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数学专业英语词汇英汉对照

1 概率论与数理统计词汇英汉对照表A absolute value 绝对值accept 接受acceptable region 接受域additivity 可加性adjusted 调整的alternative hypothesis 对立假设analysis 分析analysis of covariance 协方差分析analysis of variance 方差分析arithmetic mean 算术平均值association 相关性assumption 假设assumption checking 假设检验availability 有效度average 均值B balanced 平衡的band 带宽bar chart 条形图beta-distribution 贝塔分布between groups 组间的bias 偏倚binomial distribution 二项分布binomial test 二项检验C calculate 计算case 个案category 类别center of gravity 重心central tendency 中心趋势chi-square distribution 卡方分布chi-square test 卡方检验classify 分类cluster analysis 聚类分析coefficient 系数coefficient of correlation 相关系数collinearity 共线性column 列compare 比较comparison 对照components 构成，分量compound 复合的confidence interval 置信区间consistency 一致性constant 常数continuous variable 连续变量control charts 控制图correlation 相关covariance 协方差covariance matrix 协方差矩阵critical point 临界点critical value 临界值crosstab 列联表cubic 三次的，立方的cubic term 三次项cumulative distribution function 累加分布函数curve estimation 曲线估计D data 数据default 默认的definition 定义deleted residual 剔除残差density function 密度函数dependent variable 因变量description 描述design of experiment 试验设计deviations 差异df.（degree of freedom）自由度diagnostic 诊断dimension 维discrete variable 离散变量discriminant function 判别函数discriminatory analysis 判别分析distance 距离distribution 分布D-optimal design D-优化设计E eaqual 相等effects of interaction 交互效应efficiency 有效性eigenvalue 特征值equal size 等含量equation 方程error 误差estimate 估计estimation of parameters 参数估计estimations 估计量evaluate 衡量exact value 精确值expectation 期望expected value 期望值exponential 指数的exponential distributon 指数分布extreme value 极值F factor 因素，因子factor analysis 因子分析factor score 因子得分factorial designs 析因设计factorial experiment 析因试验fit 拟合fitted line 拟合线fitted value 拟合值fixed model 固定模型fixed variable 固定变量fractional factorial design 部分析因设计frequency 频数F-test F检验full factorial design 完全析因设计function 函数G gamma distribution 伽玛分布geometric mean 几何均值group 组H harmomic mean 调和均值heterogeneity 不齐性histogram 直方图homogeneity 齐性homogeneity of variance 方差齐性hypothesis 假设hypothesis test 假设检验I independence 独立independent variable 自变量independent-samples 独立样本index 指数index of correlation 相关指数interaction 交互作用interclass correlation 组内相关interval estimate 区间估计intraclass correlation 组间相关inverse 倒数的iterate 迭代K kernal 核Kolmogorov-Smirnov test柯尔莫哥洛夫-斯米诺夫检验kurtosis 峰度L large sample problem 大样本问题layer 层least-significant difference 最小显著差数least-square estimation 最小二乘估计least-square method 最小二乘法level 水平level of significance 显著性水平leverage value 中心化杠杆值life 寿命life test 寿命试验likelihood function 似然函数likelihood ratio test 似然比检验linear 线性的linear estimator 线性估计linear model 线性模型linear regression 线性回归linear relation 线性关系linear term 线性项logarithmic 对数的logarithms 对数logistic 逻辑的lost function 损失函数M main effect 主效应matrix 矩阵maximum 最大值maximum likelihood estimation 极大似然估计mean squared deviation（MSD）均方差mean sum of square 均方和measure 衡量media 中位数M-estimator M估计minimum 最小值missing values 缺失值mixed model 混合模型mode 众数model 模型Monte Carle method 蒙特卡罗法moving average 移动平均值multicollinearity 多元共线性multiple comparison 多重比较multiple correlation 多重相关multiple correlation coefficient 复相关系数multiple correlation coefficient 多元相关系数multiple regression analysis 多元回归分析multiple regression equation 多元回归方程multiple response 多响应multivariate analysis 多元分析N negative relationship 负相关nonadditively 不可加性nonlinear 非线性nonlinear regression 非线性回归noparametric tests 非参数检验normal distribution 正态分布null hypothesis 零假设number of cases 个案数O one-sample 单样本one-tailed test 单侧检验one-way ANOVA 单向方差分析one-way classification 单向分类optimal 优化的optimum allocation 最优配制order 排序order statistics 次序统计量origin 原点orthogonal 正交的outliers 异常值P paired observations 成对观测数据paired-sample 成对样本parameter 参数parameter estimation 参数估计partial correlation 偏相关partial correlation coefficient 偏相关系数partial regression coefficient 偏回归系数percent 百分数percentiles 百分位数pie chart 饼图point estimate 点估计poisson distribution 泊松分布polynomial curve 多项式曲线polynomial regression 多项式回归polynomials 多项式positive relationship 正相关power 幂P-P plot P-P概率图predict 预测predicted value 预测值prediction intervals 预测区间principal component analysis 主成分分析proability 概率probability density function 概率密度函数probit analysis 概率分析proportion 比例Q qadratic 二次的Q-Q plot Q-Q概率图quadratic term 二次项quality control 质量控制quantitative 数量的，度量的quartiles 四分位数R random 随机的random number 随机数random number 随机数random sampling 随机取样random seed 随机数种子random variable 随机变量randomization 随机化range 极差rank 秩rank correlation 秩相关rank statistic 秩统计量regression analysis 回归分析regression coefficient 回归系数regression line 回归线reject 拒绝rejection region 拒绝域relationship 关系reliability 可靠性repeated 重复的report 报告，报表residual 残差residual sum of squares 剩余平方和response 响应risk function 风险函数robustness 稳健性root mean square 标准差row 行run 游程run test 游程检验S sample 样本sample size 样本容量sample space 样本空间sampling 取样sampling inspection 抽样检验scatter chart 散点图S-curve S形曲线separately 单独地sets 集合sign test 符号检验significance 显著性significance level 显著性水平significance testing 显著性检验significant 显著的，有效的significant digits 有效数字skewed distribution 偏态分布skewness 偏度small sample problem 小样本问题smooth 平滑sort 排序soruces of variation 方差来源space 