Convex Sum
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Convex Sum
In convex geometry and vector algebra, a convex combination is a linear combination of points (which can be vectors, scalars, or more generally points in an affine space) where all coefficients are non-negative and sum to 1. In other words, the operation is equivalent to a standard weighted average, but whose weights are expressed as a percent of the total weight, instead of as a fraction of the ''count'' of the weights as in a standard weighted average. More formally, given a finite number of points x_1, x_2, \dots, x_n in a real vector space, a convex combination of these points is a point of the form :\alpha_1x_1+\alpha_2x_2+\cdots+\alpha_nx_n where the real numbers \alpha_i satisfy \alpha_i\ge 0 and \alpha_1+\alpha_2+\cdots+\alpha_n=1. As a particular example, every convex combination of two points lies on the line segment between the points. A set is convex if it contains all convex combinations of its points. The convex hull of a given set of points is identica ...
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Convex Combination Illustration
Convex or convexity may refer to: Science and technology * Convex lens, in optics Mathematics * Convex set, containing the whole line segment that joins points ** Convex polygon, a polygon which encloses a convex set of points ** Convex polytope, a polytope with a convex set of points ** Convex metric space, a generalization of the convexity notion in abstract metric spaces * Convex function, when the line segment between any two points on the graph of the function lies above or on the graph * Convex conjugate, of a function * Convexity (algebraic geometry), a restrictive technical condition for algebraic varieties originally introduced to analyze Kontsevich moduli spaces Economics and finance * Convexity (finance), second derivatives in financial modeling generally * Convexity in economics * Bond convexity, a measure of the sensitivity of the duration of a bond to changes in interest rates * Convex preferences, an individual's ordering of various outcomes Other uses * Convex Com ...
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Convex Set
In geometry, a subset of a Euclidean space, or more generally an affine space over the reals, is convex if, given any two points in the subset, the subset contains the whole line segment that joins them. Equivalently, a convex set or a convex region is a subset that intersects every line into a single line segment (possibly empty). For example, a solid cube is a convex set, but anything that is hollow or has an indent, for example, a crescent shape, is not convex. The boundary of a convex set is always a convex curve. The intersection of all the convex sets that contain a given subset of Euclidean space is called the convex hull of . It is the smallest convex set containing . A convex function is a real-valued function defined on an interval with the property that its epigraph (the set of points on or above the graph of the function) is a convex set. Convex minimization is a subfield of optimization that studies the problem of minimizing convex functions over convex se ...
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Simplex
In geometry, a simplex (plural: simplexes or simplices) is a generalization of the notion of a triangle or tetrahedron to arbitrary dimensions. The simplex is so-named because it represents the simplest possible polytope in any given dimension. For example, * a 0-dimensional simplex is a point, * a 1-dimensional simplex is a line segment, * a 2-dimensional simplex is a triangle, * a 3-dimensional simplex is a tetrahedron, and * a 4-dimensional simplex is a 5-cell. Specifically, a ''k''-simplex is a ''k''-dimensional polytope which is the convex hull of its ''k'' + 1 vertices. More formally, suppose the ''k'' + 1 points u_0, \dots, u_k \in \mathbb^ are affinely independent, which means u_1 - u_0,\dots, u_k-u_0 are linearly independent. Then, the simplex determined by them is the set of points : C = \left\ This representation in terms of weighted vertices is known as the barycentric coordinate system. A regular simplex is a simplex that is also a regular polytope. A ...
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Carathéodory's Theorem (convex Hull)
Carathéodory's theorem is a theorem in convex geometry. It states that if a point x lies in the convex hull \mathrm(P) of a set P\subset \R^d, then x can be written as the convex combination of at most d+1 points in P. More sharply, x can be written as the convex combination of at most d+1 ''extremal'' points in P, as non-extremal points can be removed from P without changing the membership of ''x'' in the convex hull. Its equivalent theorem for conical combinations states that if a point x lies in the conical hull \mathrm(P) of a set P\subset \R^d, then x can be written as the conical combination of at most d points in P. The similar theorems of Helly and Radon are closely related to Carathéodory's theorem: the latter theorem can be used to prove the former theorems and vice versa. The result is named for Constantin Carathéodory, who proved the theorem in 1911 for the case when P is compact. In 1914 Ernst Steinitz expanded Carathéodory's theorem for arbitrary set. Exa ...
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Affine Hull
In mathematics, the affine hull or affine span of a set ''S'' in Euclidean space R''n'' is the smallest affine set containing ''S'', or equivalently, the intersection of all affine sets containing ''S''. Here, an ''affine set'' may be defined as the translation of a vector subspace. The affine hull aff(''S'') of ''S'' is the set of all affine combinations of elements of ''S'', that is, :\operatorname (S)=\left\. Examples *The affine hull of the empty set is the empty set. *The affine hull of a singleton (a set made of one single element) is the singleton itself. *The affine hull of a set of two different points is the line through them. *The affine hull of a set of three points not on one line is the plane going through them. *The affine hull of a set of four points not in a plane in R''3'' is the entire space R''3''. Properties For any subsets S, T \subseteq X * \operatorname(\operatorname S) = \operatorname S * \operatorname S is a closed set if X is finite dimensional. ...
