• subgaussian distribution are dominated by (i.e. decay at least as fast as) the tails of a Gaussian. This property gives subgaussian distributions their name...
    37 KB (7,383 words) - 23:53, 26 May 2025
  • Thumbnail for Normal distribution
    theory and statistics, a normal distribution or Gaussian distribution is a type of continuous probability distribution for a real-valued random variable...
    148 KB (21,531 words) - 03:40, 1 July 2025
  • inequality can be generalized to any sub-Gaussian distribution. Recall that a random variable X is called sub-Gaussian, if P ( | X | ≥ t ) ≤ 2 e − c t 2...
    13 KB (2,527 words) - 00:07, 27 May 2025
  • Thumbnail for Nakagami distribution
    distribution Modified half-normal distribution Sub-Gaussian distribution Laurenson, Dave (1994). "Nakagami Distribution". Indoor Radio Channel Propagation...
    9 KB (1,243 words) - 19:00, 4 January 2025
  • probability that the empirical risk deviates from the true risk to be a Sub-Gaussian distribution. P ( | R ^ ( f ) − R ( f ) | ≥ ϵ ) ≤ 2 e − 2 n ϵ 2 {\displaystyle...
    12 KB (1,712 words) - 19:24, 18 June 2025
  • -1/K\leq \lambda \leq 1/K} . | X | {\displaystyle {\sqrt {|X|}}} is sub-Gaussian. High-Dimensional Probability: An Introduction with Applications in Data...
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  • signifies a leptokurtic distribution. The Laplace distribution, for example, has tails that decay more slowly than a Gaussian, resulting in more outliers...
    37 KB (5,310 words) - 12:52, 30 June 2025
  • identify the sub-population to which an individual observation belongs. Formally a mixture model corresponds to the mixture distribution that represents...
    57 KB (7,792 words) - 03:39, 19 April 2025
  • sum of these individual plane-wave contributions will exhibit a Gaussian distribution. This type of GRF is completely described by its power spectral...
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  • Distributions, also known as Schwartz distributions are a kind of generalized function in mathematical analysis. Distributions make it possible to differentiate...
    128 KB (21,628 words) - 18:41, 21 June 2025
  • _{i=1}^{k}{\frac {(x_{i}-np_{i})^{2}}{np_{i}}}} This resembles the gaussian distribution, which suggests the following theorem: Theorem. At the n → ∞ {\displaystyle...
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  • Thumbnail for Gamma distribution
    and the generalized inverse Gaussian distribution. Among the discrete distributions, the negative binomial distribution is sometimes considered the discrete...
    66 KB (9,100 words) - 17:39, 27 June 2025
  • equilibrium, unlike the final distribution. The equilibrium distribution is the Gaussian distribution N ( 0 , I ) {\displaystyle {\mathcal {N}}(0,I)} , with...
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  • Thumbnail for Metropolis–Hastings algorithm
    proposal function, or jumping distribution. A common choice for g ( x ∣ y ) {\displaystyle g(x\mid y)} is a Gaussian distribution centered at y {\displaystyle...
    30 KB (4,556 words) - 09:14, 9 March 2025
  • Andreas; Pontil, Pontil (2021). "Concentration inequalities under sub-Gaussian and sub-exponential conditions" (PDF). Advances in Neural Information Processing...
    18 KB (3,767 words) - 06:57, 29 January 2025
  • number of distributions, ω is a weight associated to the ith Gaussian at time t and μ, Σ are the mean and standard deviation of said Gaussian respectively...
    28 KB (4,153 words) - 00:47, 24 January 2025
  • Thumbnail for Kernel density estimation
    the sample size. This approximation is termed the normal distribution approximation, Gaussian approximation, or Silverman's rule of thumb. While this rule...
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  • Thumbnail for Portfolio optimization
    volatility is high, the optimization of portfolios when return distributions are non-Gaussian is mathematically challenging. Hierarchical Risk Parity is a...
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  • {\displaystyle N} a random walker has a Gaussian probability distribution. Thus, the joint probability distribution for the real and imaginary parts of the...
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  • Bilinear time–frequency distributions, or quadratic time–frequency distributions, arise in a sub-field of signal analysis and signal processing called...
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  • scale t {\displaystyle t} . The main type of scale space is the linear (Gaussian) scale space, which has wide applicability as well as the attractive property...
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  • Limit Theorem, the distribution of a sum of independent random variables with finite variance tends towards a Gaussian distribution. Loosely speaking,...
    49 KB (7,462 words) - 10:49, 27 May 2025
  • Exponentiating by squaring Exponentiation Fermat's Last Theorem Forgetting curve Gaussian function Gudermannian function Half-exponential function Half-life Hyperbolic...
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  • Thumbnail for Belief propagation
    generalizations. Gaussian belief propagation is a variant of the belief propagation algorithm when the underlying distributions are Gaussian. The first work...
    29 KB (4,323 words) - 16:52, 13 April 2025
  • Location test for Gaussian scale mixture distributions for some theory related to one particular family of non-normal distributions. When the normality...
    52 KB (7,010 words) - 16:42, 18 June 2025
  • Thumbnail for Subsurface scattering
    wavelength dependent nature of diffusion, the samples used during the (Gaussian) blur can be weighted by channel. This is somewhat of an artistic process...
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  • Thumbnail for Receiver operating characteristic
    {\displaystyle X_{0}} and X 1 {\displaystyle X_{1}} follows two Gaussian distributions, then A = Φ ( ( μ 1 − μ 0 ) / σ 1 2 + σ 0 2 ) {\displaystyle A=\Phi...
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  • Thumbnail for Genetic algorithm
    certain theorem valid for all regions of acceptability and all Gaussian distributions. The efficiency of NA relies on information theory and a certain...
    69 KB (8,221 words) - 21:33, 24 May 2025
  • random variables, including convergence in probability, convergence in distribution, and almost sure convergence. The different notions of convergence capture...
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  • The Oxford Dictionary of English Etymology, Oxford English Dictionary, sub "mathematics", "mathematic", "mathematics". "Maths (Noun)". Oxford English...
    163 KB (15,943 words) - 07:08, 3 July 2025