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This chapter introduces the mathematics of data through the example of clustering, a fundamental technique in data analysis and machine learning. The chapter begins with a review of essential mathematical concepts, including matrix and vector algebra, differential calculus, optimization, and elementary probability, with practical Python examples. The chapter then delves into the k-means clustering algorithm, presenting it as an optimization problem and deriving Lloyd's algorithm for its solution. A rigorous analysis of the algorithm's convergence properties is provided, along with a matrix formulation of the k-means objective. The chapter concludes with an exploration of high-dimensional data, demonstrating through simulations and theoretical arguments how the "curse of dimensionality" can affect clustering outcomes.
Chapter 2 explores the fundamental concept of least squares, covering its geometric, algebraic, and numerical aspects. The chapter begins with a review of vector spaces and matrix inverses, then introduces the geometry of least squares through orthogonal projections. It presents the QR decomposition and Householder transformations as efficient methods for solving least-squares problems. The chapter concludes with an application to regression analysis, demonstrating how to fit linear and polynomial models to data. Key topics include the normal equations, orthogonal decomposition, and the Gram–Schmidt algorithm. The chapter also addresses the issue of overfitting in polynomial regression, highlighting the importance of model selection in data analysis. The chapter includes practical Python implementations and numerical examples to reinforce the theoretical concepts.
This paper develops a theorem that facilitates computing the degrees of freedom of Wald-type chi-square tests for moment restrictions when there is rank deficiency of key matrices involved in the definition of the test. An if and only if (iff) condition is developed for a simple rule of difference of ranks to be used when computing the desired degrees of freedom of the test. The theorem is developed exploiting basics tools of matrix algebra. The theorem is shown to play a key role in proving the asymptotic chi-squaredness of a goodness of fit test in moment structure analysis, and in finding the degrees of freedom of this chi-square statistic.
Matrix theory is the lingua franca of everyone who deals with dynamically evolving systems, and familiarity with efficient matrix computations is an essential part of the modern curriculum in dynamical systems and associated computation. This is a master's-level textbook on dynamical systems and computational matrix algebra. It is based on the remarkable identity of these two disciplines in the context of linear, time-variant, discrete-time systems and their algebraic equivalent, quasi-separable systems. The authors' approach provides a single, transparent framework that yields simple derivations of basic notions, as well as new and fundamental results such as constrained model reduction, matrix interpolation theory and scattering theory. This book outlines all the fundamental concepts that allow readers to develop the resulting recursive computational schemes needed to solve practical problems. An ideal treatment for graduate students and academics in electrical and computer engineering, computer science and applied mathematics.
Covers differentiation and integration, higher derivatives, partial derivatives, series expansion, integral transforms, convolution integrals, Laplace transforms, linear and time-invariant systems, linear ordinary differential equations, periodic functions, Fourier series and transforms, and matrix algebra.
Chapter 2 is methodological, offering a primer on multimodal network analysis. It proceeds by quickly reviewing 1-mode network analysis, paying special attention to summarizing several measures of network centrality and how they relate to power. Often, relational data that are 2-mode or multimodal are “projected” into one of the node sets. Ties are then defined by their shared relations to the second-mode nodes so that 1-mode measures of centrality and algorithms for community detection can be employed. We discuss the loss of information on structure and agency that projection entails and argue that, in many cases, projection is neither helpful nor necessary. We then proceed to detailed discussions of methods for 2-mode and 3-mode network analysis, from first principles of matrix algebra to centrality measures and core-periphery analysis; faction analysis and community detection; as well as structural/regular equivalence and blockmodeling. We conclude with a brief introduction to recent advances in statistical network modelling that facilitate inferences about multimodal networks.
Written in a conversational tone, this classroom-tested text introduces the fundamentals of linear programming and game theory, showing readers how to apply serious mathematics to practical real-life questions by modelling linear optimization problems and strategic games. The treatment of linear programming includes two distinct graphical methods. The game theory chapters include a novel proof of the minimax theorem for 2x2 zero-sum games. In addition to zero-sum games, the text presents variable-sum games, ordinal games, and n-player games as the natural result of relaxing or modifying the assumptions of zero-sum games. All concepts and techniques are derived from motivating examples, building in complexity, which encourages students to think creatively and leads them to understand how the mathematics is applied. With no prerequisite besides high school algebra, the text will be useful to motivated high school students and undergraduates studying business, economics, mathematics, and the social sciences.
Abadir and Magnus (2002, Econometric Theory) proposed a standard for notation in econometrics. The consistent use of the proposed notation in our volumes shows that it is in fact practical. The notational conventions described here mainly apply to the material covered in this volume. Further notation will be introduced, as needed, as the Series develops.
Three families of examples are given of sets of $(0,1)$-matrices whose pairwise products form a basis for theunderlying full matrix algebra. In the first two families, the elements haverank at most two and some of the products can have multiple entries. In thethird example, the matrices have equal rank $\!\sqrt{n}$ and all of the pairwise products are single-entried $(0,1)$-matrices.
Let ${{M}_{n}}$ be the algebra of all $n\,\times \,n$ matrices over $\mathbb{C}$. We say that $A,B\in {{M}_{n}}$ quasi-commute if there exists a nonzero $\xi \,\in \,\mathbb{C}$ such that $AB\,=\,\xi BA$. In the paper we classify bijective not necessarily linear maps $\Phi :{{M}_{n}}\to {{M}_{n}}$ which preserve quasi-commutativity in both directions.
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