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Real Composition Algebras by Steven Clanton
Real Composition Algebras by Steven Clanton A Thesis Submitted to the Faculty of The Wilkes Honors College in Partial Fulfillment of the Requirements for the Degree of Bachelor of Arts in Liberal Arts and Sciences with a Concentration in Mathematics Wilkes Honors College of Florida Atlantic University Jupiter, FL May 2009 Real Composition Algebras by Steven Clanton This thesis was prepared under the direction of the candidates thesis advisor, Dr. Ryan Karr, and has been approved by the members of his supervisory committee. It was sub- mitted to the faculty of The Honors College and was accepted in partial fulfillment of the requirements for the degree of Bachelor of Arts in Liberal Arts and Sciences. SUPERVISORY COMMITTEE: Dr. Ryan Karr Dr. Eugene Belogay Dean, Wilkes Honors College Date ii Abstract Author: Steve Clanton Title: Real Composition Algebras Institution: Wilkes Honors College of Florida Atlantic University Thesis Advisor: Dr. Ryan Karr Degree: Bachelor of Arts in Liberal Arts and Sciences Concentration: Mathematics Year: 2009 According to Koecher and Remmert [Ebb91, p. 267], Gauss introduced the \com- position of quadratic forms" to study the representability of natural numbers in binary (rank 2) quadratic forms. In particular, Gauss proved that any positive defi- nite binary quadratic form can be linearly transformed into the two-squares formula 2 2 2 2 2 2 w1 + w2 = (u1 + u2)(v1 + v2). This shows not only the existence of an algebra for every form but also an isomorphism to the complex numbers for each. Hurwitz gen- eralized the \theory of composition" to arbitrary dimensions and showed that exactly four such systems exist: the real numbers, the complex numbers, the quaternions, and octonions [CS03, p. -
Stan: a Probabilistic Programming Language
JSS Journal of Statistical Software January 2017, Volume 76, Issue 1. doi: 10.18637/jss.v076.i01 Stan: A Probabilistic Programming Language Bob Carpenter Andrew Gelman Matthew D. Hoffman Columbia University Columbia University Adobe Creative Technologies Lab Daniel Lee Ben Goodrich Michael Betancourt Columbia University Columbia University Columbia University Marcus A. Brubaker Jiqiang Guo Peter Li York University NPD Group Columbia University Allen Riddell Indiana University Abstract Stan is a probabilistic programming language for specifying statistical models. A Stan program imperatively defines a log probability function over parameters conditioned on specified data and constants. As of version 2.14.0, Stan provides full Bayesian inference for continuous-variable models through Markov chain Monte Carlo methods such as the No-U-Turn sampler, an adaptive form of Hamiltonian Monte Carlo sampling. Penalized maximum likelihood estimates are calculated using optimization methods such as the limited memory Broyden-Fletcher-Goldfarb-Shanno algorithm. Stan is also a platform for computing log densities and their gradients and Hessians, which can be used in alternative algorithms such as variational Bayes, expectation propa- gation, and marginal inference using approximate integration. To this end, Stan is set up so that the densities, gradients, and Hessians, along with intermediate quantities of the algorithm such as acceptance probabilities, are easily accessible. Stan can be called from the command line using the cmdstan package, through R using the rstan package, and through Python using the pystan package. All three interfaces sup- port sampling and optimization-based inference with diagnostics and posterior analysis. rstan and pystan also provide access to log probabilities, gradients, Hessians, parameter transforms, and specialized plotting. -
Stan: a Probabilistic Programming Language
