0
votes
1answer
149 views

How many ways we know to join two line segments with a smooth transitional function?

This topic was created to discuss how many ways we know to create piecewise linear functions with smooth transitions between the phases. An alternative is presents by Bacon & Watts (1971): the ...
0
votes
0answers
291 views

Covariance matrix/kriging interpolation

I have a covariance matrix that I am trying to interpolate using kriging interpolation. The point of the kriging is to statistically predict any unknown point in-between know points. For example if I ...
1
vote
4answers
345 views

Recovering a function from a set of approximations

We assume that we have a finite set of agents with approximate knowledge about a certain function, and from this collection of approximations we want to recover the actual value of the function. More ...
4
votes
1answer
912 views

Squared residuals versus just residuals?

In statistics (in particular time series analysis, like ARCH/GARCH models) I've noticed that residual diagnostics usually look at autocorrelation of residuals and squared residuals. Why both? What ...
4
votes
2answers
532 views

Mathematical means of studying large and complex but finite systems?

I want a list of the sort of mathematics/mathematical tools that are applied to the study of complex and probabilistic systems in order to make quantitative and qualitative observations about their ...
1
vote
2answers
6k views

Real-World Examples of Probability Distributions [closed]

I'm interested in collecting real-world examples of probability distributions, and heuristics for when a probability distribution might apply. For example: Stock prices are often modeled with ...