This document explores iteration of the quadratic logistic map equation f(x) = ax(1-x) through various methods. It finds the fixed points and critical point of the equation. Cobweb plots are used to visualize the behavior of iterations for different values of a and x0, finding cases where the fixed points are attractors or repellers. A Feigenbaum diagram shows the emergence of periodic cycles and eventually chaos as a increases. While the behavior is predictable for a < 3, beyond this value it bifurcates into multiple branches representing complex periodic behavior before descending into chaos.
The Metropolis Hastings algorithm is an MCMC method for obtaining a sequence of samples from a probability distribution when direct sampling is difficult. It constructs a Markov chain that has the desired target distribution as its stationary distribution. At each step, a candidate sample is generated and either accepted, replacing the current state, or rejected, keeping the current state. The acceptance ratio is determined by the ratio of probabilities of the candidate and current states. The algorithm is a generalization of the Metropolis algorithm that allows for non-symmetric proposal distributions. When the chain satisfies ergodicity conditions, the sample distribution will converge to the target distribution as the number of samples increases.
Why should you care about Markov Chain Monte Carlo methods?
→ They are in the list of "Top 10 Algorithms of 20th Century"
→ They allow you to make inference with Bayesian Networks
→ They are used everywhere in Machine Learning and Statistics
Markov Chain Monte Carlo methods are a class of algorithms used to sample from complicated distributions. Typically, this is the case of posterior distributions in Bayesian Networks (Belief Networks).
These slides cover the following topics.
→ Motivation and Practical Examples (Bayesian Networks)
→ Basic Principles of MCMC
→ Gibbs Sampling
→ Metropolis–Hastings
→ Hamiltonian Monte Carlo
→ Reversible-Jump Markov Chain Monte Carlo
This document provides an introduction to Bayesian analysis and Metropolis-Hastings Markov chain Monte Carlo (MCMC). It explains the foundations of Bayesian analysis and how MCMC sampling methods like Metropolis-Hastings can be used to draw samples from posterior distributions that are intractable. The Metropolis-Hastings algorithm works by constructing a Markov chain with the target distribution as its stationary distribution. The document provides an example of using MCMC to perform linear regression in a Bayesian framework.
Markov chain Monte Carlo methods and some attempts at parallelizing themPierre Jacob
Markov chain Monte Carlo (MCMC) methods are commonly used to approximate properties of target probability distributions. However, MCMC estimators are generally biased for any fixed number of samples. The document discusses various techniques for constructing unbiased estimators from MCMC output, including regeneration, sequential Monte Carlo samplers, and coupled Markov chains. Specifically, running two Markov chains in parallel and taking the difference in their values at meeting times can yield an unbiased estimator, though certain conditions must hold.
- The document discusses various techniques for Markov chain Monte Carlo (MCMC) sampling, including rejection sampling, Metropolis-Hastings, and Gibbs sampling.
- It explains how MCMC can be used for approximate probabilistic inference in complex models by constructing a Markov chain that converges to the target distribution.
- Diagnostics are discussed for checking if the Markov chain has converged, such as visual inspection of trace plots, and Geweke and Gelman-Rubin tests of the within-chain and between-chain variances.
This document contains definitions, examples, and results related to Cauchy sequences, subsequences, and complete metric spaces. It defines a Cauchy sequence as one where the distances between terms gets arbitrarily small as the sequence progresses. It proves that every convergent real sequence is Cauchy. It also defines subsequences and subsequential limits, and proves properties about them. Finally, it defines a complete metric space as one where every Cauchy sequence converges, and provides examples showing the complex numbers form a complete metric space while some subsets of real numbers do not.
International Conference on Monte Carlo techniques
Closing conference of thematic cycle
Paris July 5-8th 2016
Campus les cordeliers
Jere Koskela's slides
The Metropolis Hastings algorithm is an MCMC method for obtaining a sequence of samples from a probability distribution when direct sampling is difficult. It constructs a Markov chain that has the desired target distribution as its stationary distribution. At each step, a candidate sample is generated and either accepted, replacing the current state, or rejected, keeping the current state. The acceptance ratio is determined by the ratio of probabilities of the candidate and current states. The algorithm is a generalization of the Metropolis algorithm that allows for non-symmetric proposal distributions. When the chain satisfies ergodicity conditions, the sample distribution will converge to the target distribution as the number of samples increases.
Why should you care about Markov Chain Monte Carlo methods?
→ They are in the list of "Top 10 Algorithms of 20th Century"
→ They allow you to make inference with Bayesian Networks
→ They are used everywhere in Machine Learning and Statistics
Markov Chain Monte Carlo methods are a class of algorithms used to sample from complicated distributions. Typically, this is the case of posterior distributions in Bayesian Networks (Belief Networks).
These slides cover the following topics.
→ Motivation and Practical Examples (Bayesian Networks)
→ Basic Principles of MCMC
→ Gibbs Sampling
→ Metropolis–Hastings
→ Hamiltonian Monte Carlo
→ Reversible-Jump Markov Chain Monte Carlo
This document provides an introduction to Bayesian analysis and Metropolis-Hastings Markov chain Monte Carlo (MCMC). It explains the foundations of Bayesian analysis and how MCMC sampling methods like Metropolis-Hastings can be used to draw samples from posterior distributions that are intractable. The Metropolis-Hastings algorithm works by constructing a Markov chain with the target distribution as its stationary distribution. The document provides an example of using MCMC to perform linear regression in a Bayesian framework.
Markov chain Monte Carlo methods and some attempts at parallelizing themPierre Jacob
Markov chain Monte Carlo (MCMC) methods are commonly used to approximate properties of target probability distributions. However, MCMC estimators are generally biased for any fixed number of samples. The document discusses various techniques for constructing unbiased estimators from MCMC output, including regeneration, sequential Monte Carlo samplers, and coupled Markov chains. Specifically, running two Markov chains in parallel and taking the difference in their values at meeting times can yield an unbiased estimator, though certain conditions must hold.
