Created
April 28, 2016 12:11
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{ | |
"cells": [ | |
{ | |
"cell_type": "code", | |
"execution_count": 1, | |
"metadata": { | |
"collapsed": true | |
}, | |
"outputs": [], | |
"source": [ | |
"import numpy as np" | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"execution_count": 52, | |
"metadata": { | |
"collapsed": false | |
}, | |
"outputs": [], | |
"source": [ | |
"def stick_breaking(a, samples=10):\n", | |
" out = []\n", | |
" for s in range(samples):\n", | |
" rs = []\n", | |
" res = []\n", | |
" for i in range(len(a)-1):\n", | |
" r = np.random.beta(a[i],a[i+1:].sum())\n", | |
" rs.append(r)\n", | |
" rs = np.array(rs)\n", | |
" #print rs\n", | |
" lengths = np.cumprod(1 - rs)\n", | |
" #print lengths\n", | |
" #print \"--\"\n", | |
" \n", | |
" res.append(rs[0])\n", | |
" #print rs, lengths[0:-1]\n", | |
" rest = rs[1:] * lengths[0:-1]\n", | |
" res += list(rest)\n", | |
" res.append(1-np.array(res).sum())\n", | |
" print res" | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"execution_count": 57, | |
"metadata": { | |
"collapsed": false | |
}, | |
"outputs": [ | |
{ | |
"name": "stdout", | |
"output_type": "stream", | |
"text": [ | |
"[0.48974938315910654, 0.0047873386802407712, 0.005204838306359847, 0.0051531851512049004, 0.0052691997675365131, 0.48983605493555138]\n", | |
"[0.48901213106318192, 0.0048153332545771395, 0.0054811772556320314, 0.0050379334371551425, 0.0049136710004585929, 0.49073975398899516]\n", | |
"[0.48631469952575129, 0.0049147072930897494, 0.0050255471498571215, 0.005196053979963899, 0.0051518210389495823, 0.49339717101238834]\n", | |
"[0.49011751283043509, 0.0052621604666821488, 0.0046928325948145172, 0.0050742344773534323, 0.0048879954017979465, 0.48996526422891684]\n", | |
"[0.48594140936377145, 0.0053250351025033024, 0.0052557889612454703, 0.0044719037839141568, 0.0056142310332264155, 0.49339163175533918]\n", | |
"[0.4858212929973037, 0.0050878185322553865, 0.0052247578323147493, 0.0048549624618914418, 0.0050433684667009031, 0.49396779970953375]\n", | |
"[0.48527009650528635, 0.0050608760589918329, 0.0045721570611608258, 0.0049358715859239653, 0.0052879162797139943, 0.49487308250892303]\n", | |
"[0.49121010845204904, 0.005370754397591963, 0.0049753008017866121, 0.0047105789261552159, 0.0051607908079086074, 0.48857246661450848]\n", | |
"[0.49076817457606631, 0.0047815967114421933, 0.0053080716521472192, 0.0050106023986171257, 0.0045465315065500939, 0.48958502315517705]\n", | |
"[0.49413609968098388, 0.0047863879694022646, 0.0048914196807050437, 0.0049163813339388853, 0.0049880377873115439, 0.48628167354765839]\n" | |
] | |
} | |
], | |
"source": [ | |
"stick_breaking(np.array([20000,200,200,200,200,20000]))" | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"execution_count": 39, | |
"metadata": { | |
"collapsed": false | |
}, | |
"outputs": [ | |
{ | |
"name": "stdout", | |
"output_type": "stream", | |
"text": [ | |
"[]\n" | |
] | |
} | |
], | |
"source": [ | |
"a = [1,2]\n", | |
"print a[1:-1]" | |
] | |
}, | |
{ | |
"cell_type": "code", | |
"execution_count": null, | |
"metadata": { | |
"collapsed": true | |
}, | |
"outputs": [], | |
"source": [] | |
} | |
], | |
"metadata": { | |
"kernelspec": { | |
"display_name": "Python 2", | |
"language": "python", | |
"name": "python2" | |
}, | |
"language_info": { | |
"codemirror_mode": { | |
"name": "ipython", | |
"version": 2 | |
}, | |
"file_extension": ".py", | |
"mimetype": "text/x-python", | |
"name": "python", | |
"nbconvert_exporter": "python", | |
"pygments_lexer": "ipython2", | |
"version": "2.7.11" | |
} | |
}, | |
"nbformat": 4, | |
"nbformat_minor": 0 | |
} |
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