Probabilistic models | Randomized algorithms

First-order second-moment method

In probability theory, the first-order second-moment (FOSM) method, also referenced as mean value first-order second-moment (MVFOSM) method, is a probabilistic method to determine the stochastic moments of a function with random input variables. The name is based on the derivation, which uses a first-order Taylor series and the first and second moments of the input variables. (Wikipedia).

Video thumbnail

C02 Reduction of order

The first method for solving second order linear ODE's uses reduction in order. In this method the second derivative is reduced to a first derivative in the dependent variable, which can usually be solved by separation of variables, or by introduction an integrating factor.

From playlist Differential Equations

Video thumbnail

Reduction of Order - Linear Second Order Homogeneous Differential Equations Part 2

This video explains how to apply the method of reduction of order to solve a linear second order homogeneous differential equations. Site: http://mathispower4u

From playlist Second Order Differential Equations: Reduction of Order

Video thumbnail

Reduction of Order - Linear Second Order Homogeneous Differential Equations Part 1

This video explains how to apply the method of reduction of order to solve a linear second order homogeneous differential equations. Site: http://mathispower4u

From playlist Second Order Differential Equations: Reduction of Order

Video thumbnail

Shortcut Reduction of Order - Linear Second Order Homogeneous Differential Equations Part 1

This video explains how to apply the shortcut formula for the method of reduction of order to solve a linear second order homogeneous differential equations. Site: http://mathispower4u.com

From playlist Second Order Differential Equations: Reduction of Order

Video thumbnail

Solve second order differential equation by substitution, Q10 on review sheet

Solve second order differential equation by substitution, 2nd order differential equation with variable coefficients, Differential equation by substitution, second order linear differential equations, blackpenredpen

From playlist First Order Differential Equations Review

Video thumbnail

Differential Equations: Linear First Order DEs Introduction

The second of the three analytic methods for solving first order differential equations is only valid if the differential equation is linear. In this video, we look at what it means for a differential equation to be linear and how it can then be solved.

From playlist Differential Equations

Video thumbnail

Ex 1: Determine Higher Order Derivatives

This video provides an example of how to determine the first, second, third, and fourth derivative of a function. Complete Video List at http://www.mathispower4u.com

From playlist Higher Order Differentiation

Video thumbnail

Ex 6: Determine Higher Order Derivatives Requiring the Quotient Rule

This video provides an example of how to determine the first and second derivative of function that requires the quotient rule. Complete Video List at http://www.mathispower4u.com

From playlist Higher Order Differentiation

Video thumbnail

A03 Eigenvalues

The method of determining eigenvalues as part of calculating the sets of solutions to a linear system of ordinary first-order differential equations.

From playlist A Second Course in Differential Equations

Video thumbnail

Mathematics for cryo-electron microscopy – Amit Singer – ICM2018

Mathematics in Science and Technology Invited Lecture 17.8 Mathematics for cryo-electron microscopy Amit Singer Abstract: Single-particle cryo-electron microscopy (cryo-EM) has recently joined X-ray crystallography and NMR spectroscopy as a high-resolution structural method for biologica

From playlist Mathematics in Science and Technology

Video thumbnail

Matrix Equations and Model Reduction Lecture 3

Peter Benner from the Max Planck Institute presents: Matrix Equations and Model Reduction

From playlist Gene Golub SIAM Summer School Videos

Video thumbnail

Generalized maximum entropy estimation - T. Sutter - Main Conference - CEB T3 2017

Tobias Sutter (Zurich) / 11.12.2017 Title: Generalized maximum entropy estimation Abstract: We consider the problem of estimating a probability distribution that maximizes the entropy while satisfying a finite number of moment constraints, possibly corrupted by noise. Based on duality

From playlist 2017 - T3 - Analysis in Quantum Information Theory - CEB Trimester

Video thumbnail

6. Maximum Likelihood Estimation (cont.) and the Method of Moments

MIT 18.650 Statistics for Applications, Fall 2016 View the complete course: http://ocw.mit.edu/18-650F16 Instructor: Philippe Rigollet In this lecture, Prof. Rigollet continued on maximum likelihood estimators and talked about Weierstrass Approximation Theorem (WAT), and statistical appli

From playlist MIT 18.650 Statistics for Applications, Fall 2016

Video thumbnail

DDPS | Reduced order models for thermal radiative transfer problems based on moment equations & POD

In this DDPS talk from Aug. 13, 2021, Dmitriy Anistratov, a professor of nuclear engineering at North Carolina State University, presents a new group of reduced-order models (ROMs) for nonlinear thermal radiative transfer (TRT) problems. ROMs are formulated by means of the nonlinear proj

From playlist Data-driven Physical Simulations (DDPS) Seminar Series

Video thumbnail

Joe Kileel - Method of moments in cryo-EM - IPAM at UCLA

Recorded 16 November 2022. Joe Kileel of the University of Texas at Austin presents "Method of moments in cryo-EM" at IPAM's Cryo-Electron Microscopy and Beyond Workshop. Abstract: In this talk, I will present recent advances in the theory and implementation of method of moments-based appr

From playlist 2022 Cryo-Electron Microscopy and Beyond

Video thumbnail

Deep Learning Lecture 4.4 - RMSprop & Adam

Deep Learning Lecture: Optimization Methods - RMSprop - Adam

From playlist Deep Learning Lecture

Video thumbnail

Towards a theory of non-commutative optimization...… -Rafael Oliveira

Computer Science/Discrete Mathematics Seminar I Topic: Towards a theory of non-commutative optimization: geodesic 1st and 2nd order methods for moment maps and polytopes Speaker: Rafael Oliveira Affiliation:University of Toronto Date: October 22, 2019 For more video please visit http://v

From playlist Mathematics

Video thumbnail

Optimisation - an introduction: Professor Coralia Cartis, University of Oxford

Coralia Cartis (BSc Mathematics, Babesh-Bolyai University, Romania; PhD Mathematics, University of Cambridge (2005)) has joined the Mathematical Institute at Oxford and Balliol College in 2013 as Associate Professor in Numerical Optimization. Previously, she worked as a research scientist

From playlist Data science classes

Video thumbnail

Shi Jin: Asymptotic preserving methods for multi-scale physical problems - lecture 1

We will first outline the asymptotic-transition from quantum to classical, to kinetic and then the hydrodynamic equations, and then show how such asymptotics can guide the design and analysis of the so-called asymptotic-preserving schemes that offer efficient multiscale computations betwee

From playlist Virtual Conference

Video thumbnail

Differential Equation - 2nd Order Linear (1 of 17) Introduction

Visit http://ilectureonline.com for more math and science lectures! In this video I will introduce 2nd order linear homogeneous and non-homogeneous differential equations. Next video in the series can be seen at: http://youtu.be/aA4TNJKvFCQ

From playlist DIFFERENTIAL EQUATIONS 9 - 2nd ORDER INTRODUCTION

Related pages

Finite difference | Variance | Finite element method | Skewness | Central moment | Probability density function | Taylor series