- The document discusses various techniques for Markov chain Monte Carlo (MCMC) sampling, including rejection sampling, Metropolis-Hastings, and Gibbs sampling.
- It explains how MCMC can be used for approximate probabilistic inference in complex models by constructing a Markov chain that converges to the target distribution.
- Diagnostics are discussed for checking if the Markov chain has converged, such as visual inspection of trace plots, and Geweke and Gelman-Rubin tests of the within-chain and between-chain variances.
This document contains definitions, examples, and results related to Cauchy sequences, subsequences, and complete metric spaces. It defines a Cauchy sequence as one where the distances between terms gets arbitrarily small as the sequence progresses. It proves that every convergent real sequence is Cauchy. It also defines subsequences and subsequential limits, and proves properties about them. Finally, it defines a complete metric space as one where every Cauchy sequence converges, and provides examples showing the complex numbers form a complete metric space while some subsets of real numbers do not.
International Conference on Monte Carlo techniques
Closing conference of thematic cycle
Paris July 5-8th 2016
Campus les cordeliers
Jere Koskela's slides
The document discusses compactness in metric spaces and the Ascoli-Arzelà theorem. It provides three key points:
1) Compactness is a topological property that is important in both practical and abstract problems. While compactness is easily characterized in finite dimensional spaces, characterizing it in infinite dimensional spaces poses challenges.
2) The Ascoli-Arzelà theorem addresses these challenges by providing sufficient and necessary conditions for compactness in function spaces when the domain is compact. It is a powerful tool that is useful for problems involving compactness in function spaces.
3) The document outlines several applications of the Ascoli-Arzelà theorem, including guaranteeing the existence of solutions to initial value problems
The document discusses Markov chains and their relationship to random walks on graphs and electrical networks. Some key points:
- A Markov chain is a process that transitions between a finite set of states based on transition probabilities that depend only on the current state.
- For a strongly connected Markov chain, there exists a unique stationary distribution that the long-term probabilities of the chain converge to, regardless of the starting state.
- Random walks on undirected graphs can be modeled as Markov chains, where the transition probabilities are proportional to edge conductances in an analogous electrical network. The stationary distribution of such a random walk is proportional to vertex degrees or conductances.
The document describes and analyzes two algorithms for finding the convex hull of a set of points: a brute force algorithm and a divide and conquer algorithm.
The brute force algorithm iterates through all points three times, checking all possible line combinations, resulting in O(n3) time complexity.
The divide and conquer algorithm recursively divides the point set into halves at each step by finding the furthest point from the current left-right boundary line. It has O(n log n) time complexity.
An experiment comparing runtimes on sample point sets showed the divide and conquer approach was significantly faster than the brute force approach.
Zero. Probabilystic Foundation of Theoretyical PhysicsGunn Quznetsov
No need models - the fundamental theoretical physics is a part of classical probability theory (the part that considers the probability of dot events in the 3 + 1 space-time).
Ordinal Regression and Machine Learning: Applications, Methods, MetricsFrancesco Casalegno
What do movie recommender systems, disease progression evaluation, and sovereign credit ranking have in common?
→ ordinal regression sits between classification and regression
→ target values are categorical and discrete, but ordered
→ many challenges to face when training and evaluating models
What will you find in this presentation?
→ real life, clear examples of ordinal regression you see everyday
→ learning to rank: predict user preferences and items relevance
→ best solution methods: naïve, binary decomposition, threshold
→ how to measure performance: understand & choose metrics
This document summarizes a project to compare the compression ratio and reconstruction accuracy of signals compressed using the Karhunen-Loéve Transform (KLT) and Discrete Cosine Transform (DCT). It first describes generating a discrete random process with a given autocorrelation by transforming uncorrelated Gaussian random variables. It then explains that the KLT transforms this correlated signal into an uncorrelated one by eigenvalue decomposition of the covariance matrix, and compression is achieved by removing the smallest eigenvalues to retain a given percentage of the total energy. The reconstruction accuracy from compressed signals is then evaluated.
Markov Chain Monte Carlo (MCMC) methods use Markov chains to sample from probability distributions for use in Monte Carlo simulations. The Metropolis-Hastings algorithm proposes transitions to new states in the chain and either accepts or rejects those states based on a probability calculation, allowing it to sample from complex, high-dimensional distributions. The Gibbs sampler is a special case of MCMC where each variable is updated conditional on the current values of the other variables, ensuring all proposed moves are accepted. These MCMC methods allow approximating integrals that are difficult to compute directly.
I am Keziah D. I am a Mechanical Engineering Assignment Expert at matlabassignmentexperts.com. I hold a Ph.D. Matlab, University of North Carolina, USA. I have been helping students with their homework for the past 8 years. I solve assignments related to Mechanical Engineering.
Visit matlabassignmentexperts.com or email info@matlabassignmentexperts.com.
You can also call on +1 678 648 4277 for any assistance with Mechanical Engineering Assignments.
Monte Caro Simualtions, Sampling and Markov Chain Monte CarloXin-She Yang
Pseudorandom
Pseudorandom The document discusses Monte Carlo methods and Markov chain Monte Carlo (MCMC). It provides examples of using Monte Carlo simulations to estimate pi and solve Buffon's needle problem. It also discusses random walks in Markov chains, the PageRank algorithm used by Google, and challenges with high-dimensional integrals and distributions that do not have a closed-form inverse. MCMC methods are presented as a way to address these challenges.
Convex Hull - Chan's Algorithm O(n log h) - Presentation by Yitian Huang and ...Amrinder Arora
Chan's Algorithm for Convex Hull Problem. Output Sensitive Algorithm. Takes O(n log h) time. Presentation for the final project in CS 6212/Spring/Arora.
- The document introduces Gaussian processes for regression and classification.
- Gaussian processes assume a probabilistic relationship between input and output variables, and place a probability distribution directly over functions.
- Key properties are that any finite number of function values have a joint Gaussian distribution, and the covariance between values is specified by a kernel function.
