VarianceIn probability theory and statistics, variance is the squared deviation from the mean of a random variable. The variance is also often defined as the square of the standard deviation. Variance is a measure of dispersion, meaning it is a measure of how far a set of numbers is spread out from their average value. It is the second central moment of a distribution, and the covariance of the random variable with itself, and it is often represented by , , , , or .
Computational complexity theoryIn theoretical computer science and mathematics, computational complexity theory focuses on classifying computational problems according to their resource usage, and relating these classes to each other. A computational problem is a task solved by a computer. A computation problem is solvable by mechanical application of mathematical steps, such as an algorithm. A problem is regarded as inherently difficult if its solution requires significant resources, whatever the algorithm used.
Reduction (complexity)In computability theory and computational complexity theory, a reduction is an algorithm for transforming one problem into another problem. A sufficiently efficient reduction from one problem to another may be used to show that the second problem is at least as difficult as the first. Intuitively, problem A is reducible to problem B, if an algorithm for solving problem B efficiently (if it existed) could also be used as a subroutine to solve problem A efficiently. When this is true, solving A cannot be harder than solving B.
Complexity classIn computational complexity theory, a complexity class is a set of computational problems "of related resource-based complexity". The two most commonly analyzed resources are time and memory. In general, a complexity class is defined in terms of a type of computational problem, a model of computation, and a bounded resource like time or memory. In particular, most complexity classes consist of decision problems that are solvable with a Turing machine, and are differentiated by their time or space (memory) requirements.
Stochastic differential equationA stochastic differential equation (SDE) is a differential equation in which one or more of the terms is a stochastic process, resulting in a solution which is also a stochastic process. SDEs have many applications throughout pure mathematics and are used to model various behaviours of stochastic models such as stock prices, random growth models or physical systems that are subjected to thermal fluctuations. SDEs have a random differential that is in the most basic case random white noise calculated as the derivative of a Brownian motion or more generally a semimartingale.
Sensitivity analysisSensitivity analysis is the study of how the uncertainty in the output of a mathematical model or system (numerical or otherwise) can be divided and allocated to different sources of uncertainty in its inputs. A related practice is uncertainty analysis, which has a greater focus on uncertainty quantification and propagation of uncertainty; ideally, uncertainty and sensitivity analysis should be run in tandem.
ParameterA parameter (), generally, is any characteristic that can help in defining or classifying a particular system (meaning an event, project, object, situation, etc.). That is, a parameter is an element of a system that is useful, or critical, when identifying the system, or when evaluating its performance, status, condition, etc. Parameter has more specific meanings within various disciplines, including mathematics, computer programming, engineering, statistics, logic, linguistics, and electronic musical composition.
Polynomial-time reductionIn computational complexity theory, a polynomial-time reduction is a method for solving one problem using another. One shows that if a hypothetical subroutine solving the second problem exists, then the first problem can be solved by transforming or reducing it to inputs for the second problem and calling the subroutine one or more times. If both the time required to transform the first problem to the second, and the number of times the subroutine is called is polynomial, then the first problem is polynomial-time reducible to the second.
Parameterized complexityIn computer science, parameterized complexity is a branch of computational complexity theory that focuses on classifying computational problems according to their inherent difficulty with respect to multiple parameters of the input or output. The complexity of a problem is then measured as a function of those parameters. This allows the classification of NP-hard problems on a finer scale than in the classical setting, where the complexity of a problem is only measured as a function of the number of bits in the input.
Complete (complexity)In computational complexity theory, a computational problem is complete for a complexity class if it is, in a technical sense, among the "hardest" (or "most expressive") problems in the complexity class. More formally, a problem p is called hard for a complexity class C under a given type of reduction if there exists a reduction (of the given type) from any problem in C to p. If a problem is both hard for the class and a member of the class, it is complete for that class (for that type of reduction).
Counting problem (complexity)In computational complexity theory and computability theory, a counting problem is a type of computational problem. If R is a search problem then is the corresponding counting function and denotes the corresponding decision problem. Note that cR is a search problem while #R is a decision problem, however cR can be C Cook-reduced to #R (for appropriate C) using a binary search (the reason #R is defined the way it is, rather than being the graph of cR, is to make this binary search possible).
Supersymmetric theory of stochastic dynamicsSupersymmetric theory of stochastic dynamics or stochastics (STS) is an exact theory of stochastic (partial) differential equations (SDEs), the class of mathematical models with the widest applicability covering, in particular, all continuous time dynamical systems, with and without noise. The main utility of the theory from the physical point of view is a rigorous theoretical explanation of the ubiquitous spontaneous long-range dynamical behavior that manifests itself across disciplines via such phenomena as 1/f, flicker, and crackling noises and the power-law statistics, or Zipf's law, of instantonic processes like earthquakes and neuroavalanches.
Stochastic processIn probability theory and related fields, a stochastic (stəˈkæstɪk) or random process is a mathematical object usually defined as a sequence of random variables, where the index of the sequence has the interpretation of time. Stochastic processes are widely used as mathematical models of systems and phenomena that appear to vary in a random manner. Examples include the growth of a bacterial population, an electrical current fluctuating due to thermal noise, or the movement of a gas molecule.
Average-case complexityIn computational complexity theory, the average-case complexity of an algorithm is the amount of some computational resource (typically time) used by the algorithm, averaged over all possible inputs. It is frequently contrasted with worst-case complexity which considers the maximal complexity of the algorithm over all possible inputs. There are three primary motivations for studying average-case complexity.
Probability interpretationsThe word probability has been used in a variety of ways since it was first applied to the mathematical study of games of chance. Does probability measure the real, physical, tendency of something to occur, or is it a measure of how strongly one believes it will occur, or does it draw on both these elements? In answering such questions, mathematicians interpret the probability values of probability theory. There are two broad categories of probability interpretations which can be called "physical" and "evidential" probabilities.
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.
Stochastic calculusStochastic calculus is a branch of mathematics that operates on stochastic processes. It allows a consistent theory of integration to be defined for integrals of stochastic processes with respect to stochastic processes. This field was created and started by the Japanese mathematician Kiyosi Itô during World War II. The best-known stochastic process to which stochastic calculus is applied is the Wiener process (named in honor of Norbert Wiener), which is used for modeling Brownian motion as described by Louis Bachelier in 1900 and by Albert Einstein in 1905 and other physical diffusion processes in space of particles subject to random forces.
Frequentist probabilityFrequentist probability or frequentism is an interpretation of probability; it defines an event's probability as the limit of its relative frequency in many trials (the long-run probability). Probabilities can be found (in principle) by a repeatable objective process (and are thus ideally devoid of opinion). The continued use of frequentist methods in scientific inference, however, has been called into question. The development of the frequentist account was motivated by the problems and paradoxes of the previously dominant viewpoint, the classical interpretation.
Uncertainty quantificationUncertainty quantification (UQ) is the science of quantitative characterization and estimation of uncertainties in both computational and real world applications. It tries to determine how likely certain outcomes are if some aspects of the system are not exactly known. An example would be to predict the acceleration of a human body in a head-on crash with another car: even if the speed was exactly known, small differences in the manufacturing of individual cars, how tightly every bolt has been tightened, etc.
Mathematical analysisAnalysis is the branch of mathematics dealing with continuous functions, limits, and related theories, such as differentiation, integration, measure, infinite sequences, series, and analytic functions. These theories are usually studied in the context of real and complex numbers and functions. Analysis evolved from calculus, which involves the elementary concepts and techniques of analysis. Analysis may be distinguished from geometry; however, it can be applied to any space of mathematical objects that has a definition of nearness (a topological space) or specific distances between objects (a metric space).
