User gr&#246;nwall - MathOverflow most recent 30 from http://mathoverflow.net 2013-05-22T16:11:49Z http://mathoverflow.net/feeds/user/180 http://www.creativecommons.org/licenses/by-nc/2.5/rdf http://mathoverflow.net/questions/55328/estimating-the-derivative-of-a-noisy-non-uniformly-sampled-function Estimating the derivative of a noisy, non-uniformly sampled function Grönwall 2011-02-13T17:10:33Z 2012-04-13T03:37:57Z <p>I have some trading data in the form of (exchange rate, volume, time) tuples. I'm trying to estimate the rate of change of the exchange rate. Of course the trade data is non-uniformly sampled.</p> <p>Also, the function is rather noisy, so the estimation has to be robust.</p> <p>So what are good ways of estimating the derivative of a noisy, non-uniformly sampled function?</p> <p>Thanks!</p> http://mathoverflow.net/questions/75424/what-properties-must-a-set-have-for-the-average-of-two-elements-of-that-set-to-ma What properties must a set have for the average of two elements of that set to make sense? Grönwall 2011-09-14T17:41:54Z 2011-09-14T17:41:54Z <p>What properties do you need to define the average of two members of a set? Does this kind of space have a name?</p> http://mathoverflow.net/questions/38280/finding-an-optimal-monotone-function Finding an optimal monotone function? Grönwall 2010-09-10T08:35:45Z 2010-09-10T14:29:08Z <p>Let $f$ and $g$ be two discrete signals. I want to find a monotone function h such that</p> <p>$h=argmin_{h}\sum_{n\in[0,N]}{(f(n)-h(g(n)))^2}$</p> <p>I don't really care about finding the global optimum, I just want a good fit. What would be a good representation of f to achieve that? Thanks!</p> http://mathoverflow.net/questions/38245/what-is-the-easiest-randomized-algorithm-to-motivate-to-the-layperson/38281#38281 Answer by Grönwall for What is the easiest randomized algorithm to motivate to the layperson? Grönwall 2010-09-10T08:37:35Z 2010-09-10T08:37:35Z <p>I'm not an expert, but I know that for path planning randomized algorithms are very good, and that good deterministic algorithms are very hard to come by. The advantage being that the path planning problem should be easy to explain to lay people.</p> http://mathoverflow.net/questions/1647/correlation-measure-between-signals-of-different-dimensions Correlation measure between signals of different dimensions? Grönwall 2009-10-21T13:05:12Z 2009-10-21T14:30:04Z <p>I have several temporal signals of different dimensions, for example the motion of a point throughout time which would be of dimension 3, and the value of a temperature sensor, of dimension 1.</p> <p>I would like to find out if these signals are correlated. Is there a measure of correlation that works for signals that do not have the same dimensionality?</p> http://mathoverflow.net/questions/75424/what-properties-must-a-set-have-for-the-average-of-two-elements-of-that-set-to-ma Comment by Grönwall Grönwall 2011-09-14T19:07:22Z 2011-09-14T19:07:22Z @Sridhar Ramesh: I think you pretty much nailed it! http://mathoverflow.net/questions/75424/what-properties-must-a-set-have-for-the-average-of-two-elements-of-that-set-to-ma Comment by Grönwall Grönwall 2011-09-14T18:23:15Z 2011-09-14T18:23:15Z @Andrej Bauer: how can I make it more precise? I'm looking for the properties needed to define an average of to members of a set. For example, a real vector space does have that property, as the average of two vectors is also a vector. Natural integers don't have that property, because the average of 5 and 6 is not an integer. What is the minimal set of properties that is required? Does it have a name? http://mathoverflow.net/questions/55328/estimating-the-derivative-of-a-noisy-non-uniformly-sampled-function Comment by Grönwall Grönwall 2011-02-13T21:03:22Z 2011-02-13T21:03:22Z Thank you for your comments. I will think it over. http://mathoverflow.net/questions/38280/finding-an-optimal-monotone-function/38313#38313 Comment by Grönwall Grönwall 2010-09-14T11:33:35Z 2010-09-14T11:33:35Z Very neat! Thanks a lot. http://mathoverflow.net/questions/38280/finding-an-optimal-monotone-function/38291#38291 Comment by Grönwall Grönwall 2010-09-10T12:48:53Z 2010-09-10T12:48:53Z Sorry about the typo. http://mathoverflow.net/questions/1647/correlation-measure-between-signals-of-different-dimensions/1663#1663 Comment by Grönwall Grönwall 2009-10-22T09:36:40Z 2009-10-22T09:36:40Z Thanks for your answer.