Mixing
How to obtain samples from global maximum of a stochastic function?
Clash Royale CLAN TAG#URR8PPP
up vote
0
down vote
favorite
I would like to obtain samples of the value $undersetxargmax f(x)$, where the function $f$ is sampled from some distribution of functions $F$, i.e. $fsim F$.
$x in mathbbR$, and $f:mathbbRtomathbbR$.
My intuition tells me that if I first sample a function $f$ and then solve for the $argmax$, I would obtain a sample from $undersetxargmax f(x)$. I'm skeptical of this, but I didn't find a way to prove or disprove this statement yet. Any help would be appreciated.
probability optimization sampling
asked Aug 2 at 13:06
JLagana
255112
add a comment |Â
up vote
0
down vote
favorite
I would like to obtain samples of the value $undersetxargmax f(x)$, where the function $f$ is sampled from some distribution of functions $F$, i.e. $fsim F$.
$x in mathbbR$, and $f:mathbbRtomathbbR$.
My intuition tells me that if I first sample a function $f$ and then solve for the $argmax$, I would obtain a sample from $undersetxargmax f(x)$. I'm skeptical of this, but I didn't find a way to prove or disprove this statement yet. Any help would be appreciated.
probability optimization sampling
asked Aug 2 at 13:06
JLagana
255112
It seems to me a definitional (notational) matter of if that's what you mean, rather than a matter of proof. What you describe is how I would interpret it.
– Mark L. Stone
Aug 2 at 18:47
@MarkL.Stone Didn't really understand your comment, can you rephrase it? :)
– JLagana
Aug 3 at 9:47
This is a matter of hoe you define what you want to do. it is not a matter oif proof.
– Mark L. Stone
Aug 3 at 11:01
@MarkL.Stone Now I understand your sentence, thanks. My goal is to obtain samples from $argmax f(x)$, where $f$ is a stochastic function. Could you point out what is ambiguous or unclear about my question so I can improve it?
– JLagana
Aug 3 at 12:01
I interpreted it as you described in your first post. If there is an uncertainty, it is on your end.
– Mark L. Stone
Aug 3 at 12:08
add a comment |Â
up vote
0
down vote
favorite
up vote
0
down vote
favorite
I would like to obtain samples of the value $undersetxargmax f(x)$, where the function $f$ is sampled from some distribution of functions $F$, i.e. $fsim F$.
$x in mathbbR$, and $f:mathbbRtomathbbR$.
My intuition tells me that if I first sample a function $f$ and then solve for the $argmax$, I would obtain a sample from $undersetxargmax f(x)$. I'm skeptical of this, but I didn't find a way to prove or disprove this statement yet. Any help would be appreciated.
probability optimization sampling
asked Aug 2 at 13:06
JLagana
255112
I would like to obtain samples of the value $undersetxargmax f(x)$, where the function $f$ is sampled from some distribution of functions $F$, i.e. $fsim F$.
$x in mathbbR$, and $f:mathbbRtomathbbR$.
My intuition tells me that if I first sample a function $f$ and then solve for the $argmax$, I would obtain a sample from $undersetxargmax f(x)$. I'm skeptical of this, but I didn't find a way to prove or disprove this statement yet. Any help would be appreciated.
probability optimization sampling
asked Aug 2 at 13:06
JLagana
255112
edited Aug 2 at 13:19
asked Aug 2 at 13:06
JLagana
255112
asked Aug 2 at 13:06
JLagana
255112
asked Aug 2 at 13:06
JLagana
255112
255112
It seems to me a definitional (notational) matter of if that's what you mean, rather than a matter of proof. What you describe is how I would interpret it.
– Mark L. Stone
Aug 2 at 18:47
@MarkL.Stone Didn't really understand your comment, can you rephrase it? :)
– JLagana
Aug 3 at 9:47
This is a matter of hoe you define what you want to do. it is not a matter oif proof.
