebingen.de}
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\runningfooter{}{\thepage}{}
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\setlength{\baselineskip}{15pt}
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\setlength{\parindent}{0.0cm}
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\setlength{\parskip}{0.3cm}
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\renewcommand{\baselinestretch}{1.15}
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%%%%% listings %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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\usepackage{listings}
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\lstset{
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language=Matlab,
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basicstyle=\ttfamily\footnotesize,
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numbers=left,
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numberstyle=\tiny,
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title=\lstname,
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showstringspaces=false,
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commentstyle=\itshape\color{darkgray},
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breaklines=true,
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breakautoindent=true,
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columns=flexible,
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frame=single,
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xleftmargin=1em,
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xrightmargin=1em,
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aboveskip=10pt
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}
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%%%%% math stuff: %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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\usepackage{amsmath}
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\usepackage{amssymb}
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\usepackage{bm}
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\usepackage{dsfont}
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\newcommand{\naZ}{\mathds{N}}
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\newcommand{\gaZ}{\mathds{Z}}
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\newcommand{\raZ}{\mathds{Q}}
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\newcommand{\reZ}{\mathds{R}}
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\newcommand{\reZp}{\mathds{R^+}}
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\newcommand{\reZpN}{\mathds{R^+_0}}
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\newcommand{\koZ}{\mathds{C}}
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%%%%% page breaks %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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\newcommand{\continue}{\ifprintanswers%
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\else
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\vfill\hspace*{\fill}$\rightarrow$\newpage%
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\fi}
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\newcommand{\continuepage}{\ifprintanswers%
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\newpage
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\else
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\vfill\hspace*{\fill}$\rightarrow$\newpage%
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\fi}
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\newcommand{\newsolutionpage}{\ifprintanswers%
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\newpage%
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\else
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\fi}
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%%%%% new commands %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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\newcommand{\qt}[1]{\textbf{#1}\\}
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\newcommand{\pref}[1]{(\ref{#1})}
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\newcommand{\extra}{--- Zusatzaufgabe ---\ \mbox{}}
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\newcommand{\code}[1]{\texttt{#1}}
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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\begin{document}
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\input{instructions}
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\begin{questions}
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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\question \qt{Maximum likelihood of the standard deviation}
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Let's compute the likelihood and the log-likelihood for the estimation
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of the standard deviation.
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\begin{parts}
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\part Draw $n=50$ random numbers from a normal distribution with
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mean $\mu=3$ and standard deviation $\sigma=2$.
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\part Plot the likelihood (computed as the product of probabilities)
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and the log-likelihood (sum of the logarithms of the probabilities)
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as a function of the standard deviation. Compare the position of the
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maxima with the standard deviation that you compute directly from
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the data.
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\part Increase $n$ to 1000. What happens to the likelihood, what
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happens to the log-likelihood? Why?
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\end{parts}
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\begin{solution}
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\lstinputlisting{mlestd.m}
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\includegraphics[width=1\textwidth]{mlestd}\\
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The more data the smaller the product of the probabilities ($\approx
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p^n$ with $0 \le p < 1$) and the smaller the sum of the logarithms
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of the probabilities ($\approx n\log p$, note that $\log p < 0$).
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The product eventually gets smaller than the precision of the
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floating point numbers support. Therefore for $n=1000$ the products
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becomes zero. Using the logarithm avoids this numerical problem.
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\end{solution}
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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\question \qt{Maximum-likelihood estimator of a line through the origin}
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In the lecture we derived the following equation for an
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maximum-likelihood estimate of the slope $\theta$ of a straight line
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through the origin fitted to $n$ pairs of data values $(x_i|y_i)$ with
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standard deviation $\sigma_i$:
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\[\theta = \frac{\sum_{i=1}^n \frac{x_i y_i}{\sigma_i^2}}{ \sum_{i=1}^n
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\frac{x_i^2}{\sigma_i^2}} \]
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\begin{parts}
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\part \label{mleslopefunc} Write a function that takes two vectors
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$x$ and $y$ containing the data pairs and returns the slope,
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computed according to this equation. For simplicity we assume
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$\sigma_i=\sigma$ for all $1 \le i \le n$. How does this simplify
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the equation for the slope?
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\begin{solution}
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\lstinputlisting{mleslope.m}
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\end{solution}
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\part Write a script that generates data pairs that scatter around a
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line through the origin with a given slope. Use the function from
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\pref{mleslopefunc} to compute the slope from the generated data.
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Compare the computed slope with the true slope that has been used to
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generate the data. Plot the data togehther with the line from which
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the data were generated and the maximum-likelihood fit.