空间spread 扩展square 平方standard deviation 标准离差standard error of mean 均值的标准误差standardization 标准化standardize 标准化statistic 统计量statistical quality control 统计质量控制std. residual 标准残差stepwise regression analysis 逐步回归stimulus 刺激strong assumption 强假设stud. deleted residual 学生化剔除残差stud. residual 学生化残差subsamples 次级样本sufficient statistic 充分统计量sum 和sum of squares 平方和summary 概括，综述T table 表t-distribution t分布test 检验test criterion 检验判据test for linearity 线性检验test of goodness of fit 拟合优度检验test of homogeneity 齐性检验test of independence 独立性检验test rules 检验法则test statistics 检验统计量testing function 检验函数time series 时间序列tolerance limits 容许限total 总共，和transformation 转换treatment 处理trimmed mean 截尾均值true value 真值t-test t检验two-tailed test 双侧检验U unbalanced 不平衡的unbiased estimation 无偏估计unbiasedness 无偏性uniform distribution 均匀分布V value of estimator 估计值variable 变量variance 方差variance components 方差分量variance ratio 方差比various 不同的vector 向量W weight 加权，权重weighted average 加权平均值within groups 组内的Z Z score Z分数2. 最优化方法词汇英汉对照表A active constraint 活动约束active set method 活动集法analytic gradient 解析梯度approximate 近似arbitrary 强制性的argument 变量attainment factor 达到因子B bandwidth 带宽be equivalent to 等价于best-fit 最佳拟合bound 边界C coefficient 系数complex-value 复数值component 分量constant 常数constrained 有约束的constraint 约束constraint function 约束函数continuous 连续的converge 收敛cubic polynomial interpolation method 三次多项式插值法curve-fitting 曲线拟合D data-fitting 数据拟合default 默认的，默认的define 定义diagonal 对角的direct search method 直接搜索法direction of search 搜索方向discontinuous 不连续E eigenvalue 特征值empty matrix 空矩阵equality 等式exceeded 溢出的F feasible 可行的feasible solution 可行解finite-difference 有限差分first-order 一阶G Gauss-Newton method 高斯-牛顿法goal attainment problem 目标达到问题gradient 梯度gradient method 梯度法Hhandle 句柄Hessian matrix 海色矩阵I independent variables 独立变量inequality 不等式infeasibility 不可行性infeasible 不可行的initial feasible solution 初始可行解initialize 初始化inverse 逆invoke 激活iteration 迭代iteration 迭代J Jacobian 雅可比矩阵L Lagrange multiplier 拉格朗日乘子large-scale 大型的least square 最小二乘least squares sense 最小二乘意义上的Levenberg-Marquardt method列文伯格-马夸尔特法line search 一维搜索linear 线性的linear equality constraints 线性等式约束linear programming problem 线性规划问题local solution 局部解M medium-scale 中型的minimize 最小化mixed quadratic and cubic polynomial interpolation and extrapolation method 混合二次、三次多项式内插、外插法multiobjective 多目标的N nonlinear 非线性的norm 范数O objective function 目标函数observed data 测量数据optimization routine 优化过程optimize 优化optimizer 求解器over-determined system 超定系统P parameter 参数partial derivatives 偏导数polynomial interpolation method多项式插值法Q quadratic 二次的quadratic interpolation method 二次内插法quadratic programming 二次规划R real-value 实数值residuals 残差robust 稳健的robustness 稳健性，鲁棒性S scalar 标量semi-infinitely problem 半无限问题Sequential Quadratic Programming method序列二次规划法simplex search method 单纯形法solution 解sparse matrix 稀疏矩阵sparsity pattern 稀疏模式sparsity structure 稀疏结构starting point 初始点step length 步长subspace trust region method 子空间置信域法sum-of-squares 平方和symmetric matrix 对称矩阵T termination message 终止信息termination tolerance 终止容限the exit condition 退出条件the method of steepest descent 最速下降法transpose 转置U unconstrained 无约束的under-determined system 负定系统V variable 变量vector 矢量W weighting matrix 加权矩阵3 样条词汇英汉对照表A approximation 逼近array 数组a spline in b-form/b-spline b样条a spline of polynomial piece /ppform spline 分段多项式样条B bivariate spline function 二元样条函数break/breaks 断点C coefficient/coefficients 系数cubic interpolation 三次插值/三次内插cubic polynomial 三次多项式cubic smoothing spline 三次平滑样条cubic spline 三次样条cubic spline interpolation三次样条插值/三次样条内插curve 曲线D degree of freedom 自由度dimension 维数E end conditions 约束条件I input argument 输入参数interpolation 插值/内插interval 取值区间K knot/knots 节点L least-squares approximation 最小二乘拟合M multiplicity 重次multivariate function 多元函数O optional argument 可选参数order 阶次output argument 输出参数P point/points 数据点R rational spline 有理样条rounding error 舍入误差（相对误差）S scalar 标量sequence 数列（数组）spline 样条spline approximation 样条逼近/样条拟合spline function 样条函数spline curve 样条曲线spline interpolation 样条插值/样条内插spline surface 样条曲面smoothing spline 平滑样条T tolerance 允许精度U univariate function 一元函数V vector 向量W weight/weights 权重4 偏微分方程数值解词汇英汉对照表A absolute error 绝对误差absolute tolerance 绝对容限adaptive mesh 适应性网格B boundary condition 边界条件C contour plot 等值线图converge 收敛coordinate 坐标系D decomposed 分解的decomposed geometry matrix 分解几何矩阵diagonal matrix 对角矩阵Dirichlet boundary conditionsDirichlet边界条件E eigenvalue 特征值elliptic 椭圆形的error estimate 误差估计exact solution 精确解G generalized Neumann boundary condition 推广的Neumann边界条件geometry 几何形状geometry description matrix 几何描述矩阵geometry matrix 几何矩阵graphical user interface（GUI）图形用户界面H hyperbolic 双曲线的I initial mesh 初始网格J jiggle 微调L Lagrange multipliers 拉格朗日乘子Laplace equation 拉普拉斯方程linear interpolation 线性插值loop 循环M machine precision 机器精度mixed boundary condition 混合边界条件N Neuman boundary condition Neuman边界条件node point 节点nonlinear solver 非线性求解器normal vector 法向量P Parabolic 抛物线型的partial differential equation 偏微分方程plane strain 平面应变plane stress 平面应力Poisson's equation 泊松方程polygon 多边形positive definite 正定Q quality 质量R refined triangular mesh 加密的三角形网格relative tolerance 相对容限relative tolerance 相对容限residual 残差residual norm 残差范数S singular 奇异的。