– Mark L. Stone
Aug 3 at 11:01
@MarkL.Stone Now I understand your sentence, thanks. My goal is to obtain samples from $argmax f(x)$, where $f$ is a stochastic function. Could you point out what is ambiguous or unclear about my question so I can improve it?
– JLagana
Aug 3 at 12:01
I interpreted it as you described in your first post. If there is an uncertainty, it is on your end.
– Mark L. Stone
Aug 3 at 12:08
add a comment |Â
It seems to me a definitional (notational) matter of if that's what you mean, rather than a matter of proof. What you describe is how I would interpret it.
– Mark L. Stone
Aug 2 at 18:47
@MarkL.Stone Didn't really understand your comment, can you rephrase it? :)
– JLagana
Aug 3 at 9:47
This is a matter of hoe you define what you want to do. it is not a matter oif proof.
– Mark L. Stone
Aug 3 at 11:01
@MarkL.Stone Now I understand your sentence, thanks. My goal is to obtain samples from $argmax f(x)$, where $f$ is a stochastic function. Could you point out what is ambiguous or unclear about my question so I can improve it?
– JLagana
Aug 3 at 12:01
I interpreted it as you described in your first post. If there is an uncertainty, it is on your end.
– Mark L. Stone
Aug 3 at 12:08
It seems to me a definitional (notational) matter of if that's what you mean, rather than a matter of proof. What you describe is how I would interpret it.
– Mark L. Stone
Aug 2 at 18:47
It seems to me a definitional (notational) matter of if that's what you mean, rather than a matter of proof. What you describe is how I would interpret it.
– Mark L. Stone
Aug 2 at 18:47
@MarkL.Stone Didn't really understand your comment, can you rephrase it? :)
– JLagana
Aug 3 at 9:47
@MarkL.Stone Didn't really understand your comment, can you rephrase it? :)
– JLagana
Aug 3 at 9:47
This is a matter of hoe you define what you want to do. it is not a matter oif proof.
– Mark L. Stone
Aug 3 at 11:01
This is a matter of hoe you define what you want to do. it is not a matter oif proof.
– Mark L. Stone
Aug 3 at 11:01
@MarkL.Stone Now I understand your sentence, thanks. My goal is to obtain samples from $argmax f(x)$, where $f$ is a stochastic function. Could you point out what is ambiguous or unclear about my question so I can improve it?
– JLagana
Aug 3 at 12:01
@MarkL.Stone Now I understand your sentence, thanks. My goal is to obtain samples from $argmax f(x)$, where $f$ is a stochastic function. Could you point out what is ambiguous or unclear about my question so I can improve it?
– JLagana
Aug 3 at 12:01
I interpreted it as you described in your first post. If there is an uncertainty, it is on your end.
– Mark L. Stone
Aug 3 at 12:08
I interpreted it as you described in your first post. If there is an uncertainty, it is on your end.
– Mark L. Stone
Aug 3 at 12:08
add a comment |Â
active
oldest
votes
active
oldest
votes
active
oldest
votes
active
oldest
votes
active
oldest
votes
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
StackExchange.ready(
function ()
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f2870047%2fhow-to-obtain-samples-from-global-maximum-of-a-stochastic-function%23new-answer', 'question_page');
);
Post as a guest
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
It seems to me a definitional (notational) matter of if that's what you mean, rather than a matter of proof. What you describe is how I would interpret it.
– Mark L. Stone
Aug 2 at 18:47
@MarkL.Stone Didn't really understand your comment, can you rephrase it? :)
– JLagana
Aug 3 at 9:47
This is a matter of hoe you define what you want to do. it is not a matter oif proof.
– Mark L. Stone
Aug 3 at 11:01
@MarkL.Stone Now I understand your sentence, thanks. My goal is to obtain samples from $argmax f(x)$, where $f$ is a stochastic function. Could you point out what is ambiguous or unclear about my question so I can improve it?
– JLagana
Aug 3 at 12:01
I interpreted it as you described in your first post. If there is an uncertainty, it is on your end.
– Mark L. Stone
Aug 3 at 12:08