SubderivativeIn mathematics, the subderivative, subgradient, and subdifferential generalize the derivative to convex functions which are not necessarily differentiable. Subderivatives arise in convex analysis, the study of convex functions, often in connection to convex optimization. Let be a real-valued convex function defined on an open interval of the real line. Such a function need not be differentiable at all points: For example, the absolute value function is non-differentiable when .
MathematicsMathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics with the major subdisciplines of number theory, algebra, geometry, and analysis, respectively. There is no general consensus among mathematicians about a common definition for their academic discipline. Most mathematical activity involves the discovery of properties of abstract objects and the use of pure reason to prove them.
Mathematics educationIn contemporary education, mathematics education—known in Europe as the didactics or pedagogy of mathematics—is the practice of teaching, learning, and carrying out scholarly research into the transfer of mathematical knowledge. Although research into mathematics education is primarily concerned with the tools, methods, and approaches that facilitate practice or the study of practice, it also covers an extensive field of study encompassing a variety of different concepts, theories and methods.
Estimation theoryEstimation theory is a branch of statistics that deals with estimating the values of parameters based on measured empirical data that has a random component. The parameters describe an underlying physical setting in such a way that their value affects the distribution of the measured data. An estimator attempts to approximate the unknown parameters using the measurements.
History of mathematicsThe history of mathematics deals with the origin of discoveries in mathematics and the mathematical methods and notation of the past. Before the modern age and the worldwide spread of knowledge, written examples of new mathematical developments have come to light only in a few locales. From 3000 BC the Mesopotamian states of Sumer, Akkad and Assyria, followed closely by Ancient Egypt and the Levantine state of Ebla began using arithmetic, algebra and geometry for purposes of taxation, commerce, trade and also in the patterns in nature, the field of astronomy and to record time and formulate calendars.
Quasiconvex functionIn mathematics, a quasiconvex function is a real-valued function defined on an interval or on a convex subset of a real vector space such that the of any set of the form is a convex set. For a function of a single variable, along any stretch of the curve the highest point is one of the endpoints. The negative of a quasiconvex function is said to be quasiconcave. All convex functions are also quasiconvex, but not all quasiconvex functions are convex, so quasiconvexity is a generalization of convexity.
Divergence (statistics)In information geometry, a divergence is a kind of statistical distance: a binary function which establishes the separation from one probability distribution to another on a statistical manifold. The simplest divergence is squared Euclidean distance (SED), and divergences can be viewed as generalizations of SED. The other most important divergence is relative entropy (also called Kullback–Leibler divergence), which is central to information theory.
Conjugate gradient methodIn mathematics, the conjugate gradient method is an algorithm for the numerical solution of particular systems of linear equations, namely those whose matrix is positive-definite. The conjugate gradient method is often implemented as an iterative algorithm, applicable to sparse systems that are too large to be handled by a direct implementation or other direct methods such as the Cholesky decomposition. Large sparse systems often arise when numerically solving partial differential equations or optimization problems.
F-divergenceIn probability theory, an -divergence is a function that measures the difference between two probability distributions and . Many common divergences, such as KL-divergence, Hellinger distance, and total variation distance, are special cases of -divergence. These divergences were introduced by Alfréd Rényi in the same paper where he introduced the well-known Rényi entropy. He proved that these divergences decrease in Markov processes.
Lasso (statistics)In statistics and machine learning, lasso (least absolute shrinkage and selection operator; also Lasso or LASSO) is a regression analysis method that performs both variable selection and regularization in order to enhance the prediction accuracy and interpretability of the resulting statistical model. It was originally introduced in geophysics, and later by Robert Tibshirani, who coined the term. Lasso was originally formulated for linear regression models. This simple case reveals a substantial amount about the estimator.
Convex hullIn geometry, the convex hull or convex envelope or convex closure of a shape is the smallest convex set that contains it. The convex hull may be defined either as the intersection of all convex sets containing a given subset of a Euclidean space, or equivalently as the set of all convex combinations of points in the subset. For a bounded subset of the plane, the convex hull may be visualized as the shape enclosed by a rubber band stretched around the subset. Convex hulls of open sets are open, and convex hulls of compact sets are compact.
Applied mathematicsApplied mathematics is the application of mathematical methods by different fields such as physics, engineering, medicine, biology, finance, business, computer science, and industry. Thus, applied mathematics is a combination of mathematical science and specialized knowledge. The term "applied mathematics" also describes the professional specialty in which mathematicians work on practical problems by formulating and studying mathematical models.