JSS Journal of Statistical Software MMMMMM YYYY, Volume VV, Issue II. http://www.jstatsoft.org/ Stan: A Probabilistic Programming Language Bob Carpenter Andrew Gelman Matt Hoffman Columbia University Columbia University Adobe Research Daniel Lee Ben Goodrich Michael Betancourt Columbia University Columbia University University of Warwick Marcus A. Brubaker Jiqiang Guo Peter Li University of Toronto, NPD Group Columbia University Scarborough Allen Riddell Dartmouth College Abstract Stan is a probabilistic programming language for specifying statistical models. A Stan program imperatively defines a log probability function over parameters conditioned on specified data and constants. As of version 2.2.0, Stan provides full Bayesian inference for continuous-variable models through Markov chain Monte Carlo methods such as the No-U-Turn sampler, an adaptive form of Hamiltonian Monte Carlo sampling. Penalized maximum likelihood estimates are calculated using optimization methods such as the Broyden-Fletcher-Goldfarb-Shanno algorithm. Stan is also a platform for computing log densities and their gradients and Hessians, which can be used in alternative algorithms such as variational Bayes, expectation propa- gation, and marginal inference using approximate integration. To this end, Stan is set up so that the densities, gradients, and Hessians, along with intermediate quantities of the algorithm such as acceptance probabilities, are easily accessible. Stan can be called from the command line, through R using the RStan package, or through Python using the PyStan package. All three interfaces support sampling and optimization-based inference. RStan and PyStan also provide access to log probabilities, gradients, Hessians, and data I/O. Keywords: probabilistic program, Bayesian inference, algorithmic differentiation, Stan. -
Advancedhmc.Jl: a Robust, Modular and Efficient Implementation of Advanced HMC Algorithms
2nd Symposium on Advances in Approximate Bayesian Inference, 20191{10 AdvancedHMC.jl: A robust, modular and efficient implementation of advanced HMC algorithms Kai Xu [email protected] University of Edinburgh Hong Ge [email protected] University of Cambridge Will Tebbutt [email protected] University of Cambridge Mohamed Tarek [email protected] UNSW Canberra Martin Trapp [email protected] Graz University of Technology Zoubin Ghahramani [email protected] University of Cambridge & Uber AI Labs Abstract Stan's Hamilton Monte Carlo (HMC) has demonstrated remarkable sampling robustness and efficiency in a wide range of Bayesian inference problems through carefully crafted adaption schemes to the celebrated No-U-Turn sampler (NUTS) algorithm. It is challeng- ing to implement these adaption schemes robustly in practice, hindering wider adoption amongst practitioners who are not directly working with the Stan modelling language. AdvancedHMC.jl (AHMC) contributes a modular, well-tested, standalone implementation of NUTS that recovers and extends Stan's NUTS algorithm. AHMC is written in Julia, a modern high-level language for scientific computing, benefiting from optional hardware acceleration and interoperability with a wealth of existing software written in both Julia and other languages, such as Python. Efficacy is demonstrated empirically by comparison with Stan through a third-party Markov chain Monte Carlo benchmarking suite. 1. Introduction Hamiltonian Monte Carlo (HMC) is an efficient Markov chain Monte Carlo (MCMC) algo- rithm which avoids random walks by simulating Hamiltonian dynamics to make proposals (Duane et al., 1987; Neal et al., 2011). Due to the statistical efficiency of HMC, it has been widely applied to fields including physics (Duane et al., 1987), differential equations (Kramer et al., 2014), social science (Jackman, 2009) and Bayesian inference (e.g. -
Module 2 : Fundamentals of Vector Spaces Section 2 : Vector Spaces
Module 2 : Fundamentals of Vector Spaces Section 2 : Vector Spaces 2. Vector Spaces The concept of a vector space will now be formally introduced. This requires the concept of closure and field. Definition 1 (Closure) A set is said to be closed under an operation when any two elements of the set subject to the operation yields a third element belonging to the same set. Example 2 The set of integers is closed under addition, multiplication and subtraction. However, this set is not closed under division. Example 3 The set of real numbers ( ) and the set of complex numbers (C) are closed under addition, subtraction, multiplication and division. Definition 4 (Field) A field is a set of elements closed under addition, subtraction, multiplication and division. Example 5 The set of real numbers ( ) and the set of complex numbers ( ) are scalar fields. However, the set of integers is not a field. A vector space is a set of elements, which is closed under addition and scalar multiplication. Thus, associated with every