机器学习专业词汇中英文对照

机器学习专业词汇中英⽂对照activation 激活值activation function 激活函数additive noise 加性噪声autoencoder ⾃编码器Autoencoders ⾃编码算法average firing rate 平均激活率average sum-of-squares error 均⽅差backpropagation 后向传播basis 基basis feature vectors 特征基向量batch gradient ascent 批量梯度上升法Bayesian regularization method 贝叶斯规则化⽅法Bernoulli random variable 伯努利随机变量bias term 偏置项binary classfication ⼆元分类class labels 类型标记concatenation 级联conjugate gradient 共轭梯度contiguous groups 联通区域convex optimization software 凸优化软件convolution 卷积cost function 代价函数covariance matrix 协⽅差矩阵DC component 直流分量decorrelation 去相关degeneracy 退化demensionality reduction 降维derivative 导函数diagonal 对⾓线diffusion of gradients 梯度的弥散eigenvalue 特征值eigenvector 特征向量error term 残差feature matrix 特征矩阵feature standardization 特征标准化feedforward architectures 前馈结构算法feedforward neural network 前馈神经⽹络feedforward pass 前馈传导fine-tuned 微调first-order feature ⼀阶特征forward pass 前向传导forward propagation 前向传播Gaussian prior ⾼斯先验概率generative model ⽣成模型gradient descent 梯度下降Greedy layer-wise training 逐层贪婪训练⽅法grouping matrix 分组矩阵Hadamard product 阿达马乘积Hessian matrix Hessian 矩阵hidden layer 隐含层hidden units 隐藏神经元Hierarchical grouping 层次型分组higher-order features 更⾼阶特征highly non-convex optimization problem ⾼度⾮凸的优化问题histogram 直⽅图hyperbolic tangent 双曲正切函数hypothesis 估值，假设identity activation function 恒等激励函数IID 独⽴同分布illumination 照明inactive 抑制independent component analysis 独⽴成份分析input domains 输⼊域input layer 输⼊层intensity 亮度/灰度intercept term 截距KL divergence 相对熵KL divergence KL分散度k-Means K-均值learning rate 学习速率least squares 最⼩⼆乘法linear correspondence 线性响应linear superposition 线性叠加line-search algorithm 线搜索算法local mean subtraction 局部均值消减local optima 局部最优解logistic regression 逻辑回归loss function 损失函数low-pass filtering 低通滤波magnitude 幅值MAP 极⼤后验估计maximum likelihood estimation 极⼤似然估计mean 平均值MFCC Mel 倒频系数multi-class classification 多元分类neural networks 神经⽹络neuron 神经元Newton’s method ⽜顿法non-convex function ⾮凸函数non-linear feature ⾮线性特征norm 范式norm bounded 有界范数norm constrained 范数约束normalization 归⼀化numerical roundoff errors 数值舍⼊误差numerically checking 数值检验numerically reliable 数值计算上稳定object detection 物体检测objective function ⽬标函数off-by-one error 缺位错误orthogonalization 正交化output layer 输出层overall cost function 总体代价函数over-complete basis 超完备基over-fitting 过拟合parts of objects ⽬标的部件part-whole decompostion 部分-整体分解PCA 主元分析penalty term 惩罚因⼦per-example mean subtraction 逐样本均值消减pooling 池化pretrain 预训练principal components analysis 主成份分析quadratic constraints ⼆次约束RBMs 受限Boltzman机reconstruction based models 基于重构的模型reconstruction cost 重建代价reconstruction term 重构项redundant 冗余reflection matrix 反射矩阵regularization 正则化regularization term 正则化项rescaling 缩放robust 鲁棒性run ⾏程second-order feature ⼆阶特征sigmoid activation function S型激励函数significant digits 有效数字singular value 奇异值singular vector 奇异向量smoothed L1 penalty 平滑的L1范数惩罚Smoothed topographic L1 sparsity penalty 平滑地形L1稀疏惩罚函数smoothing 平滑Softmax Regresson Softmax回归sorted in decreasing order 降序排列source features 源特征sparse autoencoder 消减归⼀化Sparsity 稀疏性sparsity parameter 稀疏性参数sparsity penalty 稀疏惩罚square function 平⽅函数squared-error ⽅差stationary 平稳性（不变性）stationary stochastic process 平稳随机过程step-size 步长值supervised learning 监督学习symmetric positive semi-definite matrix 对称半正定矩阵symmetry breaking 对称失效tanh function 双曲正切函数the average activation 平均活跃度the derivative checking method 梯度验证⽅法the empirical distribution 经验分布函数the energy function 能量函数the Lagrange dual 拉格朗⽇对偶函数the log likelihood 对数似然函数the pixel intensity value 像素灰度值the rate of convergence 收敛速度topographic cost term 拓扑代价项topographic ordered 拓扑秩序transformation 变换translation invariant 平移不变性trivial answer 平凡解under-complete basis 不完备基unrolling 组合扩展unsupervised learning ⽆监督学习variance ⽅差vecotrized implementation 向量化实现vectorization ⽮量化visual cortex 视觉⽪层weight decay 权重衰减weighted average 加权平均值whitening ⽩化zero-mean 均值为零Letter AAccumulated error backpropagation 累积误差逆传播Activation Function 激活函数Adaptive Resonance Theory/ART ⾃适应谐振理论Addictive model 加性学习Adversarial Networks 对抗⽹络Affine Layer 仿射层Affinity matrix 亲和矩阵Agent 代理 / 智能体Algorithm 算法Alpha-beta pruning α-β剪枝Anomaly detection 异常检测Approximation 近似Area Under ROC Curve／AUC Roc 曲线下⾯积Artificial General Intelligence/AGI 通⽤⼈⼯智能Artificial Intelligence/AI ⼈⼯智能Association analysis 关联分析Attention mechanism 注意⼒机制Attribute conditional independence assumption 属性条件独⽴性假设Attribute space 属性空间Attribute value 属性值Autoencoder ⾃编码器Automatic speech recognition ⾃动语⾳识别Automatic summarization ⾃动摘要Average gradient 平均梯度Average-Pooling 平均池化Letter BBackpropagation Through Time 通过时间的反向传播Backpropagation/BP 反向传播Base learner 基学习器Base learning algorithm 基学习算法Batch Normalization/BN 批量归⼀化Bayes decision rule 贝叶斯判定准则Bayes Model Averaging／BMA 贝叶斯模型平均Bayes optimal classifier 贝叶斯最优分类器Bayesian decision theory 贝叶斯决策论Bayesian network 贝叶斯⽹络Between-class scatter matrix 类间散度矩阵Bias 偏置 / 偏差Bias-variance decomposition 偏差-⽅差分解Bias-Variance Dilemma 偏差 – ⽅差困境Bi-directional Long-Short Term Memory/Bi-LSTM 双向长短期记忆Binary classification ⼆分类Binomial test ⼆项检验Bi-partition ⼆分法Boltzmann machine 玻尔兹曼机Bootstrap sampling ⾃助采样法／可重复采样／有放回采样Bootstrapping ⾃助法Break-Event Point／BEP 平衡点Letter CCalibration 校准Cascade-Correlation 级联相关Categorical attribute 离散属性Class-conditional probability 类条件概率Classification and regression tree/CART 分类与回归树Classifier 分类器Class-imbalance 类别不平衡Closed -form 闭式Cluster 簇/类/集群Cluster analysis 聚类分析Clustering 聚类Clustering ensemble 聚类集成Co-adapting 共适应Coding matrix 编码矩阵COLT 国际学习理论会议Committee-based learning 基于委员会的学习Competitive learning 竞争型学习Component learner 组件学习器Comprehensibility 可解释性Computation Cost 计算成本Computational Linguistics 计算语⾔学Computer vision 计算机视觉Concept drift 概念漂移Concept Learning System /CLS 概念学习系统Conditional entropy 条件熵Conditional mutual information 条件互信息Conditional Probability Table／CPT 条件概率表Conditional random field/CRF 条件随机场Conditional risk 条件风险Confidence 置信度Confusion matrix 混淆矩阵Connection weight 连接权Connectionism 连结主义Consistency ⼀致性／相合性Contingency table 列联表Continuous attribute 连续属性Convergence 收敛Conversational agent 会话智能体Convex quadratic programming 凸⼆次规划Convexity 凸性Convolutional neural network/CNN 卷积神经⽹络Co-occurrence 同现Correlation coefficient 相关系数Cosine similarity 余弦相似度Cost curve 成本曲线Cost Function 成本函数Cost matrix 成本矩阵Cost-sensitive 成本敏感Cross entropy 交叉熵Cross validation 交叉验证Crowdsourcing 众包Curse of dimensionality 维数灾难Cut point 