Spin glassIn condensed matter physics, a spin glass is a magnetic state characterized by randomness, besides cooperative behavior in freezing of spins at a temperature called 'freezing temperature' Tf. In ferromagnetic solids, component atoms' magnetic spins all align in the same direction. Spin glass when contrasted with a ferromagnet is defined as "disordered" magnetic state in which spins are aligned randomly or without a regular pattern and the couplings too are random.
Simulated annealingSimulated annealing (SA) is a probabilistic technique for approximating the global optimum of a given function. Specifically, it is a metaheuristic to approximate global optimization in a large search space for an optimization problem. For large numbers of local optima, SA can find the global optima. It is often used when the search space is discrete (for example the traveling salesman problem, the boolean satisfiability problem, protein structure prediction, and job-shop scheduling).
Minimum mean square errorIn statistics and signal processing, a minimum mean square error (MMSE) estimator is an estimation method which minimizes the mean square error (MSE), which is a common measure of estimator quality, of the fitted values of a dependent variable. In the Bayesian setting, the term MMSE more specifically refers to estimation with quadratic loss function. In such case, the MMSE estimator is given by the posterior mean of the parameter to be estimated.
Maximum a posteriori estimationIn Bayesian statistics, a maximum a posteriori probability (MAP) estimate is an estimate of an unknown quantity, that equals the mode of the posterior distribution. The MAP can be used to obtain a point estimate of an unobserved quantity on the basis of empirical data. It is closely related to the method of maximum likelihood (ML) estimation, but employs an augmented optimization objective which incorporates a prior distribution (that quantifies the additional information available through prior knowledge of a related event) over the quantity one wants to estimate.
Classical mechanicsClassical mechanics is a physical theory describing the motion of macroscopic objects, from projectiles to parts of machinery and astronomical objects, such as spacecraft, planets, stars, and galaxies. For objects governed by classical mechanics, if the present state is known, it is possible to predict how it will move in the future (determinism), and how it has moved in the past (reversibility). The "classical" in "classical mechanics" does not refer classical antiquity, as it might in, say, classical architecture.
Detailed balanceThe principle of detailed balance can be used in kinetic systems which are decomposed into elementary processes (collisions, or steps, or elementary reactions). It states that at equilibrium, each elementary process is in equilibrium with its reverse process. The principle of detailed balance was explicitly introduced for collisions by Ludwig Boltzmann. In 1872, he proved his H-theorem using this principle. The arguments in favor of this property are founded upon microscopic reversibility.
Markov chain Monte CarloIn statistics, Markov chain Monte Carlo (MCMC) methods comprise a class of algorithms for sampling from a probability distribution. By constructing a Markov chain that has the desired distribution as its equilibrium distribution, one can obtain a sample of the desired distribution by recording states from the chain. The more steps that are included, the more closely the distribution of the sample matches the actual desired distribution. Various algorithms exist for constructing chains, including the Metropolis–Hastings algorithm.
Statistical mechanicsIn physics, statistical mechanics is a mathematical framework that applies statistical methods and probability theory to large assemblies of microscopic entities. It does not assume or postulate any natural laws, but explains the macroscopic behavior of nature from the behavior of such ensembles. Sometimes called statistical physics or statistical thermodynamics, its applications include many problems in the fields of physics, biology, chemistry, and neuroscience.
Posterior probabilityThe posterior probability is a type of conditional probability that results from updating the prior probability with information summarized by the likelihood via an application of Bayes' rule. From an epistemological perspective, the posterior probability contains everything there is to know about an uncertain proposition (such as a scientific hypothesis, or parameter values), given prior knowledge and a mathematical model describing the observations available at a particular time.
Boltzmann distributionIn statistical mechanics and mathematics, a Boltzmann distribution (also called Gibbs distribution) is a probability distribution or probability measure that gives the probability that a system will be in a certain state as a function of that state's energy and the temperature of the system. The distribution is expressed in the form: where pi is the probability of the system being in state i, exp is the exponential function, εi is the energy of that state, and a constant kT of the distribution is the product of the Boltzmann constant k and thermodynamic temperature T.
