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.. _Probabilistic modeling:
Probabilistic modeling
======================
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Distributions
-------------
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.. image:: /auto_probabilistic_modeling/distributions/images/thumb/sphx_glr_plot_deconditioned_distribution_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_distributions_plot_deconditioned_distribution.py`
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Create a deconditioned distribution
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.. image:: /auto_probabilistic_modeling/distributions/images/thumb/sphx_glr_plot_create_your_own_dist_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_distributions_plot_create_your_own_dist.py`
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Create your own distribution given its quantile function
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.. image:: /auto_probabilistic_modeling/distributions/images/thumb/sphx_glr_plot_bayes_distribution_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_distributions_plot_bayes_distribution.py`
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Create a Joint by Conditioning distribution
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.. image:: /auto_probabilistic_modeling/distributions/images/thumb/sphx_glr_plot_create_extreme_value_distribution_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_distributions_plot_create_extreme_value_distribution.py`
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Create an extreme value distribution
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.. image:: /auto_probabilistic_modeling/distributions/images/thumb/sphx_glr_plot_create_and_draw_scalar_distributions_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_distributions_plot_create_and_draw_scalar_distributions.py`
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Create and draw scalar distributions
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.. image:: /auto_probabilistic_modeling/distributions/images/thumb/sphx_glr_plot_truncated_distribution_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_distributions_plot_truncated_distribution.py`
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Truncate a distribution
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.. image:: /auto_probabilistic_modeling/distributions/images/thumb/sphx_glr_plot_create_random_mixture_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_distributions_plot_create_random_mixture.py`
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Create a random mixture
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.. image:: /auto_probabilistic_modeling/distributions/images/thumb/sphx_glr_plot_generate_by_inversion_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_distributions_plot_generate_by_inversion.py`
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Generate random variates by inverting the CDF
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.. image:: /auto_probabilistic_modeling/distributions/images/thumb/sphx_glr_plot_deconditioned_random_vector_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_distributions_plot_deconditioned_random_vector.py`
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Create a deconditioned random vector
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.. image:: /auto_probabilistic_modeling/distributions/images/thumb/sphx_glr_plot_distribution_transformation_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_distributions_plot_distribution_transformation.py`
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Transform a distribution
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.. image:: /auto_probabilistic_modeling/distributions/images/thumb/sphx_glr_plot_overview_univariate_distributions_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_distributions_plot_overview_univariate_distributions.py`
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Overview of univariate distribution management
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.. image:: /auto_probabilistic_modeling/distributions/images/thumb/sphx_glr_plot_distribution_manipulation_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_distributions_plot_distribution_manipulation.py`
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Distribution manipulation
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.. image:: /auto_probabilistic_modeling/distributions/images/thumb/sphx_glr_plot_quick_start_guide_distributions_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_distributions_plot_quick_start_guide_distributions.py`
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Quick start guide to distributions
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.. image:: /auto_probabilistic_modeling/distributions/images/thumb/sphx_glr_plot_python_distribution_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_distributions_plot_python_distribution.py`
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Create a customized distribution or copula
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.. image:: /auto_probabilistic_modeling/distributions/images/thumb/sphx_glr_plot_mixture_distribution_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_distributions_plot_mixture_distribution.py`
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Create a mixture of distributions
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.. image:: /auto_probabilistic_modeling/distributions/images/thumb/sphx_glr_plot_create_draw_multivariate_distributions_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_distributions_plot_create_draw_multivariate_distributions.py`
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Create and draw multivariate distributions
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.. image:: /auto_probabilistic_modeling/distributions/images/thumb/sphx_glr_plot_point_conditional_distribution_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_distributions_plot_point_conditional_distribution.py`
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Create a Point Conditional Distribution
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.. image:: /auto_probabilistic_modeling/distributions/images/thumb/sphx_glr_plot_minimum_volume_level_sets_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_distributions_plot_minimum_volume_level_sets.py`
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Draw minimum volume level sets
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.. image:: /auto_probabilistic_modeling/distributions/images/thumb/sphx_glr_plot_posterior_distribution_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_distributions_plot_posterior_distribution.py`
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Compare frequentist and Bayesian estimation
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Copulas
-------
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.. image:: /auto_probabilistic_modeling/copulas/images/thumb/sphx_glr_plot_create_copula_thumb.png
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:ref:`sphx_glr_auto_probabilistic_modeling_copulas_plot_create_copula.py`
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Create a copula
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.. image:: /auto_probabilistic_modeling/copulas/images/thumb/sphx_glr_plot_extract_copula_thumb.png
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:ref:`sphx_glr_auto_probabilistic_modeling_copulas_plot_extract_copula.py`
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Extract the copula from a distribution
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.. image:: /auto_probabilistic_modeling/copulas/images/thumb/sphx_glr_plot_composed_copula_thumb.png
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:ref:`sphx_glr_auto_probabilistic_modeling_copulas_plot_composed_copula.py`
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Assemble copulas
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.. image:: /auto_probabilistic_modeling/copulas/images/thumb/sphx_glr_plot_ordinal_sum_copula_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_copulas_plot_ordinal_sum_copula.py`
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Create the ordinal sum of copulas
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Order Statistics
----------------
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.. image:: /auto_probabilistic_modeling/order_statistics/images/thumb/sphx_glr_plot_max_entropy_order_statistics_distribution_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_order_statistics_plot_max_entropy_order_statistics_distribution.py`
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Create a maximum entropy order statistics distribution
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.. image:: /auto_probabilistic_modeling/order_statistics/images/thumb/sphx_glr_plot_maximum_distribution_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_order_statistics_plot_maximum_distribution.py`