- Inference yields a Gaussian posterior distribution over functions, from which predictions at new points can be made analytically as Gaussian distributions.
The document discusses using k-nearest neighbors and KD-trees to create a computationally cheap approximation (πa) of an expensive-to-evaluate target distribution π. This approximation allows the use of delayed acceptance in a Metropolis-Hastings or pseudo-marginal Metropolis-Hastings algorithm to potentially reduce computation cost per iteration. Specifically, it describes:
1) Using a weighted average of the k nearest neighbor π values to define the approximation πa.
2) How delayed acceptance preserves the stationary distribution while mixing more slowly than standard MH.
3) Storing the evaluated π values in a KD-tree to enable fast lookup of the k nearest neighbors.
1. The document discusses basic probability concepts like sample spaces, events, and probability laws. It also covers random variables, probability distributions, and functions of random variables.
2. Stochastic processes are discussed, including Poisson processes where arrivals follow an exponential distribution. Continuous-time Markov chains are modeled where the future is independent of the past given the present state.
3. Key concepts covered include moments, transforms, special distributions like binomial and normal, and steady-state probabilities for Markov chains in the long run.
Further discriminatory signature of inflationLaila A
These are the slides of the talk I gave on discriminating between models of inflation using space based gravitational wave detectors, at KEK in Tskuba University, Japan.
The document provides an introduction to Markov Chain Monte Carlo (MCMC) methods. It discusses using MCMC to sample from distributions when direct sampling is difficult. Specifically, it introduces Gibbs sampling and the Metropolis-Hastings algorithm. Gibbs sampling updates variables one at a time based on their conditional distributions. Metropolis-Hastings proposes candidate samples and accepts or rejects them to converge to the target distribution. The document provides examples and outlines the algorithms to construct Markov chains that sample distributions of interest.
The document presents Aabid Shah's presentation on the divide-and-conquer algorithm and Graham's scan for computing the convex hull of a set of points. It introduces divide-and-conquer as a technique that divides a problem into smaller subproblems, solves the subproblems recursively, and combines the solutions. Graham's scan is described as a divide-and-conquer algorithm that uses a stack to find the convex hull of a set of points in O(n log n) time by sorting points by polar angle and checking for non-left turns. The key steps of Graham's scan and properties of the convex hull are outlined.
Hidden Markov Models with applications to speech recognitionbutest
This document provides an introduction to hidden Markov models (HMMs). It discusses how HMMs can be used to model sequential data where the underlying states are not directly observable. The key aspects of HMMs are: (1) the model has a set of hidden states that evolve over time according to transition probabilities, (2) observations are emitted based on the current hidden state, (3) the four basic problems of HMMs are evaluation, decoding, training, and model selection. Examples discussed include modeling coin tosses, balls in urns, and speech recognition. Learning algorithms for HMMs like Baum-Welch and Viterbi are also summarized.
International Conference on Monte Carlo techniques
Closing conference of thematic cycle
Paris July 5-8th 2016
Campus les Cordeliers
Slides of Richard Everitt's presentation
Em Ciência da Computação, uma função de mão única ou função de sentido único é uma função que é fácil de calcular para qualquer entrada (qualquer valor do seu domínio), mas difícil de inverter dada a imagem de uma entrada aleatória. Aqui "fácil" e "difícil" são entendidos em termos da teoria da complexidade computacional, especificamente a teoria dos problemas de tempo polinomial. Não sendo um-para-um não é considerado suficiente para um função ser chamada de mão única.
This document discusses Markov chain Monte Carlo (MCMC) methods. It begins with an outline of the Metropolis-Hastings algorithm, which is a generic MCMC method for obtaining a sequence of random samples from a probability distribution when direct sampling is difficult. The document then provides details on the Metropolis-Hastings algorithm, including its convergence properties. It also discusses the independent Metropolis-Hastings algorithm as a special case and provides an example to illustrate it.
Concepts and Problems in Quantum Mechanics, Lecture-II By Manmohan DashManmohan Dash
9 problems (part-I and II) and in depth the ideas of Quantum; such as Schrodinger Equation, Philosophy of Quantum reality and Statistical interpretation, Probability Distribution, Basic Operators, Uncertainty Principle.
This document provides notes for an optimization models course. It begins with an introduction to vectors and functions, including definitions of vectors, vector spaces, bases, dimensions, norms, and inner products. It then discusses related concepts like orthogonality, orthogonal complements, and projections. The document contains mathematical definitions, theorems, and examples to illustrate key concepts from linear algebra that form the foundation for optimization models.
The document discusses compactness in metric spaces and the Ascoli-Arzelà theorem. It provides three key points:
1) Compactness is a topological property that is important in both practical and abstract problems. While compactness is easily characterized in finite dimensional spaces, characterizing it in infinite dimensional spaces poses challenges.
2) The Ascoli-Arzelà theorem addresses these challenges by providing sufficient and necessary conditions for compactness in function spaces when the domain is compact. It is a powerful tool that is useful for problems involving compactness in function spaces.
3) The document outlines several applications of the Ascoli-Arzelà theorem, including guaranteeing the existence of solutions to initial value problems
The document discusses Markov chains and their relationship to random walks on graphs and electrical networks. Some key points:
- A Markov chain is a process that transitions between a finite set of states based on transition probabilities that depend only on the current state.
- For a strongly connected Markov chain, there exists a unique stationary distribution that the long-term probabilities of the chain converge to, regardless of the starting state.
- Random walks on undirected graphs can be modeled as Markov chains, where the transition probabilities are proportional to edge conductances in an analogous electrical network. The stationary distribution of such a random walk is proportional to vertex degrees or conductances.
The document describes and analyzes two algorithms for finding the convex hull of a set of points: a brute force algorithm and a divide and conquer algorithm.
The brute force algorithm iterates through all points three times, checking all possible line combinations, resulting in O(n3) time complexity.
The divide and conquer algorithm recursively divides the point set into halves at each step by finding the furthest point from the current left-right boundary line. It has O(n log n) time complexity.
