### Analysis on **Gaussian** Spaces

https://www.amazon.co.uk/Analysis-Gaussian-Spaces-Yaozhong-H...

Analysis of functions on the finite dimensional Euclidean space with respect to the Lebesgue measure is fundamental in mathematics. The extension to infinite dimension is a great challenge due to the lack of Lebesgue measure on infinite dimensional space. Instead the most popular measure used in infinite dimensional space is the

**Gaussian**measure, which has been unified under the terminology of "abstract Wiener space".Out of the large amount of work on this topic, this book presents some fundamental results plus recent progress. We shall present some results on the**Gaussian**space itself such as the Brunn–Minkowski inequality, Small ball estimates, large tail estimates. The majority part of this book is devoted to the analysis of nonlinear functions on the**Gaussian**space. Derivative, Sobolev spaces are introduced, while the famous Poincaré inequality, logarithmic inequality, hypercontractive inequality, Meyer's inequality, Littlewood–Paley–Stein–Meyer theory are given in details.This book includes some basic material that cannot be found elsewhere that the author believes should be an integral part of the subject. For example, the book includes some interesting and important inequalities, the Littlewood–Paley–Stein–Meyer theory, and the Hörmander theorem. The book also includes some recent progress achieved by the author and collaborators on density convergence, numerical solutions, local times.Published by: WSPC | Publication date: 08/30/2016

Kindle book details: Kindle Edition, 484 pages### Data Assimilation for the Geosciences: From Theory to Application

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Data Assimilation for the Geosciences: From Theory to Application brings together all of the mathematical,statistical, and probability background knowledge needed to formulate data assimilation systems in one place. It includes practical exercises for understanding theoretical formulation and presents some aspects of coding the theory with a toy problem. The book also demonstrates how data assimilation systems are implemented in larger scale fluid dynamical problems related to the atmosphere, oceans, as well as the land surface and other geophysical situations. It offers a comprehensive presentation of the subject, from basic principles to advanced methods, such as Particle Filters and Markov-Chain Monte-Carlo methods. Additionally, Data Assimilation for the Geosciences: From Theory to Application covers the applications of data assimilation techniques in various disciplines of the geosciences, making the book useful to students, teachers, and research scientists.

- Includes practical exercises, enabling readers to apply concepts in a theoretical formulation
- Offers explanations for how to code certain parts of the theory
- Presents a step-by-step guide on how, and why, data assimilation works and can be used

Published by: Elsevier | Publication date: 03/30/2017

Kindle book details: Kindle Edition, 976 pages### Machine Learning: A Probabilistic Perspective (Adaptive Computation and Machine Learning series)

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Today's Web-enabled deluge of electronic data calls for automated methods of data analysis. Machine learning provides these, developing methods that can automatically detect patterns in data and then use the uncovered patterns to predict future data. This textbook offers a comprehensive and self-contained introduction to the field of machine learning, based on a unified, probabilistic approach. The coverage combines breadth and depth, offering necessary background material on such topics as probability, optimization, and linear algebra as well as discussion of recent developments in the field, including conditional random fields, L1 regularization, and deep learning. The book is written in an informal, accessible style, complete with pseudo-code for the most important algorithms. All topics are copiously illustrated with color images and worked examples drawn from such application domains as biology, text processing, computer vision, and robotics. Rather than providing a cookbook of different heuristic methods, the book stresses a principled model-based approach, often using the language of graphical models to specify models in a concise and intuitive way. Almost all the models described have been implemented in a MATLAB software package -- PMTK (probabilistic modeling toolkit) -- that is freely available online. The book is suitable for upper-level undergraduates with an introductory-level college math background and beginning graduate students.

Published by: The MIT Press | Publication date: 09/07/2012

Kindle book details: Kindle Edition, 1104 pages### Unsupervised Machine Learning in Python: Master Data Science and Machine Learning with Cluster Analysis, **Gaussian** Mixture Models, and Principal Components Analysis

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In a real-world environment, you can imagine that a robot or an artificial intelligence won’t always have access to the optimal answer, or maybe there isn’t an optimal correct answer. You’d want that robot to be able to explore the world on its own, and learn things just by looking for patterns.Think about the large amounts of data being collected today, by the likes of the NSA, Google, and other organizations. No human could possibly sift through all that data manually. It was reported recently in the Washington Post and Wall Street Journal that the National Security Agency collects so much surveillance data, it is no longer effective.Could automated pattern discovery solve this problem?Do you ever wonder how we get the data that we use in our supervised machine learning algorithms?Kaggle always seems to provide us with a nice CSV, complete with Xs and corresponding Ys.If you haven’t been involved in acquiring data yourself, you might not have thought about this, but someone has to make this data!A lot of the time this involves manual labor. Sometimes, you don’t have access to the correct information or it is infeasible or costly to acquire.You still want to have some idea of the structure of the data.This is where unsupervised machine learning comes into play.In this book we are first going to talk about clustering. This is where instead of training on labels, we try to create our own labels. We’ll do this by grouping together data that looks alike.The 2 methods of clustering we’ll talk about: k-means clustering and hierarchical clustering.Next, because in machine learning we like to talk about probability distributions, we’ll go into