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\begin{solution}
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\lstinputlisting{mlepropfit.m}
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\includegraphics[width=1\textwidth]{mlepropfit}
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\end{solution}
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\part \label{mleslopecomp} Vary the number of data pairs, the slope,
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as well as the variance of the data points around the true
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line. Under which conditions is the maximum-likelihood estimation of
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the slope closer to the true slope?
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\part To answer \pref{mleslopecomp} more precisely, generate for
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each condition let's say 1000 data sets and plot a histogram of the
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estimated slopes. How does the histogram, its mean and standard
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deviation relate to the true slope?
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\end{parts}
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\begin{solution}
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\lstinputlisting{mlepropest.m}
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\includegraphics[width=1\textwidth]{mlepropest}\\
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The estimated slopes are centered around the true slope. The
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standard deviation of the estimated slopes gets smaller for larger
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$n$ and less noise in the data.
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\end{solution}
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\continue
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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\question \qt{Maximum-likelihood-estimation of a probability-density function}
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Many probability-density functions have parameters that cannot be
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computed directly from the data, like, for example, the mean of
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normally-distributed data. Such parameter need to be estimated by
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means of the maximum-likelihood from the data.
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Let us demonstrate this approach by means of data that are drawn from a
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gamma distribution,
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\begin{parts}
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\part Find out which \code{matlab} function computes the
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probability-density function of the gamma distribution.
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\part \label{gammaplot} Use this function to plot the
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probability-density function of the gamma distribution for various
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values of the (positive) ``shape'' parameter. Wet set the ``scale''
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parameter to one.
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\part Find out which \code{matlab} function generates random numbers
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that are distributed according to a gamma distribution. Generate
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with this function 50 random numbers using one of the values of the
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``shape'' parameter used in \pref{gammaplot}.
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\part Compute and plot a properly normalized histogram of these
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random numbers.
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\part Find out which \code{matlab} function fit a distribution to a
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vector of random numbers according to the maximum-likelihood method.
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How do you need to use this function in order to fit a gamma
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distribution to the data?
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\part Estimate with this function the parameter of the gamma
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distribution used to generate the data.
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\part Finally, plot the fitted gamma distribution on top of the
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normalized histogram of the data.
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\end{parts}
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\begin{solution}
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\lstinputlisting{mlepdffit.m}
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\includegraphics[width=1\textwidth]{mlepdffit}
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\end{solution}
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\end{questions}
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\end{document}
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41
plotting/exercises/instructions.tex
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plotting/exercises/instructions.tex
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\vspace*{-8ex}
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\begin{center}
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\textbf{\Large Introduction to scientific computing}\\[1ex]
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{\large Jan Grewe, Jan Benda}\\[-3ex]
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Neuroethology lab \hfill --- \hfill Institute for Neurobiology \hfill --- \hfill \includegraphics[width=0.28\textwidth]{UT_WBMW_Black_RGB} \\
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\end{center}
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% \ifprintanswers%
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% \else
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% % Die folgenden Aufgaben dienen der Wiederholung, \"Ubung und
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% % Selbstkontrolle und sollten eigenst\"andig bearbeitet und gel\"ost
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% % werden. Die L\"osung soll in Form eines einzelnen Skriptes (m-files)
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% % im ILIAS hochgeladen werden. Jede Aufgabe sollte in einer eigenen
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% % ``Zelle'' gel\"ost sein. Die Zellen \textbf{m\"ussen} unabh\"angig
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% % voneinander ausf\"uhrbar sein. Das Skript sollte nach dem Muster:
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% % ``variablen\_datentypen\_\{nachname\}.m'' benannt werden
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% % (z.B. variablen\_datentypen\_mueller.m).
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% \begin{itemize}
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% \item \"Uberzeuge dich von jeder einzelnen Zeile deines Codes, dass
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% sie auch wirklich das macht, was sie machen soll! Teste dies mit
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% kleinen Beispielen direkt in der Kommandozeile.
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% \item Versuche die L\"osungen der Aufgaben m\"oglichst in
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% sinnvolle kleine Funktionen herunterzubrechen.
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% Sobald etwas \"ahnliches mehr als einmal berechnet werden soll,
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% lohnt es sich eine Funktion daraus zu schreiben!
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% \item Teste rechenintensive \code{for} Schleifen, Vektoren, Matrizen
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% zuerst mit einer kleinen Anzahl von Wiederholungen oder kleiner
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% Gr\"o{\ss}e, und benutze erst am Ende, wenn alles \"uberpr\"uft
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% ist, eine gro{\ss}e Anzahl von Wiederholungen oder Elementen, um eine gute
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% Statistik zu bekommen.
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% \item Benutze die Hilfsfunktion von \code{matlab} (\code{help
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% commando} oder \code{doc commando}) und das Internet, um
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% herauszufinden, wie bestimmte \code{matlab} Funktionen zu verwenden
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% sind und was f\"ur M\"oglichkeiten sie bieten.