An experiment comparing runtimes on sample point sets showed the divide and conquer approach was significantly faster than the brute force approach.
Zero. Probabilystic Foundation of Theoretyical PhysicsGunn Quznetsov
No need models - the fundamental theoretical physics is a part of classical probability theory (the part that considers the probability of dot events in the 3 + 1 space-time).
Ordinal Regression and Machine Learning: Applications, Methods, MetricsFrancesco Casalegno
What do movie recommender systems, disease progression evaluation, and sovereign credit ranking have in common?
→ ordinal regression sits between classification and regression
→ target values are categorical and discrete, but ordered
→ many challenges to face when training and evaluating models
What will you find in this presentation?
→ real life, clear examples of ordinal regression you see everyday
→ learning to rank: predict user preferences and items relevance
→ best solution methods: naïve, binary decomposition, threshold
→ how to measure performance: understand & choose metrics
This document summarizes a project to compare the compression ratio and reconstruction accuracy of signals compressed using the Karhunen-Loéve Transform (KLT) and Discrete Cosine Transform (DCT). It first describes generating a discrete random process with a given autocorrelation by transforming uncorrelated Gaussian random variables. It then explains that the KLT transforms this correlated signal into an uncorrelated one by eigenvalue decomposition of the covariance matrix, and compression is achieved by removing the smallest eigenvalues to retain a given percentage of the total energy. The reconstruction accuracy from compressed signals is then evaluated.
Markov Chain Monte Carlo (MCMC) methods use Markov chains to sample from probability distributions for use in Monte Carlo simulations. The Metropolis-Hastings algorithm proposes transitions to new states in the chain and either accepts or rejects those states based on a probability calculation, allowing it to sample from complex, high-dimensional distributions. The Gibbs sampler is a special case of MCMC where each variable is updated conditional on the current values of the other variables, ensuring all proposed moves are accepted. These MCMC methods allow approximating integrals that are difficult to compute directly.
I am Keziah D. I am a Mechanical Engineering Assignment Expert at matlabassignmentexperts.com. I hold a Ph.D. Matlab, University of North Carolina, USA. I have been helping students with their homework for the past 8 years. I solve assignments related to Mechanical Engineering.
Visit matlabassignmentexperts.com or email info@matlabassignmentexperts.com.
You can also call on +1 678 648 4277 for any assistance with Mechanical Engineering Assignments.
Monte Caro Simualtions, Sampling and Markov Chain Monte CarloXin-She Yang
Pseudorandom
Pseudorandom The document discusses Monte Carlo methods and Markov chain Monte Carlo (MCMC). It provides examples of using Monte Carlo simulations to estimate pi and solve Buffon's needle problem. It also discusses random walks in Markov chains, the PageRank algorithm used by Google, and challenges with high-dimensional integrals and distributions that do not have a closed-form inverse. MCMC methods are presented as a way to address these challenges.
Convex Hull - Chan's Algorithm O(n log h) - Presentation by Yitian Huang and ...Amrinder Arora
Chan's Algorithm for Convex Hull Problem. Output Sensitive Algorithm. Takes O(n log h) time. Presentation for the final project in CS 6212/Spring/Arora.
- The document introduces Gaussian processes for regression and classification.
- Gaussian processes assume a probabilistic relationship between input and output variables, and place a probability distribution directly over functions.
- Key properties are that any finite number of function values have a joint Gaussian distribution, and the covariance between values is specified by a kernel function.
- Inference yields a Gaussian posterior distribution over functions, from which predictions at new points can be made analytically as Gaussian distributions.
The document discusses using k-nearest neighbors and KD-trees to create a computationally cheap approximation (πa) of an expensive-to-evaluate target distribution π. This approximation allows the use of delayed acceptance in a Metropolis-Hastings or pseudo-marginal Metropolis-Hastings algorithm to potentially reduce computation cost per iteration. Specifically, it describes:
1) Using a weighted average of the k nearest neighbor π values to define the approximation πa.
2) How delayed acceptance preserves the stationary distribution while mixing more slowly than standard MH.
3) Storing the evaluated π values in a KD-tree to enable fast lookup of the k nearest neighbors.
1. The document discusses basic probability concepts like sample spaces, events, and probability laws. It also covers random variables, probability distributions, and functions of random variables.
2. Stochastic processes are discussed, including Poisson processes where arrivals follow an exponential distribution. Continuous-time Markov chains are modeled where the future is independent of the past given the present state.
3. Key concepts covered include moments, transforms, special distributions like binomial and normal, and steady-state probabilities for Markov chains in the long run.
Further discriminatory signature of inflationLaila A
These are the slides of the talk I gave on discriminating between models of inflation using space based gravitational wave detectors, at KEK in Tskuba University, Japan.
The document provides an introduction to Markov Chain Monte Carlo (MCMC) methods. It discusses using MCMC to sample from distributions when direct sampling is difficult. Specifically, it introduces Gibbs sampling and the Metropolis-Hastings algorithm. Gibbs sampling updates variables one at a time based on their conditional distributions. Metropolis-Hastings proposes candidate samples and accepts or rejects them to converge to the target distribution. The document provides examples and outlines the algorithms to construct Markov chains that sample distributions of interest.
The document presents Aabid Shah's presentation on the divide-and-conquer algorithm and Graham's scan for computing the convex hull of a set of points. It introduces divide-and-conquer as a technique that divides a problem into smaller subproblems, solves the subproblems recursively, and combines the solutions. Graham's scan is described as a divide-and-conquer algorithm that uses a stack to find the convex hull of a set of points in O(n log n) time by sorting points by polar angle and checking for non-left turns. The key steps of Graham's scan and properties of the convex hull are outlined.