**Gaussian**mixture models and kernel density estimation, where we talk about how to learn the probability distribution of a set of data.One interesting fact is that under certain conditions,**Gaussian**mixture models and k-means clustering are exactly the same! We’ll prove how this is the case.Lastly, we’ll look at the theory behind principal components analysis or PCA. PCA has many useful applications: visualization, dimensionality reduction, denoising, and de-correlation. You will see how it allows us to take a different perspective on latent variables, which first appear when we talk about k-means clustering and GMMs.All the algorithms we’ll talk about in this course are staples in machine learning and data science, so if you want to know how to automatically find patterns in your data with data mining and pattern extraction, without needing someone to put in manual work to label that data, then this book is for you.All of the materials required to follow along in this book are free: You just need to able to download and install Python, Numpy, Scipy, Matplotlib, and Sci-kit Learn. Publication date: 05/22/2016

Kindle book details: Kindle Edition, 38 pages**Gaussian** Markov Random Fields: Theory and Applications (Chapman & Hall/CRC Monographs on Statistics & Applied Probability)

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**Gaussian**Markov Random Field (GMRF) models are most widely used in spatial statistics - a very active area of research in which few up-to-date reference works are available. This is the first book on the subject that provides a unified framework of GMRFs with particular emphasis on the computational aspects. This book includes extensive case-studies and, online, a c-library for fast and exact simulation. With chapters contributed by leading researchers in the field, this volume is essential reading for statisticians working in spatial theory and its applications, as well as quantitative researchers in a wide range of science fields where spatial data analysis is important.

Published by: Chapman and Hall/CRC | Publication date: 02/18/2005

Kindle book details: Kindle Edition, 280 pages**Gaussian** Processes on Trees: From Spin Glasses to Branching Brownian Motion (Cambridge Studies in Advanced Mathematics)

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Branching Brownian motion (BBM) is a classical object in probability theory with deep connections to partial differential equations. This book highlights the connection to classical extreme value theory and to the theory of mean-field spin glasses in statistical mechanics. Starting with a concise review of classical extreme value statistics and a basic introduction to mean-field spin glasses, the author then focuses on branching Brownian motion. Here, the classical results of Bramson on the asymptotics of solutions of the F-KPP equation are reviewed in detail and applied to the recent construction of the extremal process of BBM. The extension of these results to branching Brownian motion with variable speed are then explained. As a self-contained exposition that is accessible to graduate students with some background in probability theory, this book makes a good introduction for anyone interested in accessing this exciting field of mathematics.

Published by: Cambridge University Press | Publication date: 10/20/2016

Kindle book details: Kindle Edition, 211 pages### Financial Modeling Under Non-**Gaussian** Distributions (Springer Finance)

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This book examines non-

**Gaussian**distributions. It addresses the causes and consequences of non-normality and time dependency in both asset returns and option prices. The book is written for non-mathematicians who want to model financial market prices so the emphasis throughout is on practice. There are abundant empirical illustrations of the models and techniques described, many of which could be equally applied to other financial time series.Published by: Springer | Publication date: 04/05/2007

Kindle book details: Kindle Edition, 541 pages### Detection of Random Signals in Dependent **Gaussian** Noise

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The book presents the necessary mathematical basis to obtain and rigorously use likelihoods for detection problems with

**Gaussian**noise. To facilitate comprehension the text is divided into three broad areas – reproducing kernel Hilbert spaces, Cramér-Hida representations and stochastic calculus – for which a somewhat different approach was used than in their usual stand-alone context.One main applicable result of the book involves arriving at a general solution to the canonical detection problem for active sonar in a reverberation-limited environment. Nonetheless, the general problems dealt with in the text also provide a useful framework for discussing other current research areas, such as wavelet decompositions, neural networks, and higher order spectral analysis.The structure of the book, with the exposition presenting as many details as necessary, was chosen to serve both those readers who are chiefly interested in the results and those who want to learn the material from scratch. Hence, the text will be useful for graduate students and researchers alike in the fields of engineering, mathematics and statistics.Published by: Springer | Publication date: 12/15/2015

Kindle book details: Kindle Edition, 1176 pages### Linear Algebra (Dover Books on Mathematics)

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Covers determinants, linear spaces, systems of linear equations, linear functions of a vector argument, coordinate transformations, the canonical form of the matrix of a linear operator, bilinear and quadratic forms, Euclidean spaces, unitary spaces, quadratic forms in Euclidean and unitary spaces, finite-dimensional space. Problems with hints and answers.

Published by: Dover Publications | Publication date: 04/26/2012

Kindle book details: Kindle Edition, 400 pages**Gaussian** Basis Sets for Molecular Calculations (Physical Sciences Data)

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Physical Sciences Data, Volume 16:

**Gaussian**Basis Sets for Molecular Calculations provides information pertinent to the**Gaussian**basis sets, with emphasis on lithium, radon, and important ions. This book discusses the polarization functions prepared for lithium through radon for further improvement of the basis sets.Organized into three chapters, this volume begins with an overview of the basis set for the most stable negative and positive ions. This text then explores the total atomic energies given by the basis sets. Other chapters consider the distinction between diffuse functions and polarization function. This book presents as well the exponents of polarization function. The final chapter deals with the**Gaussian**basis sets.This book is a valuable resource for chemists, scientists, and research workers.Published by: Elsevier Science | Publication date: 12/02/2012

Kindle book details: Kindle Edition, 434 pages