:orphan:
.. _sphx_glr_auto_probabilistic_modeling:
.. _Probabilistic modeling:
Probabilistic modeling
======================
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.. _sphx_glr_auto_probabilistic_modeling_distributions:
.. _Distributions:
Distributions
-------------
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.. figure:: /auto_probabilistic_modeling/distributions/images/thumb/sphx_glr_plot_create_your_own_dist_thumb.png
:alt: Create your own distribution given its quantile function
:ref:`sphx_glr_auto_probabilistic_modeling_distributions_plot_create_your_own_dist.py`
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.. toctree::
:hidden:
/auto_probabilistic_modeling/distributions/plot_create_your_own_dist
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.. figure:: /auto_probabilistic_modeling/distributions/images/thumb/sphx_glr_plot_maximum_distribution_thumb.png
:alt: Create the distribution of the maximum of independent distributions
:ref:`sphx_glr_auto_probabilistic_modeling_distributions_plot_maximum_distribution.py`
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.. toctree::
:hidden:
/auto_probabilistic_modeling/distributions/plot_maximum_distribution
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.. figure:: /auto_probabilistic_modeling/distributions/images/thumb/sphx_glr_plot_order_statistics_distribution_thumb.png
:alt: Create a maximum entropy statistics distribution
:ref:`sphx_glr_auto_probabilistic_modeling_distributions_plot_order_statistics_distribution.py`
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.. toctree::
:hidden:
/auto_probabilistic_modeling/distributions/plot_order_statistics_distribution
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.. figure:: /auto_probabilistic_modeling/distributions/images/thumb/sphx_glr_plot_conditional_random_vector_thumb.png
:alt: Create a conditional random vector
:ref:`sphx_glr_auto_probabilistic_modeling_distributions_plot_conditional_random_vector.py`
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.. toctree::
:hidden:
/auto_probabilistic_modeling/distributions/plot_conditional_random_vector
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.. figure:: /auto_probabilistic_modeling/distributions/images/thumb/sphx_glr_plot_conditional_distribution_thumb.png
:alt: Create a conditional distribution
:ref:`sphx_glr_auto_probabilistic_modeling_distributions_plot_conditional_distribution.py`
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.. toctree::
:hidden:
/auto_probabilistic_modeling/distributions/plot_conditional_distribution
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.. only:: html
.. figure:: /auto_probabilistic_modeling/distributions/images/thumb/sphx_glr_plot_bayes_distribution_thumb.png
:alt: Create a Bayes distribution
:ref:`sphx_glr_auto_probabilistic_modeling_distributions_plot_bayes_distribution.py`
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.. toctree::
:hidden:
/auto_probabilistic_modeling/distributions/plot_bayes_distribution
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.. only:: html
.. figure:: /auto_probabilistic_modeling/distributions/images/thumb/sphx_glr_plot_mixture_distribution_thumb.png
:alt: Create a mixture of PDFs
:ref:`sphx_glr_auto_probabilistic_modeling_distributions_plot_mixture_distribution.py`
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.. toctree::
:hidden:
/auto_probabilistic_modeling/distributions/plot_mixture_distribution
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.. only:: html
.. figure:: /auto_probabilistic_modeling/distributions/images/thumb/sphx_glr_plot_create_extreme_value_distribution_thumb.png
:alt: Create an extreme value distribution
:ref:`sphx_glr_auto_probabilistic_modeling_distributions_plot_create_extreme_value_distribution.py`
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.. toctree::
:hidden:
/auto_probabilistic_modeling/distributions/plot_create_extreme_value_distribution
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.. only:: html
.. figure:: /auto_probabilistic_modeling/distributions/images/thumb/sphx_glr_plot_create_and_draw_scalar_distributions_thumb.png
:alt: Create and draw scalar distributions
:ref:`sphx_glr_auto_probabilistic_modeling_distributions_plot_create_and_draw_scalar_distributions.py`