Hidden Markov Models with applications to speech recognitionbutest
This document provides an introduction to hidden Markov models (HMMs). It discusses how HMMs can be used to model sequential data where the underlying states are not directly observable. The key aspects of HMMs are: (1) the model has a set of hidden states that evolve over time according to transition probabilities, (2) observations are emitted based on the current hidden state, (3) the four basic problems of HMMs are evaluation, decoding, training, and model selection. Examples discussed include modeling coin tosses, balls in urns, and speech recognition. Learning algorithms for HMMs like Baum-Welch and Viterbi are also summarized.
International Conference on Monte Carlo techniques
Closing conference of thematic cycle
Paris July 5-8th 2016
Campus les Cordeliers
Slides of Richard Everitt's presentation
Em Ciência da Computação, uma função de mão única ou função de sentido único é uma função que é fácil de calcular para qualquer entrada (qualquer valor do seu domínio), mas difícil de inverter dada a imagem de uma entrada aleatória. Aqui "fácil" e "difícil" são entendidos em termos da teoria da complexidade computacional, especificamente a teoria dos problemas de tempo polinomial. Não sendo um-para-um não é considerado suficiente para um função ser chamada de mão única.
This document discusses Markov chain Monte Carlo (MCMC) methods. It begins with an outline of the Metropolis-Hastings algorithm, which is a generic MCMC method for obtaining a sequence of random samples from a probability distribution when direct sampling is difficult. The document then provides details on the Metropolis-Hastings algorithm, including its convergence properties. It also discusses the independent Metropolis-Hastings algorithm as a special case and provides an example to illustrate it.
Concepts and Problems in Quantum Mechanics, Lecture-II By Manmohan DashManmohan Dash
9 problems (part-I and II) and in depth the ideas of Quantum; such as Schrodinger Equation, Philosophy of Quantum reality and Statistical interpretation, Probability Distribution, Basic Operators, Uncertainty Principle.
This document provides notes for an optimization models course. It begins with an introduction to vectors and functions, including definitions of vectors, vector spaces, bases, dimensions, norms, and inner products. It then discusses related concepts like orthogonality, orthogonal complements, and projections. The document contains mathematical definitions, theorems, and examples to illustrate key concepts from linear algebra that form the foundation for optimization models.
The document discusses hyperbolic functions and their inverses. It explains that unlike trigonometric functions, hyperbolic functions are not periodic. It also discusses using hyperbolic functions to define pursuit curves called tractrices. As an example, if a boat is 20 feet from a dock and pulled 5 feet by a rope, the person holding the rope must walk over 26 feet.
The document defines equivalence relation and provides two examples. It then proves some properties about equivalence relations on real numbers. It proves mathematical induction for a formula relating sums and cubes. It proves properties about spanning trees and connectivity in graphs. It also proves that congruence modulo m is an equivalence relation by showing it satisfies the properties of reflexivity, symmetry, and transitivity. Finally, it explains the concepts of transition graphs and transition tables for representing finite state automata.
This document summarizes key concepts related to Markov chains and linear algebra. It provides an example of using a transition matrix to model the probabilities of television viewers switching between two stations over time. The transition matrix allows calculating the probability vectors for future weeks through matrix multiplication. A steady-state vector can also be determined by solving the equation A*p=p, representing the long-term probabilities once the system reaches equilibrium.
Stochastic Approximation and Simulated AnnealingSSA KPI
AACIMP 2010 Summer School lecture by Leonidas Sakalauskas. "Applied Mathematics" stream. "Stochastic Programming and Applications" course. Part 8.
More info at http://summerschool.ssa.org.ua
Generalized Functions, Gelfand Triples and the Imaginary Resolvent TheoremMichael Maroun
This document discusses generalized functions, Gelfand triples, and the imaginary resolvent theorem as they relate to generalized Feynman integrals and quantum field theory. It provides examples of how these concepts allow distributions with singularities to be paired with test functions and convolutions of generalized functions to be defined. It also discusses regularization methods, noting dimensional regularization has shortcomings while changing to dimensionless variables and integrating to a cutoff can provide a finite result.
PDE Constrained Optimization and the Lambert W-FunctionMichael Maroun
This document discusses using the Lambert W-function to solve partial differential equations (PDEs) that arise from optimization problems with PDE constraints. It first presents an example optimization problem involving minimizing the difference between a disk's actual and ideal temperature distributions. Solving the resulting PDE system may involve the Lambert W-function. It then briefly introduces the Lambert W-function and shows how it relates solutions of linear and nonlinear differential equations. Finally, it presents another nonlinear PDE whose solution involves the Lambert W-function.
This document discusses different methods for interpolation and approximation, including polynomial interpolation, spline interpolation, and parametric interpolation. Polynomial interpolation finds an interpolating polynomial that passes through discrete data points. It can be done using Lagrange polynomials or by solving a Vandermonde system of equations. Spline interpolation fits piecewise polynomials over intervals defined by interpolation nodes, ensuring smoothness at interval boundaries. Parametric interpolation treats variables equally by interpolating as functions of a parameter.
I am Stacy W. I am a Statistical Physics Assignment Expert at statisticsassignmenthelp.com. I hold a Masters in Statistics from, University of McGill, Canada
I have been helping students with their homework for the past 7years. I solve assignments related to Statistical.
Visit statisticsassignmenthelp.com or email info@statisticsassignmenthelp.com.
You can also call on +1 678 648 4277 for any assistance with Statistical Physics Assignments.
This document proposes a method for estimating k sample survival functions under stochastic ordering constraints. It begins by reviewing existing work on estimating survival functions for two samples and extends this to k samples. The proposed method uses benchmark functions to estimate survival curves in a way that maintains stochastic ordering. It was tested on both uncensored and censored data and was shown to have low mean squared error and bias. The method was also applied to a real-world dataset with results comparable to previous work.
I am Arcady N. I am a Computer Network Assignments Expert at computernetworkassignmenthelp.com. I hold a Master's in Computer Science from, City University, London. I have been helping students with their assignments for the past 10 years. I solve assignments related to the Computer Network.
Visit computernetworkassignmenthelp.com or email support@computernetworkassignmenthelp.com.
You can also call on +1 678 648 4277 for any assistance with the Computer Network Assignments.
