Campbell's theorem (probability)In probability theory and statistics, Campbell's theorem or the Campbell–Hardy theorem is either a particular equation or set of results relating to the expectation of a function summed over a point process to an integral involving the mean measure of the point process, which allows for the calculation of expected value and variance of the random sum. One version of the theorem, also known as Campbell's formula, entails an integral equation for the aforementioned sum over a general point process, and not necessarily a Poisson point process.
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.
Euclidean geometryEuclidean geometry is a mathematical system attributed to ancient Greek mathematician Euclid, which he described in his textbook on geometry, Elements. Euclid's approach consists in assuming a small set of intuitively appealing axioms (postulates) and deducing many other propositions (theorems) from these. Although many of Euclid's results had been stated earlier, Euclid was the first to organize these propositions into a logical system in which each result is proved from axioms and previously proved theorems.
Pseudo-Euclidean spaceIn mathematics and theoretical physics, a pseudo-Euclidean space is a finite-dimensional real n-space together with a non-degenerate quadratic form q. Such a quadratic form can, given a suitable choice of basis (e1, ..., en), be applied to a vector x = x1e1 + ⋯ + xnen, giving which is called the scalar square of the vector x. For Euclidean spaces, k = n, implying that the quadratic form is positive-definite. When 0 < k < n, q is an isotropic quadratic form, otherwise it is anisotropic.
Non-Euclidean geometryIn mathematics, non-Euclidean geometry consists of two geometries based on axioms closely related to those that specify Euclidean geometry. As Euclidean geometry lies at the intersection of metric geometry and affine geometry, non-Euclidean geometry arises by either replacing the parallel postulate with an alternative, or relaxing the metric requirement. In the former case, one obtains hyperbolic geometry and elliptic geometry, the traditional non-Euclidean geometries.
DistanceDistance is a numerical or occasionally qualitative measurement of how far apart objects or points are. In physics or everyday usage, distance may refer to a physical length or an estimation based on other criteria (e.g. "two counties over"). Since spatial cognition is a rich source of conceptual metaphors in human thought, the term is also frequently used metaphorically to mean a measurement of the amount of difference between two similar objects (such as statistical distance between probability distributions or edit distance between strings of text) or a degree of separation (as exemplified by distance between people in a social network).
Lévy processIn probability theory, a Lévy process, named after the French mathematician Paul Lévy, is a stochastic process with independent, stationary increments: it represents the motion of a point whose successive displacements are random, in which displacements in pairwise disjoint time intervals are independent, and displacements in different time intervals of the same length have identical probability distributions. A Lévy process may thus be viewed as the continuous-time analog of a random walk.
Multilevel modelMultilevel models (also known as hierarchical linear models, linear mixed-effect model, mixed models, nested data models, random coefficient, random-effects models, random parameter models, or split-plot designs) are statistical models of parameters that vary at more than one level. An example could be a model of student performance that contains measures for individual students as well as measures for classrooms within which the students are grouped.
Markov random fieldIn the domain of physics and probability, a Markov random field (MRF), Markov network or undirected graphical model is a set of random variables having a Markov property described by an undirected graph. In other words, a random field is said to be a Markov random field if it satisfies Markov properties. The concept originates from the Sherrington–Kirkpatrick model. A Markov network or MRF is similar to a Bayesian network in its representation of dependencies; the differences being that Bayesian networks are directed and acyclic, whereas Markov networks are undirected and may be cyclic.
Conditional random fieldConditional random fields (CRFs) are a class of statistical modeling methods often applied in pattern recognition and machine learning and used for structured prediction. Whereas a classifier predicts a label for a single sample without considering "neighbouring" samples, a CRF can take context into account. To do so, the predictions are modelled as a graphical model, which represents the presence of dependencies between the predictions. What kind of graph is used depends on the application.