截断点Cutting plane algorithm 割平⾯法Letter DData mining 数据挖掘Data set 数据集Decision Boundary 决策边界Decision stump 决策树桩Decision tree 决策树／判定树Deduction 演绎Deep Belief Network 深度信念⽹络Deep Convolutional Generative Adversarial Network/DCGAN 深度卷积⽣成对抗⽹络Deep learning 深度学习Deep neural network/DNN 深度神经⽹络Deep Q-Learning 深度 Q 学习Deep Q-Network 深度 Q ⽹络Density estimation 密度估计Density-based clustering 密度聚类Differentiable neural computer 可微分神经计算机Dimensionality reduction algorithm 降维算法Directed edge 有向边Disagreement measure 不合度量Discriminative model 判别模型Discriminator 判别器Distance measure 距离度量Distance metric learning 距离度量学习Distribution 分布Divergence 散度Diversity measure 多样性度量／差异性度量Domain adaption 领域⾃适应Downsampling 下采样D-separation （Directed separation）有向分离Dual problem 对偶问题Dummy node 哑结点Dynamic Fusion 动态融合Dynamic programming 动态规划Letter EEigenvalue decomposition 特征值分解Embedding 嵌⼊Emotional analysis 情绪分析Empirical conditional entropy 经验条件熵Empirical entropy 经验熵Empirical error 经验误差Empirical risk 经验风险End-to-End 端到端Energy-based model 基于能量的模型Ensemble learning 集成学习Ensemble pruning 集成修剪Error Correcting Output Codes／ECOC 纠错输出码Error rate 错误率Error-ambiguity decomposition 误差-分歧分解Euclidean distance 欧⽒距离Evolutionary computation 演化计算Expectation-Maximization 期望最⼤化Expected loss 期望损失Exploding Gradient Problem 梯度爆炸问题Exponential loss function 指数损失函数Extreme Learning Machine/ELM 超限学习机Letter FFactorization 因⼦分解False negative 假负类False positive 假正类False Positive Rate/FPR 假正例率Feature engineering 特征⼯程Feature selection 特征选择Feature vector 特征向量Featured Learning 特征学习Feedforward Neural Networks/FNN 前馈神经⽹络Fine-tuning 微调Flipping output 翻转法Fluctuation 震荡Forward stagewise algorithm 前向分步算法Frequentist 频率主义学派Full-rank matrix 满秩矩阵Functional neuron 功能神经元Letter GGain ratio 增益率Game theory 博弈论Gaussian kernel function ⾼斯核函数Gaussian Mixture Model ⾼斯混合模型General Problem Solving 通⽤问题求解Generalization 泛化Generalization error 泛化误差Generalization error bound 泛化误差上界Generalized Lagrange function ⼴义拉格朗⽇函数Generalized linear model ⼴义线性模型Generalized Rayleigh quotient ⼴义瑞利商Generative Adversarial Networks/GAN ⽣成对抗⽹络Generative Model ⽣成模型Generator ⽣成器Genetic Algorithm/GA 遗传算法Gibbs sampling 吉布斯采样Gini index 基尼指数Global minimum 全局最⼩Global Optimization 全局优化Gradient boosting 梯度提升Gradient Descent 梯度下降Graph theory 图论Ground-truth 真相／真实Letter HHard margin 硬间隔Hard voting 硬投票Harmonic mean 调和平均Hesse matrix 海塞矩阵Hidden dynamic model 隐动态模型Hidden layer 隐藏层Hidden Markov Model/HMM 隐马尔可夫模型Hierarchical clustering 层次聚类Hilbert space 希尔伯特空间Hinge loss function 合页损失函数Hold-out 留出法Homogeneous 同质Hybrid computing 混合计算Hyperparameter 超参数Hypothesis 假设Hypothesis test 假设验证Letter IICML 国际机器学习会议Improved iterative scaling/IIS 改进的迭代尺度法Incremental learning 增量学习Independent and identically distributed/i.i.d. 独⽴同分布Independent Component Analysis/ICA 独⽴成分分析Indicator function 指⽰函数Individual learner 个体学习器Induction 归纳Inductive bias 归纳偏好Inductive learning 归纳学习Inductive Logic Programming／ILP 归纳逻辑程序设计Information entropy 信息熵Information gain 信息增益Input layer 输⼊层Insensitive loss 不敏感损失Inter-cluster similarity 簇间相似度International Conference for Machine Learning/ICML 国际机器学习⼤会Intra-cluster similarity 簇内相似度Intrinsic value 固有值Isometric Mapping/Isomap 等度量映射Isotonic regression 等分回归Iterative Dichotomiser 迭代⼆分器Letter KKernel method 核⽅法Kernel trick 核技巧Kernelized Linear Discriminant Analysis／KLDA 核线性判别分析K-fold cross validation k 折交叉验证／k 倍交叉验证K-Means Clustering K – 均值聚类K-Nearest Neighbours Algorithm/KNN K近邻算法Knowledge base 知识库Knowledge Representation 知识表征Letter LLabel space 标记空间Lagrange duality 拉格朗⽇对偶性Lagrange multiplier 拉格朗⽇乘⼦Laplace smoothing 拉普拉斯平滑Laplacian correction 拉普拉斯修正Latent Dirichlet Allocation 隐狄利克雷分布Latent semantic analysis 潜在语义分析Latent variable 隐变量Lazy learning 懒惰学习Learner 学习器Learning by analogy 类⽐学习Learning rate 学习率Learning Vector Quantization/LVQ 学习向量量化Least squares regression tree 最⼩⼆乘回归树Leave-One-Out/LOO 留⼀法linear chain conditional random field 线性链条件随机场Linear Discriminant Analysis／LDA 线性判别分析Linear model 线性模型Linear Regression 线性回归Link function 联系函数Local Markov property 局部马尔可夫性Local minimum 局部最⼩Log likelihood 对数似然Log odds／logit 对数⼏率Logistic Regression Logistic 回归Log-likelihood 对数似然Log-linear regression 对数线性回归Long-Short Term Memory/LSTM 长短期记忆Loss function 损失函数Letter MMachine translation/MT 机器翻译Macron-P 宏查准率Macron-R 宏查全率Majority voting 绝对多数投票法Manifold assumption 流形假设Manifold learning 流形学习Margin theory 间隔理论Marginal distribution 边际分布Marginal independence 边际独⽴性Marginalization 边际化Markov Chain Monte Carlo/MCMC 马尔可夫链蒙特卡罗⽅法Markov Random Field 马尔可夫随机场Maximal clique 最⼤团Maximum Likelihood Estimation/MLE 极⼤似然估计／极⼤似然法Maximum margin 最⼤间隔Maximum weighted spanning tree 最⼤带权⽣成树Max-Pooling 最⼤池化Mean squared error 均⽅误差Meta-learner 元学习器Metric learning 度量学习Micro-P 微查准率Micro-R 微查全率Minimal Description Length/MDL 最⼩描述长度Minimax game 极⼩极⼤博弈Misclassification cost 误分类成本Mixture of experts 混合专家Momentum 动量Moral graph 道德图／端正图Multi-class classification 多分类Multi-document summarization 多⽂档摘要Multi-layer feedforward neural networks 多层前馈神经⽹络Multilayer Perceptron/MLP 多层感知器Multimodal learning 多模态学习Multiple Dimensional Scaling 多维缩放Multiple linear regression 多元线性回归Multi-response Linear Regression ／MLR 多响应线性回归Mutual information 互信息Letter NNaive bayes 朴素贝叶斯Naive Bayes Classifier 朴素贝叶斯分类器Named entity recognition 命名实体识别Nash equilibrium 纳什均衡Natural language generation/NLG ⾃然语⾔⽣成Natural language processing ⾃然语⾔处理Negative class 负类Negative correlation 负相关法Negative Log Likelihood 负对数似然Neighbourhood Component Analysis/NCA 近邻成分分析Neural Machine Translation 神经机器翻译Neural Turing Machine 神经图灵机Newton method ⽜顿法NIPS 国际神经信息处理系统会议No Free Lunch Theorem／NFL 没有免费的午餐定理Noise-contrastive estimation 噪⾳对⽐估计Nominal attribute 列名属性Non-convex optimization ⾮凸优化Nonlinear model ⾮线性模型Non-metric distance ⾮度量距离Non-negative matrix factorization ⾮负矩阵分解Non-ordinal attribute ⽆序属性Non-Saturating Game ⾮饱和博弈Norm 范数Normalization 归⼀化Nuclear norm 核范数Numerical attribute 数值属性Letter OObjective function ⽬标函数Oblique decision tree 斜决策树Occam’s razor 奥卡姆剃⼑Odds ⼏率Off-Policy 离策略One shot learning ⼀次性学习One-Dependent Estimator／ODE 独依赖估计On-Policy 在策略Ordinal attribute 有序属性Out-of-bag estimate 包外估计Output layer 输出层Output smearing 输出调制法Overfitting 过拟合／过配Oversampling 过采样Letter PPaired t-test 成对 t 检验Pairwise 成对型Pairwise Markov property 成对马尔可夫性Parameter 参数Parameter estimation 参数估计Parameter tuning 调参Parse tree 