This paper defines a class of functions represented by generalized Dirichlet series whose coefficients satisfy certain conditions. The region of convergence depends on the fixed Dirichlet series. This class of functions forms a complete normed linear space called Ω(u,p) with an inner product. It is proven that Ω(u,p) is a Banach space for 1≤p<∞ but not a Hilbert space unless p=2. A Schauder basis is obtained for Ω(u,p) as the set of functions {±kkesλk} where λk are the exponents of the fixed Dirichlet series.
This document provides an overview of key calculus concepts including:
- Functions and function notation which are fundamental to calculus
- Limits which allow defining new points from sequences and are essential to calculus concepts like derivatives and integrals
- Derivatives which measure how one quantity changes in response to changes in another related quantity
- Types of infinity and limits involving infinite quantities or areas
The document defines functions, limits, derivatives, and infinity, and provides examples to illustrate these core calculus topics. It lays the groundwork for further calculus concepts to be covered like integrals, derivatives of more complex functions, and applications of limits, derivatives, and infinity.
Synchronizing Chaotic Systems - Karl DutsonKarl Dutson
The document discusses synchronizing chaotic systems like the logistic map and Lorenz system. It aims to investigate coupling more than two copies of a dynamical system and determine if synchronization can be described by higher-order Lyapunov exponents. The research will first examine the logistic map, find bifurcation points and fixed points analytically. It will then consider two coupled logistic maps and the parameter values that synchronize them in relation to the Lyapunov exponent. Finally, it will look at higher-dimensional coupled systems and relations between their synchronization and higher-order Lyapunov exponents.
This course covers advanced quantum mechanics for graduate students. It aims to help students gain a deeper foundation in quantum mechanics through topics like the Schrödinger equation, particle in a box, harmonic oscillator, hydrogen atom, angular momentum, and approximation methods. The key objectives are to understand quantum theory and apply it to important physical systems, and recognize the necessity of quantum methods in atomic and nuclear physics. Some specific topics covered include the wave function, Born's statistical interpretation, probability, normalization, momentum, uncertainty principle, and the time-dependent and time-independent Schrödinger equations.
This document provides examples of how linear algebra is useful across many domains:
1) Linear algebra can be used to represent and analyze networks and graphs through adjacency matrices.
2) Differential equations describing complex systems like bridges and molecules can be understood through matrix representations and eigenvalues.
3) Quantum computing uses linear algebra operations like matrix multiplication to represent computations on quantum bits.
4) Many other areas like coding/encryption, data compression, solving systems of equations, computer graphics, statistics, games, and neural networks rely on concepts from linear algebra.
The document discusses pseudospectra as an alternative to eigenvalues for analyzing non-normal matrices and operators. It defines three equivalent definitions of pseudospectra: (1) the set of points where the resolvent is larger than ε-1, (2) the set of points that are eigenvalues of a perturbed matrix with perturbation smaller than ε, and (3) the set of points where the resolvent applied to a unit vector is larger than ε. It also shows that pseudospectra are nested sets and their intersection is the spectrum. The definitions extend to operators on Hilbert spaces using singular values.
The document defines and discusses random variables. It begins by defining a random variable as a function that assigns a real number to each outcome of a random experiment. It then discusses the conditions for a function to be considered a random variable. The document outlines the key types of random variables as discrete, continuous, and mixed and introduces the cumulative distribution function (CDF) and probability density function (PDF) as ways to describe the distribution of a random variable. It provides examples of CDFs and PDFs for discrete random variables and discusses properties of distribution and density functions. The document also introduces important continuous random variables like the Gaussian random variable.
Conference Poster: Discrete Symmetries of Symmetric Hypergraph StatesChase Yetter
This document discusses discrete symmetries of symmetric hypergraph states. Hypergraph states are a generalization of graph states that are useful for quantum error correction and computation. The author studied symmetries of hypergraph states that are invariant under qubit permutation. Using computer searches and Bloch sphere visualization, several families of states with particular symmetries were identified, including theorems for states with Y⊗n and X⊗n symmetries and conjectures for additional families. The author believes proofs have been developed for the conjectures and it would be ideal to prove certain symmetries only occur for the identified families.
Conference Poster: Discrete Symmetries of Symmetric Hypergraph States
iteration-quadratic-equations (1)
1. Iteration of Quadratic Equations - Draft
Thomas Jeffs
March 17, 2016
1 Introduction
Iteration lies at the heart of many concepts and methods in mathematics. For example, it can be used to solve
equations in image processing, fractal generation, Fibonnaci sequences, and many algorithms of all sorts.
Previously we explored iterating through a linear function of the form fpxq “ ax ` b, where a represented
the slope and b represented the y-intercept. In that case, we found that a had little effect on the convergence
or divergence of the series of iterations. However, x0 (the chosen initial value) was the deciding factor in
determining the long term behavior of the iteration sequence. In this article, we will explore iteration again,
but this time we will examine a quadratic function. Recall that quadratic functions are functions that follow
the form
fpxq “ ax2
` bx ` c (1)
We will be exploring a specific quadratic formula known as the logistics map, which is used to model
populations with a carrying capacity with a rational population rate:
fpxq “ axp1 ´ xq (2)
This form will help us demonstrate how why quadratic functions are more complicated and how even a
seemingly simple quadratic function can become chaotic very quickly.
Quadratic iteration is more complicated because it has the possibility of having multiple fixed points.
Recall, that ξ can be called a fixed point of fpxq if and only if fpξq “ ξ. The maximum number of fixed
points in a function fpxq is determined by the highest exponent of x. For instance, fpxq “ ax2
`bx`c has a
maximum of two fixed points. While it’s technically correct to say that it will have exactly two fixed points,
it’s possible in some cases, that the two fixed points are the same, thus leaving only one fixed point.