.. raw:: html
.. toctree::
:hidden:
/auto_probabilistic_modeling/distributions/plot_create_and_draw_scalar_distributions
.. raw:: html
.. only:: html
.. figure:: /auto_probabilistic_modeling/distributions/images/thumb/sphx_glr_plot_create_random_mixture_thumb.png
:alt: Create a random mixture
:ref:`sphx_glr_auto_probabilistic_modeling_distributions_plot_create_random_mixture.py`
.. raw:: html
.. toctree::
:hidden:
/auto_probabilistic_modeling/distributions/plot_create_random_mixture
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.. only:: html
.. figure:: /auto_probabilistic_modeling/distributions/images/thumb/sphx_glr_plot_truncated_distribution_thumb.png
:alt: Truncate a distribution
:ref:`sphx_glr_auto_probabilistic_modeling_distributions_plot_truncated_distribution.py`
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.. toctree::
:hidden:
/auto_probabilistic_modeling/distributions/plot_truncated_distribution
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.. only:: html
.. figure:: /auto_probabilistic_modeling/distributions/images/thumb/sphx_glr_plot_generate_by_inversion_thumb.png
:alt: Generate random variates by inverting the CDF
:ref:`sphx_glr_auto_probabilistic_modeling_distributions_plot_generate_by_inversion.py`
.. raw:: html
.. toctree::
:hidden:
/auto_probabilistic_modeling/distributions/plot_generate_by_inversion
.. raw:: html
.. only:: html
.. figure:: /auto_probabilistic_modeling/distributions/images/thumb/sphx_glr_plot_create_draw_multivariate_distributions_thumb.png
:alt: Create and draw multivariate distributions
:ref:`sphx_glr_auto_probabilistic_modeling_distributions_plot_create_draw_multivariate_distributions.py`
.. raw:: html
.. toctree::
:hidden:
/auto_probabilistic_modeling/distributions/plot_create_draw_multivariate_distributions
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.. only:: html
.. figure:: /auto_probabilistic_modeling/distributions/images/thumb/sphx_glr_plot_overview_univariate_distributions_thumb.png
:alt: Overview of univariate distribution management
:ref:`sphx_glr_auto_probabilistic_modeling_distributions_plot_overview_univariate_distributions.py`
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.. toctree::
:hidden:
/auto_probabilistic_modeling/distributions/plot_overview_univariate_distributions
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.. only:: html
.. figure:: /auto_probabilistic_modeling/distributions/images/thumb/sphx_glr_plot_distribution_transformation_thumb.png
:alt: Transform a distribution
:ref:`sphx_glr_auto_probabilistic_modeling_distributions_plot_distribution_transformation.py`
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.. toctree::
:hidden:
/auto_probabilistic_modeling/distributions/plot_distribution_transformation
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.. only:: html
.. figure:: /auto_probabilistic_modeling/distributions/images/thumb/sphx_glr_plot_distribution_manipulation_thumb.png
:alt: Distribution manipulation
:ref:`sphx_glr_auto_probabilistic_modeling_distributions_plot_distribution_manipulation.py`
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.. toctree::
:hidden:
/auto_probabilistic_modeling/distributions/plot_distribution_manipulation
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.. only:: html
.. figure:: /auto_probabilistic_modeling/distributions/images/thumb/sphx_glr_plot_quick_start_guide_distributions_thumb.png
:alt: Quick start guide
:ref:`sphx_glr_auto_probabilistic_modeling_distributions_plot_quick_start_guide_distributions.py`
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.. toctree::
:hidden:
/auto_probabilistic_modeling/distributions/plot_quick_start_guide_distributions
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.. only:: html
.. figure:: /auto_probabilistic_modeling/distributions/images/thumb/sphx_glr_plot_python_distribution_thumb.png
:alt: Create a customized distribution or copula
:ref:`sphx_glr_auto_probabilistic_modeling_distributions_plot_python_distribution.py`
.. raw:: html
.. toctree::
:hidden:
/auto_probabilistic_modeling/distributions/plot_python_distribution
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.. only:: html
.. figure:: /auto_probabilistic_modeling/distributions/images/thumb/sphx_glr_plot_minimum_volume_level_sets_thumb.png
