Projected Normal Distribution
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Projected Normal Distribution
In directional statistics, the projected normal distribution (also known as offset normal distribution, angular normal distribution or angular Gaussian distribution) is a probability distribution over directions that describes the radial projection of a random variable with n-variate normal distribution over the unit (n-1)-sphere. Definition and properties Given a random variable \boldsymbol X \in \R^n that follows a multivariate normal distribution \mathcal_n(\boldsymbol\mu,\, \boldsymbol\Sigma), the projected normal distribution \mathcal_n(\boldsymbol\mu, \boldsymbol\Sigma) represents the distribution of the random variable \boldsymbol Y = \frac obtained projecting \boldsymbol X over the unit sphere. In the general case, the projected normal distribution can be asymmetric and multimodal. In case \boldsymbol \mu is parallel to an eigenvector of \boldsymbol \Sigma, the distribution is symmetric. The first version of such distribution was introduced in Pukkila and Rao (198 ...
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Location Parameter
In statistics, a location parameter of a probability distribution is a scalar- or vector-valued parameter x_0, which determines the "location" or shift of the distribution. In the literature of location parameter estimation, the probability distributions with such parameter are found to be formally defined in one of the following equivalent ways: * either as having a probability density function or probability mass function f(x - x_0); or * having a cumulative distribution function F(x - x_0); or * being defined as resulting from the random variable transformation x_0 + X, where X is a random variable with a certain, possibly unknown, distribution. See also . A direct example of a location parameter is the parameter \mu of the normal distribution. To see this, note that the probability density function f(x , \mu, \sigma) of a normal distribution \mathcal(\mu,\sigma^2) can have the parameter \mu factored out and be written as: : g(x' = x - \mu , \sigma) = \frac \exp\left(-\f ...
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Tangent Space
In mathematics, the tangent space of a manifold is a generalization of to curves in two-dimensional space and to surfaces in three-dimensional space in higher dimensions. In the context of physics the tangent space to a manifold at a point can be viewed as the space of possible velocities for a particle moving on the manifold. Informal description In differential geometry, one can attach to every point x of a differentiable manifold a ''tangent space''—a real vector space that intuitively contains the possible directions in which one can tangentially pass through x . The elements of the tangent space at x are called the ''tangent vectors'' at x . This is a generalization of the notion of a vector, based at a given initial point, in a Euclidean space. The dimension of the tangent space at every point of a connected manifold is the same as that of the manifold itself. For example, if the given manifold is a 2 -sphere, then one can picture the tangent space at a point ...
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Cumulative Distribution Function
In probability theory and statistics, the cumulative distribution function (CDF) of a real-valued random variable X, or just distribution function of X, evaluated at x, is the probability that X will take a value less than or equal to x. Every probability distribution Support (measure theory), supported on the real numbers, discrete or "mixed" as well as Continuous variable, continuous, is uniquely identified by a right-continuous Monotonic function, monotone increasing function (a càdlàg function) F \colon \mathbb R \rightarrow [0,1] satisfying \lim_F(x)=0 and \lim_F(x)=1. In the case of a scalar continuous distribution, it gives the area under the probability density function from negative infinity to x. Cumulative distribution functions are also used to specify the distribution of multivariate random variables. Definition The cumulative distribution function of a real-valued random variable X is the function given by where the right-hand side represents the probability ...
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Probability Density Function
In probability theory, a probability density function (PDF), density function, or density of an absolutely continuous random variable, is a Function (mathematics), 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 equal 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. More precisely, the PDF is used to specify the probability of the random variable falling ''within ...
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Polar Coordinates
In mathematics, the polar coordinate system specifies a given point (mathematics), point in a plane (mathematics), plane by using a distance and an angle as its two coordinate system, coordinates. These are *the point's distance from a reference point called the ''pole'', and *the point's direction from the pole relative to the direction of the ''polar axis'', a ray (geometry), ray drawn from the pole. The distance from the pole is called the ''radial coordinate'', ''radial distance'' or simply ''radius'', and the angle is called the ''angular coordinate'', ''polar angle'', or ''azimuth''. The pole is analogous to the origin in a Cartesian coordinate system. Polar coordinates are most appropriate in any context where the phenomenon being considered is inherently tied to direction and length from a center point in a plane, such as spirals. Planar physical systems with bodies moving around a central point, or phenomena originating from a central point, are often simpler and more in ...
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Unit Circle
In mathematics, a unit circle is a circle of unit radius—that is, a radius of 1. Frequently, especially in trigonometry, the unit circle is the circle of radius 1 centered at the origin (0, 0) in the Cartesian coordinate system in the Euclidean plane. In topology, it is often denoted as because it is a one-dimensional unit -sphere. If is a point on the unit circle's circumference, then and are the lengths of the legs of a right triangle whose hypotenuse has length 1. Thus, by the Pythagorean theorem, and satisfy the equation x^2 + y^2 = 1. Since for all , and since the reflection of any point on the unit circle about the - or -axis is also on the unit circle, the above equation holds for all points on the unit circle, not only those in the first quadrant. The interior of the unit circle is called the open unit disk, while the interior of the unit circle combined with the unit circle itself is called the closed unit disk. One may also use other notions of "dis ...