2 Results
2.1 Initial Findings
We begin the exploration by finding some of the more common, yet critical, values for the logistics map. To
find the points where the function fpxq “ axp1 ´ xq crosses the x-axis, we set the function equal to zero and
solve for x.
fpxq “ axp1 ´ xq
0 “ axp1 ´ xq
This leaves us with two factors, ax and p1 ´ xq, next we set each of these equal to zero and solve.
ax “ 0 1 ´ x “ 0
x “ 0 x “ 1
1
2. Therefore for the quadratic equation fpxq “ axp1 ´ xq, intercepts the x-axis at x “ t0, 1u. Because we want
to observe the behavior of the logistics map as iterates, we will focus on the domain x “ r0, 1s
Next, we will find the critical points of the logistics map. Recall that critical points are points on a curve
with a gradient of zero, that is Bf
By “ 0, however, because the logistics map is defined only in terms of x, this
results in f1
pxq “ 0. In the case of the logistics map, there is only one curve, so we will only see one critical
point.
fpxq “ ax ´ ax2
f1
pxq “ a ´ 2ax
0 “ a ´ 2ax
0 “ ap1 ´ 2xq
0 “ 1 ´ 2x
x “
1
2
Therefore, x “ 1
2 is the only critical point for the logistics map. Next, we’ll find the fixed points ξ of the
logistics map.
To find the fixed points of the logistics map, we set the functions fpξq “ ξ and solve for ξ.
fpξq “ aξp1 ´ ξq
ξ “ aξp1 ´ ξq
ξ “ aξ ´ aξ2
0 “ pa ´ 1qξ ´ aξ2
0 “ rpa ´ 1q ´ aξsξ
Setting each term equal to zero allows us to see the fixed points of the general equation.
ξ “ 0 pa ´ 1q ´ aξ “ 0
aξ “ pa ´ 1q
ξ “
pa ´ 1q
a
For this quadratic function fpxq, the fixed points will always be:
ξ “ t0,
a ´ 1
a
u (3)
Lastly, we will attempt to define a general equation for the iteration of the logistics map. Using the
abbreviated form for iteration, xn “ apxn´1 ´ x2
n´1q,
x0 “ x0
x1 “ apx0 ´ x2
0q x1 “ apx0 ´ x2
0q
x2 “ apx1 ´ x2
1q x2 “ arapx0 ´ x2
0q ´ a2
px0 ´ x2
0q2
s
x3 “ apx2 ´ x2
2q x3 “ ararapx0 ´ x2
0q ´ a2
px0 ´ x2
0q2
s ´ a2
rapx0 ´ x2
0q ´ a2
px0 ´ x2
0q2
s2
s
expand x3 x3 “ ara2
r´ax4
0 ` 2ax3
0 ` p´a ´ 1qx2
0 ` x0s ´ r´ax4
0 ` 2ax3
0 ` p´a ´ 1qx2
0 ` x0s2
s
After just 3 iterations, it’s clear that the general solution for xn would be far too complex to evaluate
easily. In order to observe the behavior of the iterations over time, we’ll use a different method. We will use
a cobweb plot. A cobweb plot is a special tool which displays the values of an iteration sequence as they
appear on the graph of the function itself. The graph is developed by graphing the function fpxq, along
with the line y “ x. Lastly, for each iteration value we plot a line joining segments px0, 0q to px0, x1q, then
px1, x1q to px1, x2q and so on until observations can be made.
2
3. a x0 Limit ξ “ 0 ξ “ a´1
a
0 .5 x “ 0 Attractor Repeller
0.5 .5 x “ 0 Attractor Repeller
1.0 .5 x « 0 Attractor Repeller
1.5 .5 x « 0.35 Attractor Repeller
2.0 .5 x “ .5 Repeller Repeller
2.5 .5 x « .66 Repeller Attractor
3.0 .5 x « .66 Repeller Attractor
3.5 .5 Divergent Repeller Attractor
4.0 .5 x “ 1 Repeller Repeller
Table 1: Observations of the Cobweb plots in the ranges a “ r0, 4s and holding x0 “ 0.5.
2.2 Cobwebs
Now that we have some important values for the logistics map, we’ll start to evaluate how the function
behaves as we iterate the function using chosen initial values for x0 and a. We will use cobweb graphs to
help illustrate how the iteration behaves over time. In order to understand the results, it’s important to
understand the following definitions:
Definition Attractor - A set of numerical values toward which a system tends to move towards, for a range
of system conditions. See Figure 1 for an example of an attractor.
Definition Repeller - A set of numerical values which a system tends to move away from over time, for a
range of system conditions.
In our case, we will be examining the attraction or repulsion from the fixed points, ξ “ 0, a´1
a , using
different initial values for a and x0.
As we explored the cobweb graphs of several different values, we found that the value for x0, inside the
domain of x0 “ r0, 1s, didn’t have an effect on whether or not the iteration would converge, or diverge.
Instead, the value of x0, only affected how quickly the iteration sequence would converge or diverge to its
attraction/repellent points. When x0 was close to the attracting fixed point, it would use fewer iterations to
converge. However, when x0 is outside of the specified domain, the iteration will diverge.
The results lead to an exploration of when a fixed point becomes an attractor or repeller. Upon exami-
nation, the attraction property is based on the slope at the fixed point. To find the slope, we evaluate the
derivative of fpxq at the fixed points ξ “ 0, a´1
a .
fpxq “ ax ´ ax2
f1
pxq “ a ´ 2ax
f1
p0q “ a ´ 2ap0q f1
p
a ´ 1
a
q “ a ´ 2ap
a ´ 1
a
q
f1
p
a ´ 1
a
q “ a ´ 2pa ´ 1q
f1
p0q “ a f1
p
a ´ 1
a
q “ 2 ´ a
As we can see, the slope at the fixed point x “ 0 is reflected as the value of a, while the slope at the fixed
point x “ a´1
a follows the linear equation m “ 2 ´ a. Focusing on the slope at the non-zero fixed point,
we can see that when 1 ă a ă 3, the fixed point will be an attractor. This contradicts the observations
that we made in Table 1, where the non-zero fixed point didn’t show attraction until a “ 2.5. This is one
of the limitations of the cobweb graph, the math shows conclusively when the non-zero fixed point will be
3
4. Figure 1: Cobweb graph were a “ 2.9 and x0 “ 0.45.
an attractor, but the cobweb graph can’t show the attraction property unless the value of x0 is sufficiently
far enough away from the fixed point to demonstrate attraction or repulsion. We can further prove that the
a “ r1, 3s will attract to the non-zero fixed point by proving that any attracting fixed point has a specified
interval:
Claim: If |f1
pξq| ă M ă 1, Then ξ is an attractor. Where M is a constant.
