Patent ID: 9672193
Date: 2017-06-06
CPC Classifications: G06F,G06N

Claim:
1. A computer-program product tangibly embodied in a non-transitory machine-readable storage medium, the computer-program product including, instructions operable to cause a computing device to perform operations including: order a plurality of un-normalized probability density functions (PDFs) by an un-normalized PDF value of each un-normalized PDF, wherein the plurality of un-normalized PDFs provides an approximation of a chain of draws of a set of simulated samples that have been generated from and provide an approximate representation of a probability distribution, wherein each draw comprises multiple parameters, and wherein the un-normalized PDF values of the plurality of un-normalized PDFs proportionally map to parameter values of the multiple parameters of the draws within the chain of draws; select a subset of the plurality of un-normalized PDFs based on the subset of the plurality of un-normalized PDFs having un-normalized PDF values that correspond to specified iso-probability surfaces which map to a subset of the parameter values that are to be included in a subset of the set of simulated samples; and transmit to another computing device an indication of at least one draw within the chain of draws comprising parameters having parameter values to include in the subset of the set of simulated samples, wherein the indication identifies the at least one draw by referring, to at least one un-normalized PDF of the plurality of un-normalized PDFs associated with the at least one draw.