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% Auch zu inhaltlichen Konzepten bietet das Internet oft viele
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% Antworten!
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% \end{itemize}
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% \fi
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plotting/exercises/plotting_exercise.py
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plotting/exercises/plotting_exercise.py
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import numpy as np
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import matplotlib.pyplot as plt
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import scipy.io as scio
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from IPython import embed
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def boltzmann(x, y_max, slope, inflection):
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"""
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The underlying Boltzmann function.
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.. math::
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f(x) = y_max / \exp{-slope*(x-inflection}
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:param x: The x values.
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:param y_max: The maximum value.
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:param slope: The slope parameter k
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:param inflection: the position of the inflection point.
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:return: the y values.
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"""
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y = y_max / (1 + np.exp(-slope * (x - inflection)))
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return y
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class Animal(object):
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def __init__(self, delay, learning_rate, volatility, responsiveness):
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"""
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:param delay:
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:param learning_rate: delta percent_correct per session
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:param volatility: 0 -> 1 the noise in the decision
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:param responsiveness: 0 -> 1 probability of actually conducting a trial
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"""
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self.__delay = delay
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self.__learning_rate = learning_rate
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self.__volatility = volatility
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self.__responsiveness = responsiveness
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def simulate(self, session_count=10, trials=20, task_difficulties=[]):
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tasks = 1 if len(task_difficulties) == 0 else len(task_difficulties)
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if len(task_difficulties) == 0:
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task_difficulties = [0]
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avg_perf = np.zeros((session_count, tasks))
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err_perf = np.zeros((session_count, tasks))
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trials_performed = np.zeros(session_count)
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for i in range(session_count):
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for j in range(tasks):
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base_performance = boltzmann(i, 1.0, self.__learning_rate/20, self.__delay)
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penalty = base_performance * task_difficulties[j] * 0.5
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base_perf = 50 + 50 * (base_performance - penalty)
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trials_completed = np.random.rand(trials) < self.__responsiveness
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performances = np.random.randn(trials) * self.__volatility * 100 + base_perf
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avg_perf[i, j] = np.mean(performances[trials_completed])
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err_perf[i, j] = np.std(performances[trials_completed])
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trials_performed = np.sum(trials_completed)
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return avg_perf, err_perf, trials_performed
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if __name__ == "__main__":
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session_count = 30
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task_difficulties = [0, 0.3, 1.]
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delays = [5, 10, 12, 20]
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learning_rates = np.array([5, 10, 2, 20])
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volatilities = np.random.rand(4) * 0.5
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responsivness = np.random.rand(4) * 0.5 + 0.5
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for i in range(len(delays)):
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d = delays[i]
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lr = learning_rates[i]
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v = volatilities[i],
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r = responsivness[i]
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a = Animal(d, lr, v, r)
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ap, ep, tp = a.simulate(session_count=session_count, task_difficulties=[0, 0.3, 0.6])
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plt.plot(ap)
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embed()
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@ -1,7 +1,7 @@
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%!PS-Adobe-2.0 EPSF-2.0
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%!PS-Adobe-2.0 EPSF-2.0
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%%Title: pointprocessscetchA.tex
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%%Title: pointprocessscetchA.tex
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%%Creator: gnuplot 4.6 patchlevel 4
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%%Creator: gnuplot 5.0 patchlevel 6
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%%CreationDate: Mon Nov 26 17:57:49 2018
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%%CreationDate: Thu Oct 17 14:13:46 2019
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%%DocumentFonts:
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% /Keywords ()
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%!PS-Adobe-2.0 EPSF-2.0
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||||||
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|
1412 460 CircleF
|
||||||
2123 556 CircleF
|
2123 556 CircleF
|
||||||
@ -725,10 +802,15 @@ LC0 setrgbcolor
|
|||||||
4033 940 CircleF
|
4033 940 CircleF
|
||||||
4650 1036 CircleF
|
4650 1036 CircleF
|
||||||
5685 1132 CircleF
|
5685 1132 CircleF
|
||||||
1.000 UP
|
LTw
|
||||||
|
% End plot #4
|
||||||
2.000 UL
|
2.000 UL
|
||||||
LTb
|
LTb
|
||||||
LCb setrgbcolor
|
LCb setrgbcolor
|
||||||
|
[] 0 setdash
|
||||||
|
1.000 UP
|
||||||
|
2.000 UL
|
||||||
|
LTb
|
||||||
0.00 0.00 0.00 C stroke
|
0.00 0.00 0.00 C stroke
|
||||||
grestore
|
grestore
|
||||||
end
|
end
|
||||||
|
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Reference in New Issue
Block a user