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P-norm
In mathematics, the spaces are function spaces defined using a natural generalization of the -norm for finite-dimensional vector spaces. They are sometimes called Lebesgue spaces, named after Henri Lebesgue , although according to the Bourbaki group they were first introduced by Frigyes Riesz . spaces form an important class of Banach spaces in functional analysis, and of topological vector spaces. Because of their key role in the mathematical analysis of measure and probability spaces, Lebesgue spaces are used also in the theoretical discussion of problems in physics, statistics, economics, finance, engineering, and other disciplines. Applications Statistics In statistics, measures of central tendency and statistical dispersion, such as the mean, median, and standard deviation, are defined in terms of metrics, and measures of central tendency can be characterized as solutions to variational problems. In penalized regression, "L1 penalty" and "L2 penalty" refer to pe ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Norm (mathematics)
In mathematics, a norm is a function from a real or complex vector space to the non-negative real numbers that behaves in certain ways like the distance from the origin: it commutes with scaling, obeys a form of the triangle inequality, and is zero only at the origin. In particular, the Euclidean distance of a vector from the origin is a norm, called the Euclidean norm, or 2-norm, which may also be defined as the square root of the inner product of a vector with itself. A seminorm satisfies the first two properties of a norm, but may be zero for vectors other than the origin. A vector space with a specified norm is called a normed vector space. In a similar manner, a vector space with a seminorm is called a ''seminormed vector space''. The term pseudonorm has been used for several related meanings. It may be a synonym of "seminorm". A pseudonorm may satisfy the same axioms as a norm, with the equality replaced by an inequality "\,\leq\," in the homogeneity axiom. It ca ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Central Tendency
In statistics, a central tendency (or measure of central tendency) is a central or typical value for a probability distribution.Weisberg H.F (1992) ''Central Tendency and Variability'', Sage University Paper Series on Quantitative Applications in the Social Sciences, p.2 Colloquially, measures of central tendency are often called '' averages.'' The term ''central tendency'' dates from the late 1920s. The most common measures of central tendency are the arithmetic mean, the median, and the mode. A middle tendency can be calculated for either a finite set of values or for a theoretical distribution, such as the normal distribution. Occasionally authors use central tendency to denote "the tendency of quantitative data to cluster around some central value."Upton, G.; Cook, I. (2008) ''Oxford Dictionary of Statistics'', OUP (entry for "central tendency")Dodge, Y. (2003) ''The Oxford Dictionary of Statistical Terms'', OUP for International Statistical Institute. (entry for "c ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Vector Space
In mathematics and physics, a vector space (also called a linear space) is a set whose elements, often called '' vectors'', may be added together and multiplied ("scaled") by numbers called '' scalars''. Scalars are often real numbers, but can be complex numbers or, more generally, elements of any field. The operations of vector addition and scalar multiplication must satisfy certain requirements, called ''vector axioms''. The terms real vector space and complex vector space are often used to specify the nature of the scalars: real coordinate space or complex coordinate space. Vector spaces generalize Euclidean vectors, which allow modeling of physical quantities, such as forces and velocity, that have not only a magnitude, but also a direction. The concept of vector spaces is fundamental for linear algebra, together with the concept of matrix, which allows computing in vector spaces. This provides a concise and synthetic way for manipulating and studying systems of li ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Central Tendency
In statistics, a central tendency (or measure of central tendency) is a central or typical value for a probability distribution.Weisberg H.F (1992) ''Central Tendency and Variability'', Sage University Paper Series on Quantitative Applications in the Social Sciences, p.2 Colloquially, measures of central tendency are often called '' averages.'' The term ''central tendency'' dates from the late 1920s. The most common measures of central tendency are the arithmetic mean, the median, and the mode. A middle tendency can be calculated for either a finite set of values or for a theoretical distribution, such as the normal distribution. Occasionally authors use central tendency to denote "the tendency of quantitative data to cluster around some central value."Upton, G.; Cook, I. (2008) ''Oxford Dictionary of Statistics'', OUP (entry for "central tendency")Dodge, Y. (2003) ''The Oxford Dictionary of Statistical Terms'', OUP for International Statistical Institute. (entry for "c ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Periodic Functions
A periodic function is a function that repeats its values at regular intervals. For example, the trigonometric functions, which repeat at intervals of 2\pi radians, are periodic functions. Periodic functions are used throughout science to describe oscillations, waves, and other phenomena that exhibit periodicity. Any function that is not periodic is called aperiodic. Definition A function is said to be periodic if, for some nonzero constant , it is the case that :f(x+P) = f(x) for all values of in the domain. A nonzero constant for which this is the case is called a period of the function. If there exists a least positive constant with this property, it is called the fundamental period (also primitive period, basic period, or prime period.) Often, "the" period of a function is used to mean its fundamental period. A function with period will repeat on intervals of length , and these intervals are sometimes also referred to as periods of the function. Geometrically, ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
LASSO
A lasso ( or ), also called lariat, riata, or reata (all from Castilian, la reata 're-tied rope'), is a loop of rope designed as a restraint to be thrown around a target and tightened when pulled. It is a well-known tool of the Spanish and Mexican cowboy, then adopted by the cowboys of the United States. The word is also a verb; ''to lasso'' is to throw the loop of rope around something. Overview A lasso is made from stiff rope so that the noose stays open when the lasso is thrown. It also allows the cowboy to easily open up the noose from horseback to release the cattle because the rope is stiff enough to be pushed a little. A high quality lasso is weighted for better handling. The lariat has a small reinforced loop at one end, called a ''honda'' or ''hondo'', through which the rope passes to form a loop. The ''honda'' can be formed by a honda knot (or another loop knot), an eye splice, a seizing, rawhide, or a metal ring. The other end is sometimes tied simply in ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Tikhonov Regularization