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Create the distribution of the maximum of distributions
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.. image:: /auto_probabilistic_modeling/order_statistics/images/thumb/sphx_glr_plot_order_statistics_distribution_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_order_statistics_plot_order_statistics_distribution.py`
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Compute the joint distribution of order statistics
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Random Vectors
--------------
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.. image:: /auto_probabilistic_modeling/random_vectors/images/thumb/sphx_glr_plot_composite_random_vector_thumb.png
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:ref:`sphx_glr_auto_probabilistic_modeling_random_vectors_plot_composite_random_vector.py`
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Composite random vector
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.. image:: /auto_probabilistic_modeling/random_vectors/images/thumb/sphx_glr_plot_random_vector_manipulation_thumb.png
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:ref:`sphx_glr_auto_probabilistic_modeling_random_vectors_plot_random_vector_manipulation.py`
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Create a random vector
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.. image:: /auto_probabilistic_modeling/random_vectors/images/thumb/sphx_glr_plot_ratio_of_uniforms_exploitation_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_random_vectors_plot_ratio_of_uniforms_exploitation.py`
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Use the Ratio of Uniforms algorithm to sample a distribution
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Stochastic Processes
--------------------
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.. image:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_functional_basis_process_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_functional_basis_process.py`
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Create a functional basis process
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.. image:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_add_trend_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_add_trend.py`
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Add a trend to a process
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.. image:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_parametric_spectral_density_thumb.png
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:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_parametric_spectral_density.py`
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Create a parametric spectral density function
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.. image:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_export_field_vtk_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_export_field_vtk.py`
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Export a field to VTK
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.. image:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_create_stationary_covmodel_thumb.png
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:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_create_stationary_covmodel.py`
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Create a stationary covariance model
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.. image:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_aggregated_process_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_aggregated_process.py`
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Aggregate processes
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.. image:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_white_noise_process_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_white_noise_process.py`
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Create a white noise process
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.. image:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_timeseries_manipulation_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_timeseries_manipulation.py`
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Manipulate a time series
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.. image:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_box_cox_transform_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_box_cox_transform.py`
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Use the Box-Cox transformation
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.. image:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_create_normal_process_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_create_normal_process.py`
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Create a Gaussian process
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.. image:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_random_walk_process_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_random_walk_process.py`
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Create a random walk process
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.. image:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_userdefined_spectral_model_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_userdefined_spectral_model.py`
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Create a spectral model
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.. image:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_field_manipulation_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_field_manipulation.py`
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Draw a field
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.. image:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_mix_rv_process_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_mix_rv_process.py`
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Create a process from random vectors and processes
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.. image:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_kronecker_covmodel_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_kronecker_covmodel.py`
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Sample trajectories from a Gaussian Process with correlated outputs
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.. image:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_userdefined_covariance_model_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_userdefined_covariance_model.py`
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Create a custom covariance model
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.. image:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_process_manipulation_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_process_manipulation.py`
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Manipulate stochastic processes
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.. image:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_discrete_markov_chain_process_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_discrete_markov_chain_process.py`
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Create a discrete Markov chain process
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.. image:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_create_and_manipulate_arma_process_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_create_and_manipulate_arma_process.py`
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Create and manipulate an ARMA process
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.. image:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_trend_transform_thumb.png
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:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_trend_transform.py`
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Trend computation
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.. image:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_gaussian_processes_comparison_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_gaussian_processes_comparison.py`
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Compare covariance models
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.. image:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_create_mesh_thumb.svg
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:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_create_mesh.py`
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Create a mesh
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.. toctree::
:hidden:
:includehidden:
/auto_probabilistic_modeling/distributions/index.rst
/auto_probabilistic_modeling/copulas/index.rst
/auto_probabilistic_modeling/order_statistics/index.rst
/auto_probabilistic_modeling/random_vectors/index.rst
/auto_probabilistic_modeling/stochastic_processes/index.rst