Prior probabilityA prior probability distribution of an uncertain quantity, often simply called the prior, is its assumed probability distribution before some evidence is taken into account. For example, the prior could be the probability distribution representing the relative proportions of voters who will vote for a particular politician in a future election. The unknown quantity may be a parameter of the model or a latent variable rather than an observable variable.
Bayesian inferenceBayesian inference (ˈbeɪziən or ˈbeɪʒən ) is a method of statistical inference in which Bayes' theorem is used to update the probability for a hypothesis as more evidence or information becomes available. Bayesian inference is an important technique in statistics, and especially in mathematical statistics. Bayesian updating is particularly important in the dynamic analysis of a sequence of data. Bayesian inference has found application in a wide range of activities, including science, engineering, philosophy, medicine, sport, and law.
Gibbs samplingIn statistics, Gibbs sampling or a Gibbs sampler is a Markov chain Monte Carlo (MCMC) algorithm for obtaining a sequence of observations which are approximated from a specified multivariate probability distribution, when direct sampling is difficult. This sequence can be used to approximate the joint distribution (e.g., to generate a histogram of the distribution); to approximate the marginal distribution of one of the variables, or some subset of the variables (for example, the unknown parameters or latent variables); or to compute an integral (such as the expected value of one of the variables).
Cluster analysisCluster analysis or clustering is the task of grouping a set of objects in such a way that objects in the same group (called a cluster) are more similar (in some sense) to each other than to those in other groups (clusters). It is a main task of exploratory data analysis, and a common technique for statistical data analysis, used in many fields, including pattern recognition, , information retrieval, bioinformatics, data compression, computer graphics and machine learning.
Single-linkage clusteringIn statistics, single-linkage clustering is one of several methods of hierarchical clustering. It is based on grouping clusters in bottom-up fashion (agglomerative clustering), at each step combining two clusters that contain the closest pair of elements not yet belonging to the same cluster as each other. This method tends to produce long thin clusters in which nearby elements of the same cluster have small distances, but elements at opposite ends of a cluster may be much farther from each other than two elements of other clusters.
Correlation clusteringClustering is the problem of partitioning data points into groups based on their similarity. Correlation clustering provides a method for clustering a set of objects into the optimum number of clusters without specifying that number in advance. Cluster analysis In machine learning, correlation clustering or cluster editing operates in a scenario where the relationships between the objects are known instead of the actual representations of the objects.
Variational Bayesian methodsVariational Bayesian methods are a family of techniques for approximating intractable integrals arising in Bayesian inference and machine learning. They are typically used in complex statistical models consisting of observed variables (usually termed "data") as well as unknown parameters and latent variables, with various sorts of relationships among the three types of random variables, as might be described by a graphical model. As typical in Bayesian inference, the parameters and latent variables are grouped together as "unobserved variables".
Statistical inferenceStatistical inference is the process of using data analysis to infer properties of an underlying distribution of probability. Inferential statistical analysis infers properties of a population, for example by testing hypotheses and deriving estimates. It is assumed that the observed data set is sampled from a larger population. Inferential statistics can be contrasted with descriptive statistics. Descriptive statistics is solely concerned with properties of the observed data, and it does not rest on the assumption that the data come from a larger population.
Random variableA random variable (also called random quantity, aleatory variable, or stochastic variable) is a mathematical formalization of a quantity or object which depends on random events. The term 'random variable' can be misleading as it is not actually random nor a variable, but rather it is a function from possible outcomes (e.g., the possible upper sides of a flipped coin such as heads and tails ) in a sample space (e.g., the set ) to a measurable space (e.g., in which 1 corresponding to and −1 corresponding to ), often to the real numbers.
Evidence (law)The law of evidence, also known as the rules of evidence, encompasses the rules and legal principles that govern the proof of facts in a legal proceeding. These rules determine what evidence must or must not be considered by the trier of fact in reaching its decision. The trier of fact is a judge in bench trials, or the jury in any cases involving a jury. The law of evidence is also concerned with the quantum (amount), quality, and type of proof needed to prevail in litigation.