:alt: Draw minimum volume level sets
:ref:`sphx_glr_auto_probabilistic_modeling_distributions_plot_minimum_volume_level_sets.py`
.. raw:: html
.. toctree::
:hidden:
/auto_probabilistic_modeling/distributions/plot_minimum_volume_level_sets
.. raw:: html
.. _sphx_glr_auto_probabilistic_modeling_copulas:
.. _CopulasExamples:
Copulas
-------
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.. only:: html
.. figure:: /auto_probabilistic_modeling/copulas/images/thumb/sphx_glr_plot_create_copula_thumb.png
:alt: Create a copula
:ref:`sphx_glr_auto_probabilistic_modeling_copulas_plot_create_copula.py`
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.. toctree::
:hidden:
/auto_probabilistic_modeling/copulas/plot_create_copula
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.. only:: html
.. figure:: /auto_probabilistic_modeling/copulas/images/thumb/sphx_glr_plot_extract_copula_thumb.png
:alt: Extract the copula from a distribution
:ref:`sphx_glr_auto_probabilistic_modeling_copulas_plot_extract_copula.py`
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.. toctree::
:hidden:
/auto_probabilistic_modeling/copulas/plot_extract_copula
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.. only:: html
.. figure:: /auto_probabilistic_modeling/copulas/images/thumb/sphx_glr_plot_composed_copula_thumb.png
:alt: Assemble copulas
:ref:`sphx_glr_auto_probabilistic_modeling_copulas_plot_composed_copula.py`
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.. toctree::
:hidden:
/auto_probabilistic_modeling/copulas/plot_composed_copula
.. raw:: html
.. only:: html
.. figure:: /auto_probabilistic_modeling/copulas/images/thumb/sphx_glr_plot_ordinal_sum_copula_thumb.png
:alt: Create the ordinal sum of copulas
:ref:`sphx_glr_auto_probabilistic_modeling_copulas_plot_ordinal_sum_copula.py`
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.. toctree::
:hidden:
/auto_probabilistic_modeling/copulas/plot_ordinal_sum_copula
.. raw:: html
.. _sphx_glr_auto_probabilistic_modeling_random_vectors:
.. _RandomVectorsExamples:
Random Vectors
--------------
.. raw:: html
.. only:: html
.. figure:: /auto_probabilistic_modeling/random_vectors/images/thumb/sphx_glr_plot_composite_random_vector_thumb.png
:alt: Composite random vector
:ref:`sphx_glr_auto_probabilistic_modeling_random_vectors_plot_composite_random_vector.py`
.. raw:: html
.. toctree::
:hidden:
/auto_probabilistic_modeling/random_vectors/plot_composite_random_vector
.. raw:: html
.. only:: html
.. figure:: /auto_probabilistic_modeling/random_vectors/images/thumb/sphx_glr_plot_random_vector_manipulation_thumb.png
:alt: Create a random vector
:ref:`sphx_glr_auto_probabilistic_modeling_random_vectors_plot_random_vector_manipulation.py`
.. raw:: html
.. toctree::
:hidden:
/auto_probabilistic_modeling/random_vectors/plot_random_vector_manipulation
.. raw:: html
.. only:: html
.. figure:: /auto_probabilistic_modeling/random_vectors/images/thumb/sphx_glr_plot_python_randomvector_thumb.png
:alt: Create a random vector
:ref:`sphx_glr_auto_probabilistic_modeling_random_vectors_plot_python_randomvector.py`
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.. toctree::
:hidden:
/auto_probabilistic_modeling/random_vectors/plot_python_randomvector
.. raw:: html
.. _sphx_glr_auto_probabilistic_modeling_stochastic_processes:
.. _Stochastic processes:
Stochastic_processes
--------------------
.. raw:: html
.. only:: html
.. figure:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_functional_basis_process_thumb.png
:alt: Create a functional basis process
:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_functional_basis_process.py`
.. raw:: html
.. toctree::
:hidden:
/auto_probabilistic_modeling/stochastic_processes/plot_functional_basis_process
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.. only:: html
.. figure:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_add_trend_thumb.png
:alt: Add a trend to a process
:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_add_trend.py`
.. raw:: html
.. toctree::
:hidden:
/auto_probabilistic_modeling/stochastic_processes/plot_add_trend
.. raw:: html
.. only:: html
.. figure:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_export_field_vtk_thumb.png
:alt: Export a field to VTK
:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_export_field_vtk.py`
.. raw:: html
.. toctree::
:hidden:
/auto_probabilistic_modeling/stochastic_processes/plot_export_field_vtk
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.. only:: html
.. figure:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_parametric_spectral_density_thumb.png
:alt: Create a parametric spectral density function
:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_parametric_spectral_density.py`
.. raw:: html
.. toctree::
:hidden:
/auto_probabilistic_modeling/stochastic_processes/plot_parametric_spectral_density
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.. only:: html
.. figure:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_gaussian_process_covariance_hmat_thumb.png
:alt: Create a gaussian process from a cov. model using HMatrix
:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_gaussian_process_covariance_hmat.py`
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.. toctree::
:hidden:
/auto_probabilistic_modeling/stochastic_processes/plot_gaussian_process_covariance_hmat
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.. only:: html
.. figure:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_aggregated_process_thumb.png
:alt: Aggregate processes
:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_aggregated_process.py`
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.. toctree::
:hidden:
/auto_probabilistic_modeling/stochastic_processes/plot_aggregated_process
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.. only:: html
.. figure:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_create_stationary_covmodel_thumb.png
:alt: Create a stationary covariance model
:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_create_stationary_covmodel.py`
.. raw:: html
.. toctree::
:hidden:
/auto_probabilistic_modeling/stochastic_processes/plot_create_stationary_covmodel
.. raw:: html
.. only:: html
.. figure:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_white_noise_process_thumb.png
:alt: Create a white noise process
:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_white_noise_process.py`
.. raw:: html
.. toctree::
:hidden:
/auto_probabilistic_modeling/stochastic_processes/plot_white_noise_process
.. raw:: html
.. only:: html
.. figure:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_userdefined_covariance_model_thumb.png
:alt: Create a custom covariance model
:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_userdefined_covariance_model.py`
.. raw:: html
.. toctree::
:hidden:
/auto_probabilistic_modeling/stochastic_processes/plot_userdefined_covariance_model
.. raw:: html
.. only:: html
.. figure:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_discrete_markov_chain_process_thumb.png
:alt: Create a discrete Markov chain process
:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_discrete_markov_chain_process.py`
.. raw:: html
.. toctree::
:hidden:
/auto_probabilistic_modeling/stochastic_processes/plot_discrete_markov_chain_process
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.. only:: html
.. figure:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_box_cox_transform_thumb.png
:alt: Use the Box-Cox transformation
:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_box_cox_transform.py`
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.. toctree::
:hidden:
/auto_probabilistic_modeling/stochastic_processes/plot_box_cox_transform
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.. only:: html
.. figure:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_timeseries_manipulation_thumb.png
:alt: Manipulate a time series
:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_timeseries_manipulation.py`
.. raw:: html
.. toctree::
:hidden:
/auto_probabilistic_modeling/stochastic_processes/plot_timeseries_manipulation
.. raw:: html
.. only:: html
.. figure:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_user_stationary_covmodel_thumb.png
:alt: Create a stationary covariance model
:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_user_stationary_covmodel.py`
.. raw:: html
.. toctree::
:hidden:
/auto_probabilistic_modeling/stochastic_processes/plot_user_stationary_covmodel
.. raw:: html
.. only:: html
