## Tag: Math

Analytics
1
Intransitive dice

Most games of skill are transitive. If Player A wins against Player B and Player B wins against Player C, then you expect Player A to win against Player C, should they play. Because of this, you can rank the players: A > B > C Interestingly, not all games

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The Kullback–Leibler divergence between discrete probability distributions

If you have been learning about machine learning or mathematical statistics, you might have heard about the Kullback–Leibler divergence. The Kullback–Leibler divergence is a measure of dissimilarity between two probability distributions. It measures how much one distribution differs from a reference distribution. This article explains the Kullback–Leibler divergence and shows

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Cubic spline interpolation in SAS

I recently showed how to use linear interpolation in SAS. Linear interpolation is a common way to interpolate between a set of planar points, but the interpolating function (the interpolant) is not smooth. If you want a smoother interpolant, you can use cubic spline interpolation. This article describes how to

2
The circular law for eigenvalues

I've previously written about how to generate points that are uniformly distributed in the unit disk. A seemingly unrelated topic is the distribution of eigenvalues (in the complex plane) of various kinds of random matrices. However, I recently learned that these topics are somewhat related! A mathematical result called the

Analytics
4
Polygons, pi, and linear approximations

Recently, I saw a graphic on Twitter by @neilrkaye that showed the rapid convergence of a regular polygon to a circle as you increase the number of sides for the polygon. The author remarked that polygons that have 40 or more sides "all look like circles to me." That is,

0
Evaluate a function on a linear subspace

This article discusses how to restrict a multivariate function to a linear subspace. This is a useful technique in many situations, including visualizing an objective function that is constrained by linear equalities. For example, the graph to the right is from a previous article about how to evaluate quadratic polynomials.

Programming Tips
4
What is a geometric mean?

There are several different kinds of means. They all try to find an average value from among a set of numbers. Although the most popular mean is the arithmetic mean, the geometric mean can be useful for problems in statistics, finance, and biology. A common application of the geometric mean

Analytics
5
The math you learned in school: Yes, it’s useful!

What is this math good for, anyway?      –Every student, everywhere I am a professional applied mathematician, yet many of the mathematical and statistical techniques that I use every day are not from advanced university courses but are based on simple ideas taught in high school or even in grade school.

1
Gershgorin discs and the location of eigenvalues

The eigenvalues of a matrix are not easy to compute. It is remarkable, therefore, that with relatively simple mental arithmetic, you can obtain bounds for the eigenvalues of a matrix of any size. The bounds are provided by using a marvelous mathematical result known as Gershgorin's Disc Theorem. For certain