解析树Particle Swarm Optimization/PSO 粒⼦群优化算法Part-of-speech tagging 词性标注Perceptron 感知机Performance measure 性能度量Plug and Play Generative Network 即插即⽤⽣成⽹络Plurality voting 相对多数投票法Polarity detection 极性检测Polynomial kernel function 多项式核函数Pooling 池化Positive class 正类Positive definite matrix 正定矩阵Post-hoc test 后续检验Post-pruning 后剪枝potential function 势函数Precision 查准率／准确率Prepruning 预剪枝Principal component analysis/PCA 主成分分析Principle of multiple explanations 多释原则Prior 先验Probability Graphical Model 概率图模型Proximal Gradient Descent/PGD 近端梯度下降Pruning 剪枝Pseudo-label 伪标记Letter QQuantized Neural Network 量⼦化神经⽹络Quantum computer 量⼦计算机Quantum Computing 量⼦计算Quasi Newton method 拟⽜顿法Letter RRadial Basis Function／RBF 径向基函数Random Forest Algorithm 随机森林算法Random walk 随机漫步Recall 查全率／召回率Receiver Operating Characteristic/ROC 受试者⼯作特征Rectified Linear Unit/ReLU 线性修正单元Recurrent Neural Network 循环神经⽹络Recursive neural network 递归神经⽹络Reference model 参考模型Regression 回归Regularization 正则化Reinforcement learning/RL 强化学习Representation learning 表征学习Representer theorem 表⽰定理reproducing kernel Hilbert space/RKHS 再⽣核希尔伯特空间Re-sampling 重采样法Rescaling 再缩放Residual Mapping 残差映射Residual Network 残差⽹络Restricted Boltzmann Machine/RBM 受限玻尔兹曼机Restricted Isometry Property/RIP 限定等距性Re-weighting 重赋权法Robustness 稳健性/鲁棒性Root node 根结点Rule Engine 规则引擎Rule learning 规则学习Letter SSaddle point 鞍点Sample space 样本空间Sampling 采样Score function 评分函数Self-Driving ⾃动驾驶Self-Organizing Map／SOM ⾃组织映射Semi-naive Bayes classifiers 半朴素贝叶斯分类器Semi-Supervised Learning 半监督学习semi-Supervised Support Vector Machine 半监督⽀持向量机Sentiment analysis 情感分析Separating hyperplane 分离超平⾯Sigmoid function Sigmoid 函数Similarity measure 相似度度量Simulated annealing 模拟退⽕Simultaneous localization and mapping 同步定位与地图构建Singular Value Decomposition 奇异值分解Slack variables 松弛变量Smoothing 平滑Soft margin 软间隔Soft margin maximization 软间隔最⼤化Soft voting 软投票Sparse representation 稀疏表征Sparsity 稀疏性Specialization 特化Spectral Clustering 谱聚类Speech Recognition 语⾳识别Splitting variable 切分变量Squashing function 挤压函数Stability-plasticity dilemma 可塑性-稳定性困境Statistical learning 统计学习Status feature function 状态特征函Stochastic gradient descent 随机梯度下降Stratified sampling 分层采样Structural risk 结构风险Structural risk minimization/SRM 结构风险最⼩化Subspace ⼦空间Supervised learning 监督学习／有导师学习support vector expansion ⽀持向量展式Support Vector Machine/SVM ⽀持向量机Surrogat loss 替代损失Surrogate function 替代函数Symbolic learning 符号学习Symbolism 符号主义Synset 同义词集Letter TT-Distribution Stochastic Neighbour Embedding/t-SNE T – 分布随机近邻嵌⼊Tensor 张量Tensor Processing Units/TPU 张量处理单元The least square method 最⼩⼆乘法Threshold 阈值Threshold logic unit 阈值逻辑单元Threshold-moving 阈值移动Time Step 时间步骤Tokenization 标记化Training error 训练误差Training instance 训练⽰例／训练例Transductive learning 直推学习Transfer learning 迁移学习Treebank 树库Tria-by-error 试错法True negative 真负类True positive 真正类True Positive Rate/TPR 真正例率Turing Machine 图灵机Twice-learning ⼆次学习Letter UUnderfitting ⽋拟合／⽋配Undersampling ⽋采样Understandability 可理解性Unequal cost ⾮均等代价Unit-step function 单位阶跃函数Univariate decision tree 单变量决策树Unsupervised learning ⽆监督学习／⽆导师学习Unsupervised layer-wise training ⽆监督逐层训练Upsampling 上采样Letter VVanishing Gradient Problem 梯度消失问题Variational inference 变分推断VC Theory VC维理论Version space 版本空间Viterbi algorithm 维特⽐算法Von Neumann architecture 冯 · 诺伊曼架构Letter WWasserstein GAN/WGAN Wasserstein⽣成对抗⽹络Weak learner 弱学习器Weight 权重Weight sharing 权共享Weighted voting 加权投票法Within-class scatter matrix 类内散度矩阵Word embedding 词嵌⼊Word sense disambiguation 词义消歧Letter ZZero-data learning 零数据学习Zero-shot learning 零次学习Aapproximations近似值arbitrary随意的affine仿射的arbitrary任意的amino acid氨基酸amenable经得起检验的axiom公理，原则abstract提取architecture架构，体系结构；建造业absolute绝对的arsenal军⽕库assignment分配algebra线性代数asymptotically⽆症状的appropriate恰当的Bbias偏差brevity简短，简洁；短暂broader⼴泛briefly简短的batch批量Cconvergence 收敛，集中到⼀点convex凸的contours轮廓constraint约束constant常理commercial商务的complementarity补充coordinate ascent同等级上升clipping剪下物；剪报；修剪component分量；部件continuous连续的covariance协⽅差canonical正规的，正则的concave⾮凸的corresponds相符合；相当；通信corollary推论concrete具体的事物，实在的东西cross validation交叉验证correlation相互关系convention约定cluster⼀簇centroids 质⼼，形⼼converge收敛computationally计算(机)的calculus计算Dderive获得，取得dual⼆元的duality⼆元性；⼆象性；对偶性derivation求导；得到；起源denote预⽰，表⽰，是…的标志；意味着，[逻]指称divergence 散度；发散性dimension尺度，规格；维数dot⼩圆点distortion变形density概率密度函数discrete离散的discriminative有识别能⼒的diagonal对⾓dispersion分散，散开determinant决定因素disjoint不相交的Eencounter遇到ellipses椭圆equality等式extra额外的empirical经验；观察ennmerate例举，计数exceed超过，越出expectation期望efficient⽣效的endow赋予explicitly清楚的exponential family指数家族equivalently等价的Ffeasible可⾏的forary初次尝试finite有限的，限定的forgo摒弃，放弃fliter过滤frequentist最常发⽣的forward search前向式搜索formalize使定形Ggeneralized归纳的generalization概括，归纳；普遍化；判断（根据不⾜）guarantee保证；抵押品generate形成，产⽣geometric margins⼏何边界gap裂⼝generative⽣产的；有⽣产⼒的Hheuristic启发式的；启发法；启发程序hone怀恋；磨hyperplane超平⾯Linitial最初的implement执⾏intuitive凭直觉获知的incremental增加的intercept截距intuitious直觉instantiation例⼦indicator指⽰物，指⽰器interative重复的，迭代的integral积分identical相等的；完全相同的indicate表⽰，指出invariance不变性，恒定性impose把…强加于intermediate中间的interpretation解释，翻译Jjoint distribution联合概率Llieu替代logarithmic对数的，⽤对数表⽰的latent潜在的Leave-one-out cross validation留⼀法交叉验证Mmagnitude巨⼤mapping绘图，制图；映射matrix矩阵mutual相互的，共同的monotonically单调的minor较⼩的，次要的multinomial多项的multi-class classification⼆分类问题Nnasty讨厌的notation标志，注释naïve朴素的Oobtain得到oscillate摆动optimization problem最优化问题objective function⽬标函数optimal最理想的orthogonal(⽮量，矩阵等)正交的orientation⽅向ordinary普通的occasionally偶然的Ppartial derivative偏导数property性质proportional成⽐例的primal原始的，最初的permit允许pseudocode伪代码permissible可允许的polynomial多项式preliminary预备precision精度perturbation 不安，扰乱poist假定，设想positive semi-definite半正定的parentheses圆括号posterior probability后验概率plementarity补充pictorially图像的parameterize确定…的参数poisson distribution柏松分布pertinent相关的Qquadratic⼆次的quantity量，数量；分量query疑问的Rregularization使系统化；调整reoptimize重新优化restrict限制；限定；约束reminiscent回忆往事的；提醒的；使⼈联想…的（of）remark注意random variable随机变量respect考虑respectively各⾃的；分别的redundant过多的；冗余的Ssusceptible敏感的stochastic可能的；随机的symmetric对称的sophisticated复杂的spurious假的；伪造的subtract减去；减法器simultaneously同时发⽣地；同步地suffice满⾜scarce稀有的，难得的split分解，分离subset⼦集statistic统计量successive iteratious连续的迭代scale标度sort of有⼏分的squares平⽅Ttrajectory轨迹temporarily暂时的terminology专⽤名词tolerance容忍；公差thumb翻阅threshold阈，临界theorem定理tangent正弦Uunit-length vector单位向量Vvalid有效的，正确的variance⽅差variable变量；变元vocabulary词汇valued经估价的；宝贵的Wwrapper包装分类:。