vector space is a set of scalars (also called as scalar field or coefficient field) used to define scalar multiplication on the space. In functional analysis, the scalars will be always taken to be the set of real numbers ( ) or complex numbers ( ). Definition 6 (Vector Space): A vector space is a set of elements called vectors and scalar field together with two operations. The first operation is called addition which associates with any two vectors a vector , the sum of and . The second operation is called scalar multiplication, which associates with any vector and any scalar a vector (a scalar multiple of by Thus, when is a linear vector space, given any vectors and any scalars the element . -
Maple Advanced Programming Guide
Maple 9 Advanced Programming Guide M. B. Monagan K. O. Geddes K. M. Heal G. Labahn S. M. Vorkoetter J. McCarron P. DeMarco c Maplesoft, a division of Waterloo Maple Inc. 2003. ii ¯ Maple, Maplesoft, Maplet, and OpenMaple are trademarks of Water- loo Maple Inc. c Maplesoft, a division of Waterloo Maple Inc. 2003. All rights re- served. The electronic version (PDF) of this book may be downloaded and printed for personal use or stored as a copy on a personal machine. The electronic version (PDF) of this book may not be distributed. Information in this document is subject to change without notice and does not rep- resent a commitment on the part of the vendor. The software described in this document is furnished under a license agreement and may be used or copied only in accordance with the agreement. It is against the law to copy the software on any medium as specifically allowed in the agreement. Windows is a registered trademark of Microsoft Corporation. Java and all Java based marks are trademarks or registered trade- marks of Sun Microsystems, Inc. in the United States and other countries. Maplesoft is independent of Sun Microsystems, Inc. All other trademarks are the property of their respective owners. This document was produced using a special version of Maple that reads and updates LATEX files. Printed in Canada ISBN 1-894511-44-1 Contents Preface 1 Audience . 1 Worksheet Graphical Interface . 2 Manual Set . 2 Conventions . 3 Customer Feedback . 3 1 Procedures, Variables, and Extending Maple 5 Prerequisite Knowledge . 5 In This Chapter . -
End-User Probabilistic Programming
End-User Probabilistic Programming Judith Borghouts, Andrew D. Gordon, Advait Sarkar, and Neil Toronto Microsoft Research Abstract. Probabilistic programming aims to help users make deci- sions under uncertainty. The user writes code representing a probabilistic model, and receives outcomes as distributions or summary statistics. We consider probabilistic programming for end-users, in particular spread- sheet users, estimated to number in tens to hundreds of millions. We examine the sources of uncertainty actually encountered by spreadsheet users, and their coping mechanisms, via an interview study. We examine spreadsheet-based interfaces and technology to help reason under uncer- tainty, via probabilistic and other means. We show how uncertain values can propagate uncertainty through spreadsheets, and how sheet-defined functions can be applied to handle uncertainty. Hence, we draw conclu- sions about the promise and limitations of probabilistic programming for end-users. 1 Introduction In this paper, we discuss the potential of bringing together two rather distinct approaches to decision making under uncertainty: spreadsheets and probabilistic programming. We start by introducing these two approaches. 1.1 Background: Spreadsheets and End-User Programming The spreadsheet is the first \killer app" of the personal computer era, starting in 1979 with Dan Bricklin and Bob Frankston's VisiCalc for the Apple II [15]. The primary interface of a spreadsheet|then and now, four decades later|is the grid, a two-dimensional array of cells. Each cell may hold a literal data value, or a formula that computes a data value (and may depend on the data in other cells, which may themselves be computed by formulas). -
Euclidean Space - Wikipedia, the Free Encyclopedia Page 1 of 5
