Linear regressionIn statistics, linear regression is a linear approach for modelling the relationship between a scalar response and one or more explanatory variables (also known as dependent and independent variables). The case of one explanatory variable is called simple linear regression; for more than one, the process is called multiple linear regression. This term is distinct from multivariate linear regression, where multiple correlated dependent variables are predicted, rather than a single scalar variable.
Local hidden-variable theoryIn the interpretation of quantum mechanics, a local hidden-variable theory is a hidden-variable theory that satisfies the condition of being consistent with local realism. This definition restricts all types of those theories that attempt to account for the probabilistic features of quantum mechanics via the mechanism of underlying inaccessible variables with the additional requirement that distant events be independent, ruling out instantaneous (that is, faster-than-light) interactions between separate events.
Generalized method of momentsIn econometrics and statistics, the generalized method of moments (GMM) is a generic method for estimating parameters in statistical models. Usually it is applied in the context of semiparametric models, where the parameter of interest is finite-dimensional, whereas the full shape of the data's distribution function may not be known, and therefore maximum likelihood estimation is not applicable. The method requires that a certain number of moment conditions be specified for the model.
Matrix (mathematics)In mathematics, a matrix (plural matrices) is a rectangular array or table of numbers, symbols, or expressions, arranged in rows and columns, which is used to represent a mathematical object or a property of such an object. For example, is a matrix with two rows and three columns. This is often referred to as a "two by three matrix", a " matrix", or a matrix of dimension . Without further specifications, matrices represent linear maps, and allow explicit computations in linear algebra.
Bayesian epistemologyBayesian epistemology is a formal approach to various topics in epistemology that has its roots in Thomas Bayes' work in the field of probability theory. One advantage of its formal method in contrast to traditional epistemology is that its concepts and theorems can be defined with a high degree of precision. It is based on the idea that beliefs can be interpreted as subjective probabilities. As such, they are subject to the laws of probability theory, which act as the norms of rationality.
Eigendecomposition of a matrixIn linear algebra, eigendecomposition is the factorization of a matrix into a canonical form, whereby the matrix is represented in terms of its eigenvalues and eigenvectors. Only diagonalizable matrices can be factorized in this way. When the matrix being factorized is a normal or real symmetric matrix, the decomposition is called "spectral decomposition", derived from the spectral theorem. Eigenvalue, eigenvector and eigenspace A (nonzero) vector v of dimension N is an eigenvector of a square N × N matrix A if it satisfies a linear equation of the form for some scalar λ.
Systems scienceSystems science, also referred to as systems research, or, simply, systems, is a transdisciplinary field concerned with understanding systems—from simple to complex—in nature, society, cognition, engineering, technology and science itself. The field is diverse, spanning the formal, natural, social, and applied sciences. To systems scientists, the world can be understood as a system of systems.
Monte Carlo methodMonte Carlo methods, or Monte Carlo experiments, are a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results. The underlying concept is to use randomness to solve problems that might be deterministic in principle. They are often used in physical and mathematical problems and are most useful when it is difficult or impossible to use other approaches. Monte Carlo methods are mainly used in three problem classes: optimization, numerical integration, and generating draws from a probability distribution.
Directed graphIn mathematics, and more specifically in graph theory, a directed graph (or digraph) is a graph that is made up of a set of vertices connected by directed edges, often called arcs. In formal terms, a directed graph is an ordered pair where V is a set whose elements are called vertices, nodes, or points; A is a set of ordered pairs of vertices, called arcs, directed edges (sometimes simply edges with the corresponding set named E instead of A), arrows, or directed lines.
Matrix normIn mathematics, a matrix norm is a vector norm in a vector space whose elements (vectors) are matrices (of given dimensions). Given a field of either real or complex numbers, let be the K-vector space of matrices with rows and columns and entries in the field . A matrix norm is a norm on . This article will always write such norms with double vertical bars (like so: ).
