Principle of maximum entropyThe principle of maximum entropy states that the probability distribution which best represents the current state of knowledge about a system is the one with largest entropy, in the context of precisely stated prior data (such as a proposition that expresses testable information). Another way of stating this: Take precisely stated prior data or testable information about a probability distribution function. Consider the set of all trial probability distributions that would encode the prior data.
Differential entropyDifferential entropy (also referred to as continuous entropy) is a concept in information theory that began as an attempt by Claude Shannon to extend the idea of (Shannon) entropy, a measure of average (surprisal) of a random variable, to continuous probability distributions. Unfortunately, Shannon did not derive this formula, and rather just assumed it was the correct continuous analogue of discrete entropy, but it is not. The actual continuous version of discrete entropy is the limiting density of discrete points (LDDP).
Boltzmann's entropy formulaIn statistical mechanics, Boltzmann's equation (also known as the Boltzmann–Planck equation) is a probability equation relating the entropy , also written as , of an ideal gas to the multiplicity (commonly denoted as or ), the number of real microstates corresponding to the gas's macrostate: where is the Boltzmann constant (also written as simply ) and equal to 1.380649 × 10−23 J/K, and is the natural logarithm function (also written as , as in the image above).
Linear functionIn mathematics, the term linear function refers to two distinct but related notions: In calculus and related areas, a linear function is a function whose graph is a straight line, that is, a polynomial function of degree zero or one. For distinguishing such a linear function from the other concept, the term affine function is often used. In linear algebra, mathematical analysis, and functional analysis, a linear function is a linear map.
Dependent and independent variablesDependent and independent variables are variables in mathematical modeling, statistical modeling and experimental sciences. Dependent variables are studied under the supposition or demand that they depend, by some law or rule (e.g., by a mathematical function), on the values of other variables. Independent variables, in turn, are not seen as depending on any other variable in the scope of the experiment in question. In this sense, some common independent variables are time, space, density, mass, fluid flow rate, and previous values of some observed value of interest (e.
Source codeIn computing, source code, or simply code, is any collection of text, with or without comments, written using a human-readable programming language, usually as plain text. The source code of a program is specially designed to facilitate the work of computer programmers, who specify the actions to be performed by a computer mostly by writing source code. The source code is often transformed by an assembler or compiler into binary machine code that can be executed by the computer.
Partial functionIn mathematics, a partial function f from a set X to a set Y is a function from a subset S of X (possibly the whole X itself) to Y. The subset S, that is, the domain of f viewed as a function, is called the domain of definition or natural domain of f. If S equals X, that is, if f is defined on every element in X, then f is said to be a total function. More technically, a partial function is a binary relation over two sets that associates every element of the first set to at most one element of the second set; it is thus a functional binary relation.
Distributed version controlIn software development, distributed version control (also known as distributed revision control) is a form of version control in which the complete codebase, including its full history, is mirrored on every developer's computer. Compared to centralized version control, this enables automatic management branching and merging, speeds up most operations (except pushing and pulling), improves the ability to work offline, and does not rely on a single location for backups.
Typical setIn information theory, the typical set is a set of sequences whose probability is close to two raised to the negative power of the entropy of their source distribution. That this set has total probability close to one is a consequence of the asymptotic equipartition property (AEP) which is a kind of law of large numbers. The notion of typicality is only concerned with the probability of a sequence and not the actual sequence itself.
Source-available softwareSource-available software is software released through a source code distribution model that includes arrangements where the source can be viewed, and in some cases modified, but without necessarily meeting the criteria to be called open-source. The licenses associated with the offerings range from allowing code to be viewed for reference to allowing code to be modified and redistributed for both commercial and non-commercial purposes.
Least squaresThe method of least squares is a standard approach in regression analysis to approximate the solution of overdetermined systems (sets of equations in which there are more equations than unknowns) by minimizing the sum of the squares of the residuals (a residual being the difference between an observed value and the fitted value provided by a model) made in the results of each individual equation. The most important application is in data fitting.
Bent functionIn the mathematical field of combinatorics, a bent function is a Boolean function that is maximally non-linear; it is as different as possible from the set of all linear and affine functions when measured by Hamming distance between truth tables. Concretely, this means the maximum correlation between the output of the function and a linear function is minimal. In addition, the derivatives of a bent function are balanced Boolean functions, so for any change in the input variables there is a 50 percent chance that the output value will change.
