Continuous functionIn mathematics, a continuous function is a function such that a continuous variation (that is a change without jump) of the argument induces a continuous variation of the value of the function. This means that there are no abrupt changes in value, known as discontinuities. More precisely, a function is continuous if arbitrarily small changes in its value can be assured by restricting to sufficiently small changes of its argument. A discontinuous function is a function that is .
Fréchet spaceIn functional analysis and related areas of mathematics, Fréchet spaces, named after Maurice Fréchet, are special topological vector spaces. They are generalizations of Banach spaces (normed vector spaces that are complete with respect to the metric induced by the norm). All Banach and Hilbert spaces are Fréchet spaces. Spaces of infinitely differentiable functions are typical examples of Fréchet spaces, many of which are typically Banach spaces.
Residual sum of squaresIn statistics, the residual sum of squares (RSS), also known as the sum of squared residuals (SSR) or the sum of squared estimate of errors (SSE), is the sum of the squares of residuals (deviations predicted from actual empirical values of data). It is a measure of the discrepancy between the data and an estimation model, such as a linear regression. A small RSS indicates a tight fit of the model to the data. It is used as an optimality criterion in parameter selection and model selection.
Generalized least squaresIn statistics, generalized least squares (GLS) is a method used to estimate the unknown parameters in a linear regression model when there is a certain degree of correlation between the residuals in the regression model. Least squares and weighted least squares may need to be more statistically efficient and prevent misleading inferences. GLS was first described by Alexander Aitken in 1935. In standard linear regression models one observes data on n statistical units.
Standard errorThe standard error (SE) of a statistic (usually an estimate of a parameter) is the standard deviation of its sampling distribution or an estimate of that standard deviation. If the statistic is the sample mean, it is called the standard error of the mean (SEM). The sampling distribution of a mean is generated by repeated sampling from the same population and recording of the sample means obtained. This forms a distribution of different means, and this distribution has its own mean and variance.
Noise (electronics)In electronics, noise is an unwanted disturbance in an electrical signal. Noise generated by electronic devices varies greatly as it is produced by several different effects. In particular, noise is inherent in physics and central to thermodynamics. Any conductor with electrical resistance will generate thermal noise inherently. The final elimination of thermal noise in electronics can only be achieved cryogenically, and even then quantum noise would remain inherent. Electronic noise is a common component of noise in signal processing.
Generalized linear modelIn statistics, a generalized linear model (GLM) is a flexible generalization of ordinary linear regression. The GLM generalizes linear regression by allowing the linear model to be related to the response variable via a link function and by allowing the magnitude of the variance of each measurement to be a function of its predicted value. Generalized linear models were formulated by John Nelder and Robert Wedderburn as a way of unifying various other statistical models, including linear regression, logistic regression and Poisson regression.
Noise (signal processing)In signal processing, noise is a general term for unwanted (and, in general, unknown) modifications that a signal may suffer during capture, storage, transmission, processing, or conversion. Sometimes the word is also used to mean signals that are random (unpredictable) and carry no useful information; even if they are not interfering with other signals or may have been introduced intentionally, as in comfort noise. Noise reduction, the recovery of the original signal from the noise-corrupted one, is a very common goal in the design of signal processing systems, especially filters.
Wiener filterIn signal processing, the Wiener filter is a filter used to produce an estimate of a desired or target random process by linear time-invariant (LTI) filtering of an observed noisy process, assuming known stationary signal and noise spectra, and additive noise. The Wiener filter minimizes the mean square error between the estimated random process and the desired process. The goal of the Wiener filter is to compute a statistical estimate of an unknown signal using a related signal as an input and filtering that known signal to produce the estimate as an output.
Sobolev spaceIn mathematics, a Sobolev space is a vector space of functions equipped with a norm that is a combination of Lp-norms of the function together with its derivatives up to a given order. The derivatives are understood in a suitable weak sense to make the space complete, i.e. a Banach space. Intuitively, a Sobolev space is a space of functions possessing sufficiently many derivatives for some application domain, such as partial differential equations, and equipped with a norm that measures both the size and regularity of a function.
