Asymptotic analysis | Perturbation theory

Saddlepoint approximation method

The saddlepoint approximation method, initially proposed by Daniels (1954) is a specific example of the mathematical saddlepoint technique applied to statistics. It provides a highly accurate approximation formula for any PDF or probability mass function of a distribution, based on the moment generating function. There is also a formula for the CDF of the distribution, proposed by Lugannani and Rice (1980). (Wikipedia).

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6. The Scaling Hypothesis Part 1

MIT 8.334 Statistical Mechanics II: Statistical Physics of Fields, Spring 2014 View the complete course: http://ocw.mit.edu/8-334S14 Instructor: Mehran Kardar In this lecture, Prof. Kardar introduces the Scaling Hypothesis, including the Homogeneity Assumption, Divergence of the Correlati

From playlist MIT 8.334 Statistical Mechanics II, Spring 2014

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​Adrian Baddeley: ​The Poisson-saddlepoint approximation

Gibbs spatial point processes are important models in theoretical physics and in spatial statistics. After a brief survey of Gibbs point processes, we will present a method for approximating their most important characteristic, the intensity of the process. The method has some affinity wit

From playlist Probability and Statistics

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3. The Landau-Ginzburg Approach Part 2

MIT 8.334 Statistical Mechanics II: Statistical Physics of Fields, Spring 2014 View the complete course: http://ocw.mit.edu/8-334S14 Instructor: Mehran Kardar In this lecture, Prof. Kardar continues his discussion of The Landau-Ginzburg Approach, including Spontaneous Symmetry Breaking an

From playlist MIT 8.334 Statistical Mechanics II, Spring 2014

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Calculus 3.05c - Linear Approximation

Using a tangent line and a linear approximation to find an approximate value of a function at a given point.

From playlist Calculus Ch 3 - Derivatives

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Lec 22 | MIT 18.086 Mathematical Methods for Engineers II

Weighted Least Squares View the complete course at: http://ocw.mit.edu/18-086S06 License: Creative Commons BY-NC-SA More information at http://ocw.mit.edu/terms More courses at http://ocw.mit.edu

From playlist MIT 18.086 Mathematical Methods for Engineers II, Spring '06

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Central Difference Approximation | Lecture 61 | Numerical Methods for Engineers

How to approximate the first and second derivatives by a central difference formula. Join me on Coursera: https://www.coursera.org/learn/numerical-methods-engineers Lecture notes at http://www.math.ust.hk/~machas/numerical-methods-for-engineers.pdf Subscribe to my channel: http://www.yo

From playlist Numerical Methods for Engineers

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The Saddle Point Accountant for Differential Privacy

A Google TechTalk, presented by Shahab Asoodeh, 2022/10/19 Differential Privacy for ML seminar series.

From playlist Differential Privacy for ML

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Midpoint riemann sum approximation

👉 Learn how to approximate the integral of a function using the Reimann sum approximation. Reimann sum is an approximation of the area under a curve or between two curves by dividing it into multiple simple shapes like rectangles and trapezoids. In using the Reimann sum to approximate the

From playlist The Integral

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Phase portrait of a saddle point | Lecture 44 | Differential Equations for Engineers

How to draw a phase portrait of a saddle point arising from a system of linear differential equations. Join me on Coursera: https://www.coursera.org/learn/differential-equations-engineers Lecture notes at http://www.math.ust.hk/~machas/differential-equations-for-engineers.pdf Subscribe

From playlist Differential Equations for Engineers

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Polynomial approximations -- Calculus II

This lecture is on Calculus II. It follows Part II of the book Calculus Illustrated by Peter Saveliev. The text of the book can be found at http://calculus123.com.

From playlist Calculus II

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Unit II: Lec 7 | MIT Calculus Revisited: Single Variable Calculus

Unit II: Lecture 7: Curve Plotting Instructor: Herb Gross View the complete course: http://ocw.mit.edu/RES18-006F10 License: Creative Commons BY-NC-SA More information at http://ocw.mit.edu/terms More courses at http://ocw.mit.edu

From playlist MIT Calculus Revisited: Single Variable Calculus

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Linear Approximations and Differentials

Linear Approximation In this video, I explain the concept of a linear approximation, which is just a way of approximating a function of several variables by its tangent planes, and I illustrate this by approximating complicated numbers f without using a calculator. Enjoy! Subscribe to my

From playlist Partial Derivatives

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Find a Derivative Using The Limit Definition(Quadratic)

This video explains how to find the derivative of a quadratic function using the limit definition. Then the slope and equation of a tangent line is found.

From playlist Introduction and Formal Definition of the Derivative

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13. Non-Euclidean Spaces: Spacetime Metric and Geodesic Equation

MIT 8.286 The Early Universe, Fall 2013 View the complete course: http://ocw.mit.edu/8-286F13 Instructor: Alan Guth In this lecture, the professor reviewed open universe metric; discussed the differences between open universe and closed universe; and talked about spacetime metric. Licens

From playlist The Early Universe by Prof. Alan Guth

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Mod-01 Lec-30 Tutorial 4

Elementary Numerical Analysis by Prof. Rekha P. Kulkarni,Department of Mathematics,IIT Bombay.For more details on NPTEL visit http://nptel.ac.in

From playlist NPTEL: Elementary Numerical Analysis | CosmoLearning Mathematics

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Determine Relative Extrema of a Function of Two Variables: Basic #2

This video provides and example of how to determine critical points and determine if each point is a rel max, rel min, or saddle point.

From playlist Relative Extrema and Applications to Functions of Two Variables

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Minimax Approximation and the Exchange Algorithm

In this video we'll discuss minimax approximation. This is a method of approximating functions by minimisation of the infinity (uniform) norm. The exchange algorithm is an iterative method of finding the approximation which minimises the infinity norm. FAQ : How do you make these animatio

From playlist Approximation Theory

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Ch1Pr7: Total Differential Approximation

Approximate a differentiable function using the Total Differential Approximation! This is Chapter 1 Problem 7 from the MATH1231/1241 Calculus notes. Presented by Norman Wildberger from the UNSW School of Mathematics and Statisitcs.

From playlist Mathematics 1B (Calculus)

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Mod-01 Lec-01 Introduction and Overview

Advanced Numerical Analysis by Prof. Sachin C. Patwardhan,Department of Chemical Engineering,IIT Bombay.For more details on NPTEL visit http://nptel.ac.in

From playlist IIT Bombay: Advanced Numerical Analysis | CosmoLearning.org

Related pages

Moment-generating function | Statistics | Method of steepest descent | Probability density function | Cumulative distribution function