Euclidean space - Wikipedia, the free encyclopedia Page 1 of 5 Euclidean space From Wikipedia, the free encyclopedia In mathematics, Euclidean space is the Euclidean plane and three-dimensional space of Euclidean geometry, as well as the generalizations of these notions to higher dimensions. The term “Euclidean” distinguishes these spaces from the curved spaces of non-Euclidean geometry and Einstein's general theory of relativity, and is named for the Greek mathematician Euclid of Alexandria. Classical Greek geometry defined the Euclidean plane and Euclidean three-dimensional space using certain postulates, while the other properties of these spaces were deduced as theorems. In modern mathematics, it is more common to define Euclidean space using Cartesian coordinates and the ideas of analytic geometry. This approach brings the tools of algebra and calculus to bear on questions of geometry, and Every point in three-dimensional has the advantage that it generalizes easily to Euclidean Euclidean space is determined by three spaces of more than three dimensions. coordinates. From the modern viewpoint, there is essentially only one Euclidean space of each dimension. In dimension one this is the real line; in dimension two it is the Cartesian plane; and in higher dimensions it is the real coordinate space with three or more real number coordinates. Thus a point in Euclidean space is a tuple of real numbers, and distances are defined using the Euclidean distance formula. Mathematicians often denote the n-dimensional Euclidean space by , or sometimes if they wish to emphasize its Euclidean nature. Euclidean spaces have finite dimension. Contents 1 Intuitive overview 2 Real coordinate space 3 Euclidean structure 4 Topology of Euclidean space 5 Generalizations 6 See also 7 References Intuitive overview One way to think of the Euclidean plane is as a set of points satisfying certain relationships, expressible in terms of distance and angle. -
An Introduction to Data Analysis Using the Pymc3 Probabilistic Programming Framework: a Case Study with Gaussian Mixture Modeling
An introduction to data analysis using the PyMC3 probabilistic programming framework: A case study with Gaussian Mixture Modeling Shi Xian Liewa, Mohsen Afrasiabia, and Joseph L. Austerweila aDepartment of Psychology, University of Wisconsin-Madison, Madison, WI, USA August 28, 2019 Author Note Correspondence concerning this article should be addressed to: Shi Xian Liew, 1202 West Johnson Street, Madison, WI 53706. E-mail: [email protected]. This work was funded by a Vilas Life Cycle Professorship and the VCRGE at University of Wisconsin-Madison with funding from the WARF 1 RUNNING HEAD: Introduction to PyMC3 with Gaussian Mixture Models 2 Abstract Recent developments in modern probabilistic programming have offered users many practical tools of Bayesian data analysis. However, the adoption of such techniques by the general psychology community is still fairly limited. This tutorial aims to provide non-technicians with an accessible guide to PyMC3, a robust probabilistic programming language that allows for straightforward Bayesian data analysis. We focus on a series of increasingly complex Gaussian mixture models – building up from fitting basic univariate models to more complex multivariate models fit to real-world data. We also explore how PyMC3 can be configured to obtain significant increases in computational speed by taking advantage of a machine’s GPU, in addition to the conditions under which such acceleration can be expected. All example analyses are detailed with step-by-step instructions and corresponding Python code. Keywords: probabilistic programming; Bayesian data analysis; Markov chain Monte Carlo; computational modeling; Gaussian mixture modeling RUNNING HEAD: Introduction to PyMC3 with Gaussian Mixture Models 3 1 Introduction Over the last decade, there has been a shift in the norms of what counts as rigorous research in psychological science. -
Math 20480 – Example Set 03A Determinant of a Square Matrices