第四章线性系统参数估计的最小二乘法

下面讨论更为一般的情况。假设在t1, t2, …, tm时刻对Y及X的观测值序列已经被我们获得，并且用
y(i), x1(i), x2(i), x3(i), … i = 1,2, …, m 来表示这些观测数据。显然，可以用 m 个方程组来表示量测数据与估计值之间的关系
⎧ y(1) = θ1x1(1) +θ 2 x2 (1) +L+θ n xn (1)
从图中可看到，前两条线都仅能满足两个点的要求，而对其它点的误差都很大，其 6 个点的误差平方累计分别为 0.49 和 0.42。第三条线能满足三个点的要求，但误差平方累计更大，为 1.58。显然我们需要找到一条更为理想的直线来取得较小的误差。例如图中的红色短划线，它的方程为 y=1.697 + 0.294x，误差平方累计为 0.25。这条线是怎样得到的呢？它是用最小二乘法得到的。
z
−2
，在其输入端加入 M 序列输入后
所得到的输出输入数据见下表，请利用这些数据辨识出系统的传递函数的系数。
k
1
2
3
4
5
6
7
8
9
10
输入 u
1
0
1
1
0
0
1
1
1
0
输出 y -0.45 -0.01
1.15
2.56
1.92
-0.30 -0.80 0.91 2.92 2.40
解：已知系统阶数 n=2，有 4 个未知数。将式（4.4）展开 y(k) = −a1 y(k −1) − a2 y(k − 2) + b0u(k) + b1u(k −1) 根据要求，观测次数 N>2n+1，取 N 为 6，k=3

线代重点词汇

Chapter 1Equation 方程Coefficient matrix 系数矩阵Augmented matrix 增广矩阵Consistent inconsistent （不）相容（Reduced）echelon form （简化）阶梯型Equivalent 等价的Pivot 主元Basic （free）variable 基本（自由）变量General solution 通解If and only if 充分必要Parametric 参数Scalar multiple 数乘Geometric description 几何描述Linear combination 线性组合Weight 权值Subset 子集Span = generate 张成Corresponding 对应的Identity matrix 单位矩阵（non）homogeneous linear system （非）齐次线性方程组（non）Trivial solution （非）平凡解Parallel 平行Linear （in）dependent 线性（无）相关Linear transformation 线性变换Map 映射Domain 定义域Codomain 余定义域Image 像Range 值域Shear transformation 错切变换Stander matrix 标准矩阵Reflection through the x1-axis 沿着x1轴翻转Horizontal （vertical）contraction and expansion 水平（垂直）方向收缩和放大Horizontal （vertical）shear 水平（垂直）方向作错切变换Projection onto the x1-axis 投影在x1轴上Onto 满射（映上）One-to-one 单射Chapter 2Diagonal matrix 对角矩阵Square matrix 方阵Power 幂Transpose 转置Reverse order 反序Invertible matrix = nonsingular 可逆矩阵=非奇异矩阵Inverse 逆Singular matrix 奇异矩阵Determinant （det）行列式Elementary matrix 初等矩阵Partition （block）matrix 分块矩阵Conformable 一致的Outer product 外积Upper triangular matrix 上三角阵Factorization 分解Homogeneous coordinates 齐次坐标Composite transformation 组合变换Perspective projection 透视变换Subspace 子空间Property 特性Column space 列空间Null space 零空间Basis 基Isomorphism 同构Dimension 维Rank 秩Chapter 3Cofactor 余因子Cramer's rule 克拉默法则The Adjugate（classical adjiont）of A A的伴随矩阵Area 面积Volume 体积Parallelogram 平行四边形Parallelepiped 平行六面体Unit disk 单位圆Quadrant 象限Chapter 4Polynomial 多项式Isomorphism 同构（in）Finite-dimensional （无）有限维Chapter 5Eigenvalue 特征值Eigenvector 特征向量Eigenspace 特征空间Multiplicity （根的）重数Characteristic polynomial 特征多项式Similarity 相似性Diagonalization 对角化Distinct 不同的Complex 复数Chapter 6Orthogonality 正交性Inner （dot）product 内积，点乘Length 长度（模）= norm 范数Normalizing 单位化Orthogonal complement 正交补Orthogonal set （basis）正交集（基）Orthonormal set（bases）单位（标准）正交集Orthogonal matrix 正交矩阵Best approximation 最佳逼近Least-squares 最小二乘The normal equation 法方程Least-squares error 最小二乘误差Chapter 7Symmetric matrix 对称矩阵Arbitrary 随机的Orthogonally diagonalizable 正交对角化The spectral theorem 谱定理Spectral decomposition 谱分解Quadratic form 二次型Cross-product 交叉型Principal axes 主轴Positive definite 正定的Negative definite 负定的Indefinite 不定的。

IDL中的IMSL

IDL Advanced及其详细功能介绍(2011-03-27 18:23:43)转载▼标签：分类：IDL数值分析idladvancedanalyst杂谈IDL Advanced是IDL的一个新的增值模块，它全面集成了IMSL TM C Numerical Library 的数学和统计程序，在IDL原有的交互式数据分析和可视化功能基础上增加了复杂的数学和统计功能。

IMSL（International Mathematics and Statistics Library）是由Visual Numerics,Inc 从20世纪70年代开始开发的包含全面的数学和统计函数的软件包，拥有超过300个已证明且精准的数学统计算法，IDL Advanced中包含了除金融方面函数之外的整个C语言库。

IDL Advanced为科学家和专业领域的工程师提供了185个经过证明的运算函数，在IDL 环境下，用户只需要简单地调用这些函数到自己的应用程序中，就可以实现复杂的数学和统计运算，并可以进行运算结果的快速可视化。