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Field (mathematics)
In mathematics, a field is a set on which addition, subtraction, multiplication, and division are defined and behave as the corresponding operations on rational and real numbers do. A field is thus a fundamental algebraic structure which is widely used in algebra, number theory, and many other areas of mathematics. The best known fields are the field of rational numbers, the field of real numbers and the field of complex numbers. Many other fields, such as fields of rational functions, algebraic function fields, algebraic number fields, and ''p''-adic fields are commonly used and studied in mathematics, particularly in number theory and algebraic geometry. Most cryptographic protocols rely on finite fields, i.e., fields with finitely many elements. The relation of two fields is expressed by the notion of a field extension. Galois theory, initiated by Évariste Galois in the 1830s, is devoted to understanding the symmetries of field extensions. Among other results, thi ...
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Affine Combination
In mathematics, an affine combination of is a linear combination : \sum_^ = \alpha_ x_ + \alpha_ x_ + \cdots +\alpha_ x_, such that :\sum_^ =1. Here, can be elements ( vectors) of a vector space over a field , and the coefficients \alpha_ are elements of . The elements can also be points of a Euclidean space, and, more generally, of an affine space over a field . In this case the \alpha_ are elements of (or \mathbb R for a Euclidean space), and the affine combination is also a point. See for the definition in this case. This concept is fundamental in Euclidean geometry and affine geometry, because the set of all affine combinations of a set of points forms the smallest subspace containing the points, exactly as the linear combinations of a set of vectors form their linear span. The affine combinations commute with any affine transformation in the sense that : T\sum_^ = \sum_^. In particular, any affine combination of the fixed points of a given affine transformatio ...
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Weight Function
A weight function is a mathematical device used when performing a sum, integral, or average to give some elements more "weight" or influence on the result than other elements in the same set. The result of this application of a weight function is a weighted sum or weighted average. Weight functions occur frequently in statistics and analysis, and are closely related to the concept of a measure. Weight functions can be employed in both discrete and continuous settings. They can be used to construct systems of calculus called "weighted calculus" and "meta-calculus".Jane Grossma''Meta-Calculus: Differential and Integral'' , 1981. Discrete weights General definition In the discrete setting, a weight function w \colon A \to \R^+ is a positive function defined on a discrete set A, which is typically finite or countable. The weight function w(a) := 1 corresponds to the ''unweighted'' situation in which all elements have equal weight. One can then apply this weight to various concep ...
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Weighted Mean
The weighted arithmetic mean is similar to an ordinary arithmetic mean (the most common type of average), except that instead of each of the data points contributing equally to the final average, some data points contribute more than others. The notion of weighted mean plays a role in descriptive statistics and also occurs in a more general form in several other areas of mathematics. If all the weights are equal, then the weighted mean is the same as the arithmetic mean. While weighted means generally behave in a similar fashion to arithmetic means, they do have a few counterintuitive properties, as captured for instance in Simpson's paradox. Examples Basic example Given two school with 20 students, one with 30 test grades in each class as follows: :Morning class = :Afternoon class = The mean for the morning class is 80 and the mean of the afternoon class is 90. The unweighted mean of the two means is 85. However, this does not account for the difference in number of ...
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Displacement (vector)
In geometry and mechanics, a displacement is a vector whose length is the shortest distance from the initial to the final position of a point P undergoing motion. It quantifies both the distance and direction of the net or total motion along a straight line from the initial position to the final position of the point trajectory. A displacement may be identified with the translation that maps the initial position to the final position. A displacement may be also described as a '' relative position'' (resulting from the motion), that is, as the final position of a point relative to its initial position . The corresponding displacement vector can be defined as the difference between the final and initial positions: s = x_\textrm - x_\textrm = \Delta In considering motions of objects over time, the instantaneous velocity of the object is the rate of change of the displacement as a function of time. The instantaneous speed, then, is distinct from velocity, or the time rate of chan ...
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Conical Combination
Given a finite number of vectors x_1, x_2, \dots, x_n in a real vector space, a conical combination, conical sum, or weighted sum''Convex Analysis and Minimization Algorithms'' by Jean-Baptiste Hiriart-Urruty, Claude Lemaréchal, 1993, pp. 101, 102/ref>''Mathematical Programming'', by Melvyn W. Jeter (1986) p. 68/ref> of these vectors is a vector of the form : \alpha_1x_1+\alpha_2x_2+\cdots+\alpha_nx_n where \alpha_i are non-negative real numbers. The name derives from the fact that a conical sum of vectors defines a cone (possibly in a lower-dimensional subspace). Conical hull The set of all conical combinations for a given set ''S'' is called the conical hull of ''S'' and denoted ''cone''(''S'') or ''coni''(''S''). That is, :\operatorname (S)=\left\. By taking ''k'' = 0, it follows the zero vector (origin) belongs to all conical hulls (since the summation becomes an empty sum). The conical hull of a set ''S'' is a convex set. In fact, it is the intersection o ...
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Probability Density Function
In probability theory, a probability density function (PDF), or density of a continuous random variable, is a function whose value at any given sample (or point) in the sample space (the set of possible values taken by the random variable) can be interpreted as providing a ''relative likelihood'' that the value of the random variable would be close to that sample. Probability density is the probability per unit length, in other words, while the ''absolute likelihood'' for a continuous random variable to take on any particular value is 0 (since there is an infinite set of possible values to begin with), the value of the PDF at two different samples can be used to infer, in any particular draw of the random variable, how much more likely it is that the random variable would be close to one sample compared to the other sample. In a more precise sense, the PDF is used to specify the probability of the random variable falling ''within a particular range of values'', as opposed to ...
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