Math 20480 { Example Set 03A Determinant of A Square Matrices. Case: 2 × 2 Matrices. a b The determinant of A = is c d a b det(A) = jAj = = c d For matrices with size larger than 2, we need to use cofactor expansion to obtain its value. Case: 3 × 3 Matrices. 0 1 a11 a12 a13 a11 a12 a13 The determinant of A = @a21 a22 a23A is det(A) = jAj = a21 a22 a23 a31 a32 a33 a31 a32 a33 (Cofactor expansion along the 1st row) = a11 − a12 + a13 (Cofactor expansion along the 2nd row) = (Cofactor expansion along the 1st column) = (Cofactor expansion along the 2nd column) = Example 1: 1 1 2 ? 1 −2 −1 = 1 −1 1 1 Case: 4 × 4 Matrices. a11 a12 a13 a14 a21 a22 a23 a24 a31 a32 a33 a34 a41 a42 a43 a44 (Cofactor expansion along the 1st row) = (Cofactor expansion along the 2nd column) = Example 2: 1 −2 −1 3 −1 2 0 −1 ? = 0 1 −2 2 3 −1 2 −3 2 Theorem 1: Let A be a square n × n matrix. Then the A has an inverse if and only if det(A) 6= 0. We call a matrix A with inverse a matrix. Theorem 2: Let A be a square n × n matrix and ~b be any n × 1 matrix. Then the equation A~x = ~b has a solution for ~x if and only if . Proof: Remark: If A is non-singular then the only solution of A~x = 0 is ~x = . 3 3. Without solving explicitly, determine if the following systems of equations have a unique solution. -
GNU Octave a High-Level Interactive Language for Numerical Computations Edition 3 for Octave Version 2.0.13 February 1997
GNU Octave A high-level interactive language for numerical computations Edition 3 for Octave version 2.0.13 February 1997 John W. Eaton Published by Network Theory Limited. 15 Royal Park Clifton Bristol BS8 3AL United Kingdom Email: [email protected] ISBN 0-9541617-2-6 Cover design by David Nicholls. Errata for this book will be available from http://www.network-theory.co.uk/octave/manual/ Copyright c 1996, 1997John W. Eaton. This is the third edition of the Octave documentation, and is consistent with version 2.0.13 of Octave. Permission is granted to make and distribute verbatim copies of this man- ual provided the copyright notice and this permission notice are preserved on all copies. Permission is granted to copy and distribute modified versions of this manual under the conditions for verbatim copying, provided that the en- tire resulting derived work is distributed under the terms of a permission notice identical to this one. Permission is granted to copy and distribute translations of this manual into another language, under the same conditions as for modified versions. Portions of this document have been adapted from the gawk, readline, gcc, and C library manuals, published by the Free Software Foundation, 59 Temple Place—Suite 330, Boston, MA 02111–1307, USA. i Table of Contents Publisher’s Preface ...................... 1 Author’s Preface ........................ 3 Acknowledgements ........................................ 3 How You Can Contribute to Octave ........................ 5 Distribution .............................................. 6 1 A Brief Introduction to Octave ....... 7 1.1 Running Octave...................................... 7 1.2 Simple Examples ..................................... 7 Creating a Matrix ................................. 7 Matrix Arithmetic ................................. 8 Solving Linear Equations.......................... -
Stan Modeling Language
Stan Modeling Language User’s Guide and Reference Manual Stan Development Team Stan Version 2.12.0 Tuesday 6th September, 2016 mc-stan.org Stan Development Team (2016) Stan Modeling Language: User’s Guide and Reference Manual. Version 2.12.0. Copyright © 2011–2016, Stan Development Team. This document is distributed under the Creative Commons Attribution 4.0 International License (CC BY 4.0). For full details, see https://creativecommons.org/licenses/by/4.0/legalcode The Stan logo is distributed under the Creative Commons Attribution- NoDerivatives 4.0 International License (CC BY-ND 4.0). For full details, see https://creativecommons.org/licenses/by-nd/4.0/legalcode Stan Development Team Currently Active Developers This is the list of current developers in order of joining the development team (see the next section for former development team members). • Andrew Gelman (Columbia University) chief of staff, chief of marketing, chief of fundraising, chief of modeling, max marginal likelihood, expectation propagation, posterior analysis, RStan, RStanARM, Stan • Bob Carpenter (Columbia University) language design, parsing, code generation, autodiff, templating, ODEs, probability functions, con- straint transforms, manual, web design / maintenance, fundraising, support, training, Stan, Stan Math, CmdStan • Matt Hoffman (Adobe Creative Technologies Lab) NUTS, adaptation, autodiff, memory management, (re)parameterization, optimization C++ • Daniel Lee (Columbia University) chief of engineering, CmdStan, builds, continuous integration, testing, templates,