1. IMSL数学和统计功能列表：Linear System （线性系统）Eigensystem Analysis （特征系统分析）Interpolation and Approximation （差值和拟合）Quadrature （积分）Differential Equations （微分方程）Transforms （变换）Nonlinear Equations （非线性方程）Optimization （最优化）Special Functions （特殊函数）Basic Statistics and Random Number Generators （基础统计和随机数产生）Regression （回归）Correlation and Covariance （相关和协方差）Analysis of Variance （变异分析）Categorical and Discrete Data Analysis （分类和离散数据分析）Nonparametric Statistics （非参数统计）Goodness of Fit （拟和优度/配合度）Time Series and Forecasting （时间序列和预测）Multivariate Analysis （多元分析）Survival Analysis （生存分析）Probability Distribution Functions and Inverses （概率分布函数和反转）Random Number Generation （随机数生成）Math and Statistics Utilities（应用数学统计）2. IDL Advanced数学功能详细介绍§1 Linear System （线性系统）Matrix Inversion 矩阵转置IMSL_INVLinear Equations with Full Matrices 全矩阵线性方程IMSL_SP_LUSOLIMSL_SP_LUFACIMSL_SP_CHSOLIMSL_SP_CHFACLinear Least Squares with Full Matrices 全矩阵线性最小二乘IMSL_QRSOLIMSL_QRFACIMSL_SVDCOMPIMSL_CHNNDSOLIMSL_CHNNDFACIMSL_LINLSQSparse Matrices 稀疏矩阵IMSL_SP_LUSOLIMSL_SP_LUFACIMSL_SP_BDSOLIMSL_SP_BDFACIMSL_SP_PDSOLIMSL_SP_PDFACIMSL_SP_BDPDSOLIMSL_SP_BDPDFACIMSL_SP_GMRESIMSL_SP_CGIMSL_SP_MVMUL§2 Eigensystem Analysis （特征系统分析）Linear Eigensystem Problems 线性特征系统问题IMSL_EIGGeneralized Eigensystem Problems 广义特征系统问题IMSL_EIGSYMGENIMSL_GENEIG§3 Interpolation and Approximation （差值和拟合）Cubic Spline Interpolation 三次样条插值IMSL_CSINTERPIMSL_CSSHAPEB-spline Interpolation B-样条插值IMSL_BSINTERPIMSL_BSKNOTSB-spline and Cubic Spline Evaluation and Integration B-样条、三次样条评价及综合 IMSL_SPVALUEIMSL_SPINTEGLeast-squares Approximation and Smoothing 最小二乘拟和及滤波IMSL_FCNLSQIMSL_BSLSQIMSL_CONLSQIMSL_CSSMOOTHIMSL_SMOOTHDATA1DScattered Data Interpolation 离散数据插值IMSL_SCAT2DINTERPIMSL_RADBFIMSL_RADBE§4 Quadrature （积分）Univariate and Bivariate Quadrature 一元积分和双重积分IMSL_INTFCNArbitrary Dimension Quadrature 任意维的积分IMSL_INTFCNHYPERIMSL_INTFCN_QMCGauss Quadrature 高斯积分IMSL_GQUADDifferentiation 区别IMSL_FCN_DERIV§5 Differential Equations （微分方程）IMSL_ODEIMSL_PDE_MOLIMSL_POISSON2D§6 Transforms （变换）IMSL_FFTCOMPIMSL_FFTINITIMSL_CONVOL1DIMSL_CORR1DIMSL_LAPLACE_INV§7 Nonlinear Equations （非线性方程）Zeros of a Polynomial 多项式的零点IMSL_ZEROPOLYZeros of a Function 函数的零点IMSL_ZEROFCNRoot of a System of Equations 方程组的根IMSL_ZEROSYS§8 Optimization （最优化）Unconstrained Minimization 无约束最小化IMSL_FMINIMSL_FMINVIMSL_NLINLSQLinearly Constrained Minimization 线性约束最小化IMSL_LINPROGIMSL_QUADPROGNonlinearly Constrained Minimization 非线性约束最小化 IMSL_MINCONGENIMSL_CONSTRAINED_NLP§9 Special Functions （特殊函数）Error Functions 误差函数IMSL_ERFIMSL_ERFCIMSL_BETAIMSL_LNBETAIMSL_BETAIGamma Functions γ函数IMSL_LNGAMMAIMSL_GAMMA_ADVIMSL_GAMMAIBessel Functions with Real Order and Complex Argument 一般和复杂的贝赛尔函数 IMSL_BESSIIMSL_BESSJIMSL_BESSKIMSL_BESSYIMSL_BESSI_EXPIMSL_BESSK_EXPElliptic Integrals 椭圆积分IMSL_ELKIMSL_ELEIMSL_ELRFIMSL_ELRDIMSL_ELRJIMSL_ELRCFresnel Integrals菲涅耳积分IMSL_FRESNEL_COSINEIMSL_FRESNEL_SINEAiry Functions Airy函数IMSL_AIRY_AIIMSL_AIRY_BIKelvin Functions开尔文函数IMSL_KELVIN_BER0IMSL_KELVIN_BEI0IMSL_KELVIN_KER0IMSL_KELVIN_KEI03. IDL Advanced统计功能详细介绍§1 Basic Statistics （基础统计）Simple Summary Statistics 简单统计概要IMSL_NORM1SAMPIMSL_NORM2SAMPTabulate, Sort, and Rank 列表、分类和排列IMSL_FREQTABLEIMSL_SORTDATAIMSL_RANKS§2 Regression （回归）Multiple Linear Regression 多线性回归IMSL_REGRESSORSIMSL_MULTIREGRESSIMSL_MULTIPREDICTVariable Selection 变量选择IMSL_ALLBESTIMSL_STEPWISEPolynomial and Nonlinear Regression 多项式和非线性回归IMSL_POLYREGRESSIMSL_POLYPREDICTIMSL_NONLINREGRESSMultivariate Linear Regression—Statistical Inference and Diagnostics 多元线性回归-统计推断和诊断IMSL_HYPOTH_PARTIALIMSL_HYPOTH_SCPHIMSL_HYPOTH_TESTPolynomial and Nonlinear Regression 多项式和非线性回归IMSL_NONLINOPTAlternatives to Least Squares Regression 可选最小二乘回归IMSL_LNORMREGRESS§3 Correlation and Covariance （相关和协方差）IMSL_COVARIANCESIMSL_PARTIAL_COVIMSL_POOLED_COVIMSL_ROBUST_COV§4 Analysis of Variance （变异分析）IMSL_ANOVA1IMSL_ANOVAFACTIMSL_ANOVANESTEDIMSL_ANOVABALANCED§5 Categorical and Discrete Data Analysis （分类和离散数据分析）Statistics in the Two-Way Contingency Table （双向列联表统计）IMSL_CONTINGENCYIMSL_EXACT_ENUMIMSL_EXACT_NETWORKGeneralized Categorical Models 广义类别模型IMSL_CAT_GLM§6 Nonparametric Statistics （非参数统计）One Sample Tests—Nonparametric Statistics 单样本检验－非参数统计IMSL_SIGNTESTIMSL_WILCOXONIMSL_NCTRENDSIMSL_CSTRENDSIMSL_TIE_STATSTwo or More Samples Tests—Nonparametric Statistics 双样本或多样本检验－非参数统计 IMSL_KW_TESTIMSL_FRIEDMANS_TESTIMSL_COCHRANQIMSL_KTRENDS§7 Goodness of Fit （拟和优度/配合度）General Goodness of Fit Tests 一般拟和优度检验IMSL_CHISQTESTIMSL_NORMALITYIMSL_KOLMOGOROV1IMSL_KOLMOGOROV2IMSL_MVAR_NORMALITYTests for Randomness 随机检验IMSL_RANDOMNESS_TEST§8 Time Series and Forecasting （时间序列和预测）IMSL_ARMA Models IMSL_ARMA 模型IMSL_ARMAIMSL_DIFFERENCEIMSL_BOXCOXTRANSIMSL_AUTOCORRELATIONIMSL_PARTIAL_ACIMSL_LACK_OF_FITIMSL_GARCHIMSL_KALMAN§9 Multivariate Analysis （多元分析）IMSL_K_MEANSIMSL_PRINC_COMPIMSL_FACTOR_ANALYSISIMSL_DISCR_ANALYSIS§10 Survival Analysis （生存分析）IMSL_SURVIVAL_GLM§11 Probability Distribution Functions and Inverses （概率分布函数和反转） IMSL_NORMALCDFIMSL_BINORMALCDFIMSL_CHISQCDFIMSL_FCDFIMSL_TCDFIMSL_GAMMACDFIMSL_BETACDFIMSL_BINOMIALCDFIMSL_BINOMIALPDFIMSL_HYPERGEOCDFIMSL_POISSONCDF§12 Random Number Generation （随机数生成）Random Numbers 随机数IMSL_RANDOMOPTIMSL_RANDOM_TABLEIMSL_RANDOMIMSL_RANDOM_NPPIMSL_RANDOM_ORDERIMSL_RAND_TABLE_2WAYIMSL_RAND_ORTH_MATIMSL_RANDOM_SAMPLEIMSL_RAND_FROM_DATAIMSL_CONT_TABLEIMSL_RAND_GET_CONTIMSL_DISCR_TABLEIMSL_RAND_GEN_DISCRStochastic Processes 随机过程IMSL_RANDOM_ARMALow-discrepancy Sequences 超均匀分布序列IMSL_FAURE_INITIMSL_FAURE_NEXT_PT§13 Math and Statistics Utilities（应用数学统计）Dates 日期IMSL_DAYSTODATEIMSL_DATETODAYSConstants and Data Sets 常量和数据集IMSL_CONSTANTIMSL_MACHINEIMSL_STATDATABinomial Coefficient 二项式系数IMSL_BINOMIALCOEFGeometry 几何排列IMSL_NORMMatrix Norm 矩阵范数IMSL_MATRIX_NORMMatrix Entry and Display 矩阵输入和显示PMRM4.需要知道的关于IDL Advanced的几点常识：I.关于license：IDL Advanced是独立注册的IDL模块，如果没有安装IDL Advanced license，那么包含IMSL函数的IDL应用程序将不能运行，也就是说每个终端用户都必须有一个IDL Advanced license。