Proof:
lim
xÑξ
|
fpxq ´ fpξq
x ´ ξ
| ă M ă 1
lim
xÑξ
|
fpxq ´ ξ
x ´ ξ
| ă M ă 1
This implies, by the definition of limit, that there is an interval[I] of values containing ξ, such that the
equation is true. Thus,
|
fpxq ´ ξ
x ´ ξ
| ă M
|fpxq ´ ξ| ă M|x ´ ξ|, for all x in I
˝ QED
As defined, M ă 1, meaning that the two sides will get closer and closer as time moves on. Thus showing
that the fixed point ξ will be an attractor.
2.3 K-cycles
Table 1 showed an interesting anomaly around a “ 3.5, the cobweb graph appeared to be divergent, because
the ”legs” of the graph didn’t seem to be moving towards a single value. This behavior is defined as k-cycles,
where k represents the number of values that the iteration sequence seems to be ”settling” on. An example
of a 3-cycle can be seen in Figure 3, it’s clear that the graph isn’t moving towards one single value. Instead,
the sequence has ”settled” on 3 values that continue to recur in the iteration sequence. In the case of Figure
3, the value of a “ 3.835 produces a sequence with resulting values of
fp3.835q “ r¨ ¨ ¨ , 0.4945144, 0.9586346, 0.1520743, 0.4945144, 0.9586346, 0.1520743, ¨ ¨ ¨ s
As we’ll see later, this 3-cycle is a bit of a unicorn.
4
5. Figure 2: Cobweb graph were a “ 0.75 and x0 “ 0.5.
Figure 3: Cobweb graph were a “ 3.835 and x0 “ 0.5, this is an example of a 3-cycle.
5
6. Figure 4: Feigenbaum diagram for a “ r0, 4s.
Figure 5: Feigenbaum diagram for a “ r2.8, 4s.
2.4 Feigenbaum
To explore the number of k-cycles each possible a value can produce, and to see a clearer picture of what
happens to the quadratic iterations after a “ 3 we turn to what’s known as a Feigenbaum diagram. This
diagram displays the values of x versus the value of a.
Figure 4 shows the Feigenbaum diagram for our logistics map. The diagram helps us to see that in certain
intervals, the behavior is very predictable. As you can see, the behavior meets our expectations right up
until a “ 3, then it bifurcates into two branches. A short time later, at around a “ 3.4 it bifurcates again.
This continues until there are so many branches that it’s impossible to determine what’s going on, this is
called Chaos. It’s clear that there are 3 distinct areas of the diagram based on the range of a.
In the range a “ r0, 1s, we see that the value of x is constant, in fact, it’s constant x “ 0. If we look back
at the original logistics map iteration sequence, we can see that for values of a ă 1, the sequence coefficient
a gets smaller and smaller. As we get further into the iterations, the resultant number gets smaller and
smaller. Also, we can observe the slope at the fixed point f1
p0q “ a, meaning that when ´1 ą a ą 1, then
the fixed point x “ 0 is an attractor.
The next interval a “ r1, 3s behaves exactly as expected. As we defined earlier, the non-zero fixed point
is an attractor when a falls inside this interval. Thus, each point of convergence is mapped following the line
that represents x “ a´1
a , hence the curved shape.
The last interval is the most interesting, a “ r3, 4s is the beginning of the k-cycle period, shown in Figure
6
7. Figure 6: Feigenbaum diagram for a “ r3.825, 3.85s.
5. Each distinct point represents a value for x for each given a value. Traveling up the graph, it’s possible
to see how many cycles a chosen value of a will produce. For example, if we select a “ 3.1, we should see
that it is a 2-cycle and that it will settle on two values over time.
fp3.1q “ r¨ ¨ ¨ , 0.7645665, 0.5580141, 0.7645665, 0.5580141, 0.7645665, 0.5580141, ¨ ¨ ¨ s
As expected, the values for x bounce between 0.7645665 and 0.5580141.
Looking further along the axis, we see a point where the bifurcation seems to fold back in on itself, this
section has been highlighted in Figure 6. This is where our magic unicorn of the 3-cycle can be found. As we
know, bifurcation is basically a function line splitting into two directions. So, you might think that given a
number of bifurcations, you shouldn’t see any odd sets. But this figure demonstrates a set of 3 and 5-cycles.
3 Summary
As we’ve seen, even seemingly simple quadratic equations can produce very unexpected results. In this case
we evaluated the logistic map and saw that it was easy to predict the behavior of the functions iterations
within a very small range. Anything after a “ 4 diverged almost immediately, except in the cases where
x0 “ a´1
a , ni which case, the sequence converged immediately. I presume that the limit of a “ 4 is related
to the position of the function. For instance, if the function were shifted higher in the y-axis, I believe this
would increase the highest possible value of a. It seems that a rational relationship exists between the line
y “ x and fpxq. And that this ratio represents the maximum value of a. This is an excellent introduction to
chaos and how easily it can rear it’s ugly head. We were able to observe that fixed points are very important
in quadratic iteration. If we were to expand beyond powers of 2 quadratics, we would see that the number
of possible fixed points is delegated by the highest order exponent. For example, x3
will have a maximum of
3 fixed points. All fixed points act similar to magnetic poles, you can’t have two attractors or two repellers
nearest to each other. I assume that the value of a and it’s position relative to an attractor and repeller will
determine how quickly it will break down into chaos. But alas, we will have to explore that another time.
7