Ridge regression is a method of estimating the coefficients of multiple- regression models in scenarios where the independent variables are highly correlated. It has been used in many fields including econometrics, chemistry, and engineering. Also known as Tikhonov regularization, named for Andrey Tikhonov, it is a method of regularization of ill-posed problems. It is particularly useful to mitigate the problem of multicollinearity in linear regression, which commonly occurs in models with large numbers of parameters. In general, the method provides improved efficiency in parameter estimation problems in exchange for a tolerable amount of bias (see bias–variance tradeoff). The theory was first introduced by Hoerl and Kennard in 1970 in their '' Technometrics'' papers “RIDGE regressions: biased estimation of nonorthogonal problems” and “RIDGE regressions: applications in nonorthogonal problems”. This was the result of ten years of research into the field of ridge a ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Elastic Net Regularization
In statistics and, in particular, in the fitting of linear or logistic regression models, the elastic net is a regularized regression method that linearly combines the L1 and L2 penalties of the lasso and ridge methods. Specification The elastic net method overcomes the limitations of the LASSO (least absolute shrinkage and selection operator) method which uses a penalty function based on :\, \beta\, _1 = \textstyle \sum_^p , \beta_j, . Use of this penalty function has several limitations. For example, in the "large ''p'', small ''n''" case (high-dimensional data with few examples), the LASSO selects at most n variables before it saturates. Also if there is a group of highly correlated variables, then the LASSO tends to select one variable from a group and ignore the others. To overcome these limitations, the elastic net adds a quadratic part (\, \beta\, ^2) to the penalty, which when used alone is ridge regression (known also as Tikhonov regularization). The estimates from ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Fourier Transform
A Fourier transform (FT) is a mathematical transform that decomposes functions into frequency components, which are represented by the output of the transform as a function of frequency. Most commonly functions of time or space are transformed, which will output a function depending on temporal frequency or spatial frequency respectively. That process is also called ''analysis''. An example application would be decomposing the waveform of a musical chord into terms of the intensity of its constituent pitches. The term ''Fourier transform'' refers to both the frequency domain representation and the mathematical operation that associates the frequency domain representation to a function of space or time. The Fourier transform of a function is a complex-valued function representing the complex sinusoids that comprise the original function. For each frequency, the magnitude ( absolute value) of the complex value represents the amplitude of a constituent complex sinusoid wi ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Riesz–Thorin Theorem
In mathematics, the Riesz–Thorin theorem, often referred to as the Riesz–Thorin interpolation theorem or the Riesz–Thorin convexity theorem, is a result about ''interpolation of operators''. It is named after Marcel Riesz and his student G. Olof Thorin. This theorem bounds the norms of linear maps acting between spaces. Its usefulness stems from the fact that some of these spaces have rather simpler structure than others. Usually that refers to which is a Hilbert space, or to and . Therefore one may prove theorems about the more complicated cases by proving them in two simple cases and then using the Riesz–Thorin theorem to pass from the simple cases to the complicated cases. The Marcinkiewicz theorem is similar but applies also to a class of non-linear maps. Motivation First we need the following definition: :Definition. Let be two numbers such that . Then for define by: . By splitting up the function in as the product and applying Hölder's inequality to i ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Fourier Series
A Fourier series () is a summation of harmonically related sinusoidal functions, also known as components or harmonics. The result of the summation is a periodic function whose functional form is determined by the choices of cycle length (or ''period''), the number of components, and their amplitudes and phase parameters. With appropriate choices, one cycle (or ''period'') of the summation can be made to approximate an arbitrary function in that interval (or the entire function if it too is periodic). The number of components is theoretically infinite, in which case the other parameters can be chosen to cause the series to converge to almost any ''well behaved'' periodic function (see Pathological and Dirichlet–Jordan test). The components of a particular function are determined by ''analysis'' techniques described in this article. Sometimes the components are known first, and the unknown function is ''synthesized'' by a Fourier series. Such is the case of a discrete-t ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Taxicab Geometry
A taxicab geometry or a Manhattan geometry is a geometry whose usual distance function or metric of Euclidean geometry is replaced by a new metric in which the distance between two points is the sum of the absolute differences of their Cartesian coordinates. The taxicab metric is also known as rectilinear distance, ''L''1 distance, ''L''1 distance or \ell_1 norm (see ''Lp'' space), snake distance, city block distance, Manhattan distance or Manhattan length. The latter names refer to the rectilinear street layout on the island of Manhattan, where the shortest path a taxi travels between two points is the sum of the absolute values of distances that it travels on avenues and on streets. The geometry has been used in regression analysis since the 18th century, and is often referred to as LASSO. The geometric interpretation dates to non-Euclidean geometry of the 19th century and is due to Hermann Minkowski. In \mathbb^2 , the taxicab distance between two points (x_1, y_1) and (x_2, ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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