.. figure:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_create_normal_process_thumb.png
:alt: Create a normal process
:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_create_normal_process.py`
.. raw:: html
.. toctree::
:hidden:
/auto_probabilistic_modeling/stochastic_processes/plot_create_normal_process
.. raw:: html
.. only:: html
.. figure:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_random_walk_process_thumb.png
:alt: Create a random walk process
:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_random_walk_process.py`
.. raw:: html
.. toctree::
:hidden:
/auto_probabilistic_modeling/stochastic_processes/plot_random_walk_process
.. raw:: html
.. only:: html
.. figure:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_userdefined_spectral_model_thumb.png
:alt: Create a spectral model
:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_userdefined_spectral_model.py`
.. raw:: html
.. toctree::
:hidden:
/auto_probabilistic_modeling/stochastic_processes/plot_userdefined_spectral_model
.. raw:: html
.. only:: html
.. figure:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_field_manipulation_thumb.png
:alt: Draw a field
:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_field_manipulation.py`
.. raw:: html
.. toctree::
:hidden:
/auto_probabilistic_modeling/stochastic_processes/plot_field_manipulation
.. raw:: html
.. only:: html
.. figure:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_mix_rv_process_thumb.png
:alt: Create a process from random vectors and processes
:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_mix_rv_process.py`
.. raw:: html
.. toctree::
:hidden:
/auto_probabilistic_modeling/stochastic_processes/plot_mix_rv_process
.. raw:: html
.. only:: html
.. figure:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_kronecker_covmodel_thumb.png
:alt: Sample trajectories from a Gaussian Process with correlated outputs
:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_kronecker_covmodel.py`
.. raw:: html
.. toctree::
:hidden:
/auto_probabilistic_modeling/stochastic_processes/plot_kronecker_covmodel
.. raw:: html
.. only:: html
.. figure:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_process_manipulation_thumb.png
:alt: Draw fields
:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_process_manipulation.py`
.. raw:: html
.. toctree::
:hidden:
/auto_probabilistic_modeling/stochastic_processes/plot_process_manipulation
.. raw:: html
.. only:: html
.. figure:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_create_and_manipulate_arma_process_thumb.png
:alt: Create and manipulate an ARMA process
:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_create_and_manipulate_arma_process.py`
.. raw:: html
.. toctree::
:hidden:
/auto_probabilistic_modeling/stochastic_processes/plot_create_and_manipulate_arma_process
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.. only:: html
.. figure:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_trend_transform_thumb.png
:alt: Trend computation
:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_trend_transform.py`
.. raw:: html
.. toctree::
:hidden:
/auto_probabilistic_modeling/stochastic_processes/plot_trend_transform
.. raw:: html
.. only:: html
.. figure:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_gaussian_processes_comparison_thumb.png
:alt: Compare covariance models
:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_gaussian_processes_comparison.py`
.. raw:: html
.. toctree::
:hidden:
/auto_probabilistic_modeling/stochastic_processes/plot_gaussian_processes_comparison
.. raw:: html
.. only:: html
.. figure:: /auto_probabilistic_modeling/stochastic_processes/images/thumb/sphx_glr_plot_create_mesh_thumb.png
:alt: Create a mesh
:ref:`sphx_glr_auto_probabilistic_modeling_stochastic_processes_plot_create_mesh.py`
.. raw:: html
.. toctree::
:hidden:
/auto_probabilistic_modeling/stochastic_processes/plot_create_mesh
.. raw:: html
.. only :: html
.. container:: sphx-glr-footer
:class: sphx-glr-footer-gallery
.. container:: sphx-glr-download sphx-glr-download-python
:download:`Download all examples in Python source code: auto_probabilistic_modeling_python.zip `
.. container:: sphx-glr-download sphx-glr-download-jupyter
:download:`Download all examples in Jupyter notebooks: auto_probabilistic_modeling_jupyter.zip `