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Gram Determinant
In linear algebra, the Gram matrix (or Gramian matrix, Gramian) of a set of vectors v_1,\dots, v_n in an inner product space is the Hermitian matrix of inner products, whose entries are given by the inner product G_ = \left\langle v_i, v_j \right\rangle., p.441, Theorem 7.2.10 If the vectors v_1,\dots, v_n are the columns of matrix X then the Gram matrix is X^\dagger X in the general case that the vector coordinates are complex numbers, which simplifies to X^\top X for the case that the vector coordinates are real numbers. An important application is to compute linear independence: a set of vectors are linearly independent if and only if the #Gram determinant, Gram determinant (the determinant of the Gram matrix) is non-zero. It is named after Jørgen Pedersen Gram. Examples For finite-dimensional real vectors in \mathbb^n with the usual Euclidean dot product, the Gram matrix is G = V^\top V, where V is a matrix whose columns are the vectors v_k and V^\top is its transpose whose r ...
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Parallelepiped
In geometry, a parallelepiped is a three-dimensional figure formed by six parallelograms (the term ''rhomboid'' is also sometimes used with this meaning). By analogy, it relates to a parallelogram just as a cube relates to a square. Three equivalent definitions of ''parallelepiped'' are *a hexahedron with three pairs of parallel faces, *a polyhedron with six faces (hexahedron), each of which is a parallelogram, and *a prism (geometry), prism of which the base is a parallelogram. The rectangular cuboid (six rectangular faces), cube (six square faces), and the rhombohedron (six rhombus faces) are all special cases of parallelepiped. "Parallelepiped" is now usually pronounced or ; traditionally it was because of its etymology in Ancient Greek, Greek παραλληλεπίπεδον ''parallelepipedon'' (with short -i-), a body "having parallel planes". Parallelepipeds are a subclass of the prismatoids. Properties Any of the three pairs of parallel faces can be viewed as the bas ...
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Circle Of Latitude
A circle of latitude or line of latitude on Earth is an abstract east–west small circle connecting all locations around Earth (ignoring elevation) at a given latitude coordinate line. Circles of latitude are often called parallels because they are Parallel (geometry), parallel to each other; that is, planes that contain any of these circles never Intersection, intersect each other. A location's position along a circle of latitude is given by its longitude. Circles of latitude are unlike circles of longitude, which are all great circles with the centre of Earth in the middle, as the circles of latitude get smaller as the distance from the Equator increases. Their length can be calculated by a common sine or cosine function. For example, the 60th parallel north or 60th parallel south, south is half as long as the Equator (disregarding Earth's minor flattening by 0.335%), stemming from \cos(60^) = 0.5. On the Mercator projection or on the Gall-Peters projection, a circle of la ...
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Jacobian Matrix
In vector calculus, the Jacobian matrix (, ) of a vector-valued function of several variables is the matrix of all its first-order partial derivatives. If this matrix is square, that is, if the number of variables equals the number of components of function values, then its determinant is called the Jacobian determinant. Both the matrix and (if applicable) the determinant are often referred to simply as the Jacobian. They are named after Carl Gustav Jacob Jacobi. The Jacobian matrix is the natural generalization to vector valued functions of several variables of the derivative and the differential of a usual function. This generalization includes generalizations of the inverse function theorem and the implicit function theorem, where the non-nullity of the derivative is replaced by the non-nullity of the Jacobian determinant, and the multiplicative inverse of the derivative is replaced by the inverse of the Jacobian matrix. The Jacobian determinant is fundamentally used f ...
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Riemann Integral
In the branch of mathematics known as real analysis, the Riemann integral, created by Bernhard Riemann, was the first rigorous definition of the integral of a function on an interval. It was presented to the faculty at the University of Göttingen in 1854, but not published in a journal until 1868. For many functions and practical applications, the Riemann integral can be evaluated by the fundamental theorem of calculus or approximated by numerical integration, or simulated using Monte Carlo integration. Overview Imagine you have a curve on a graph, and the curve stays above the x-axis between two points, a and b. The area under that curve, from a to b, is what we want to figure out. This area can be described as the set of all points (x, y) on the graph that follow these rules: a ≤ x ≤ b (the x-coordinate is between a and b) and 0 < y < f(x) (the y-coordinate is between 0 and the height of the curve f(x)). Mathematically, this region can be expressed in
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Linear Subspace
In mathematics, the term ''linear'' is used in two distinct senses for two different properties: * linearity of a ''function (mathematics), function'' (or ''mapping (mathematics), mapping''); * linearity of a ''polynomial''. An example of a linear function is the function defined by f(x)=(ax,bx) that maps the real line to a line in the Euclidean plane R2 that passes through the origin. An example of a linear polynomial in the variables X, Y and Z is aX+bY+cZ+d. Linearity of a mapping is closely related to ''Proportionality (mathematics), proportionality''. Examples in physics include the linear relationship of voltage and Electric current, current in an electrical conductor (Ohm's law), and the relationship of mass and weight. By contrast, more complicated relationships, such as between velocity and kinetic energy, are ''Nonlinear system, nonlinear''. Generalized for functions in more than one dimension (mathematics), dimension, linearity means the property of a function of b ...
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