最小二乘法求最短路径

最小二乘法求最短路径
最小二乘法是一种常用的数学方法，用于求解最短路径问题。

在
最短路径问题中，我们需要找到从起点到终点的路径，使得路径上的
总权值最小。

最小二乘法的思想是通过最小化路径上各个节点的误差平方和，
来确定最优路径。

具体而言，我们首先将问题转化为一个线性方程组，其中方程的个数等于路径上的节点数减去1。

然后，我们使用最小二乘法的公式来计算方程组的最优解。

最小二乘法首先构建一个矩阵A，其中每行对应一个方程，每列
对应一个节点。

矩阵A的元素表示两个节点之间的权值。

同时，还构
建一个列向量b，其元素为每个方程右侧的常数项。

然后，通过求解线性方程组 A^T * A * x = A^T * b ，得到解向量x，其中x的每个分
量表示路径上相应节点的权值。

最小二乘法可以使用多种数值计算方法来求解线性方程组，如高
斯消元法、QR分解、SVD分解等。

根据具体的问题和数据特点，可以
选用适合的数值计算方法，以获得最优的计算结果。

最小二乘法在求解最短路径问题时具有以下优点：（1）能够充
分考虑路径上各个节点之间的权值关系，从而寻找最优的路径；（2）
能够处理带有噪声或不完全数据的情况，提高路径计算的鲁棒性；（3）计算过程相对简单，适用于大规模问题的求解。

总之，最小二乘法是一种有效的数学方法，能够求解最短路径问题，并在实际应用中取得良好的效果。

拉普拉斯最小二乘法

拉普拉斯最小二乘法
拉普拉斯最小二乘法是一种常用的统计学方法，用于处理线性回归问题。

它的基本思想是通过最小化残差平方和来寻找最佳拟合线性模型的系数，从而使预测值与实际值之间的误差最小化。

与普通的最小二乘法不同，拉普拉斯最小二乘法对异常值有较好的鲁棒性，能够在数据中存在一定程度的异常值或离群点时仍能得到较为准确的结果。

此外，拉普拉斯最小二乘法还可以应用于非线性模型的拟合，通过将非线性模型转换为线性模型来进行参数估计。

- 1 -。

Matlab工具箱数学词汇英汉对照表

附录Ⅱ工具箱数学词汇英汉对照表Ⅱ.1 概率论与数理统计词汇英汉对照表Aabsolute value 绝对值accept 接受acceptable region 接受域additivity 可加性adjusted 调整的alternative hypothesis 对立假设analysis 分析analysis of covariance 协方差分析analysis of variance 方差分析arithmetic mean 算术平均值association 相关性assumption 假设assumption checking 假设检验availability 有效度average 均值Bbalanced 平衡的band 带宽bar chart 条形图beta-distribution 贝塔分布between groups 组间的bias 偏倚binomial distribution 二项分布binomial test 二项检验Ccalculate 计算case 个案category 类别center of gravity 重心central tendency 中心趋势chi-square distribution 卡方分布chi-square test 卡方检验classify 分类cluster analysis 聚类分析coefficient 系数coefficient of correlation 相关系数collinearity 共线性column 列compare 比较comparison 对照components 构成，分量compound 复合的confidence interval 置信区间consistency 一致性constant 常数continuous variable 连续变量control charts 控制图correlation 相关covariance 协方差covariance matrix 协方差矩阵critical point 临界点critical value 临界值crosstab 列联表cubic 三次的，立方的cubic term 三次项cumulative distribution function 累加分布函数curve estimation 曲线估计Ddata 数据default 默认的definition 定义deleted residual 剔除残差density function 密度函数dependent variable 因变量description 描述附录II 工具箱数学词汇英汉对照表·535·design of experiment 试验设计deviations 差异df.(degree of freedom) 自由度diagnostic 诊断dimension 维discrete variable 离散变量discriminant function 判别函数discriminatory analysis 判别分析distance 距离distribution 分布D-optimal design D-优化设计Eeaqual 相等effects of interaction 交互效应efficiency 有效性eigenvalue 特征值equal size 等含量equation 方程error 误差estimate 估计estimation of parameters 参数估计estimations 估计量evaluate 衡量exact value 精确值expectation 期望expected value 期望值exponential 指数的exponential distributon 指数分布extreme value 极值Ffactor 因素，因子factor analysis 因子分析factor score 因子得分factorial designs 析因设计factorial experiment 析因试验fit 拟合fitted line 拟合线fitted value 拟合值fixed model 固定模型fixed variable 固定变量fractional factorial design 部分析因设计frequency 频数F-test F检验full factorial design 完全析因设计function 函数Ggamma distribution 伽玛分布geometric mean 几何均值group 组Hharmomic mean 调和均值heterogeneity 不齐性histogram 直方图homogeneity 齐性homogeneity of variance 方差齐性hypothesis 假设hypothesis test 假设检验Iindependence 独立independent variable 自变量independent-samples 独立样本index 指数index of correlation 相关指数interaction 交互作用interclass correlation 组内相关interval estimate 区间估计intraclass correlation 组间相关inverse 倒数的iterate 迭代Kkernal 核Kolmogorov-Smirnov test柯尔莫哥洛夫-斯米诺夫检验kurtosis 峰度MATLAB 6.1与工程数学应用指南（下册）·536·Llarge sample problem 大样本问题layer 层least-significant difference 最小显著差数least-square estimation 最小二乘估计least-square method 最小二乘法level 水平level of significance 显著性水平leverage value 中心化杠杆值life 寿命life test 寿命试验likelihood function 似然函数likelihood ratio test 似然比检验linear 线性的linear estimator 线性估计linear model 线性模型linear regression 线性回归linear relation 线性关系linear term 线性项logarithmic 对数的logarithms 对数logistic 逻辑的lost function 损失函数Mmain effect 主效应matrix 矩阵maximum 最大值maximum likelihood estimation 极大似然估计mean squared deviation(MSD) 均方差mean sum of square 均方和measure 衡量media 中位数M-estimator M估计minimum 最小值missing values 缺失值mixed model 混合模型mode 众数model 模型Monte Carle method 蒙特卡罗法moving average 移动平均值multicollinearity 多元共线性multiple comparison 多重比较multiple correlation 多重相关multiple correlation coefficient 复相关系数multiple correlation coefficient 多元相关系数multiple regression analysis 多元回归分析multiple regression equation 多元回归方程multiple response 多响应multivariate analysis 多元分析Nnegative relationship 负相关nonadditively 不可加性nonlinear 非线性nonlinear regression 非线性回归noparametric tests 非参数检验normal distribution 正态分布null hypothesis 零假设number of cases 个案数Oone-sample 单样本one-tailed test 单侧检验one-way ANOVA 单向方差分析one-way classification 单向分类optimal 优化的optimum allocation 最优配制order 排序order statistics 次序统计量origin 原点orthogonal 正交的outliers 异常值Ppaired observations 成对观测数据paired-sample 成对样本parameter 参数parameter estimation 参数估计附录II 工具箱数学词汇英汉对照表·537·partial correlation 偏相关partial correlation coefficient 偏相关系数partial regression coefficient 偏回归系数percent 百分数percentiles 百分位数pie chart 饼图point estimate 点估计poisson distribution 泊松分布polynomial curve 多项式曲线polynomial regression 多项式回归polynomials 多项式positive relationship 正相关power 幂P-P plot P-P概率图predict 预测predicted value 预测值prediction intervals 预测区间principal component analysis 主成分分析proability 概率probability density function 概率密度函数probit analysis 概率分析proportion 比例Qqadratic 二次的Q-Q plot Q-Q概率图quadratic term 二次项quality control 质量控制quantitative 数量的，度量的quartiles 四分位数Rrandom 随机的random number 随机数random number 随机数random sampling 随机取样random seed 随机数种子random variable 随机变量randomization 随机化range 极差rank 秩rank correlation 秩相关rank statistic 秩统计量regression analysis 回归分析regression coefficient 回归系数regression line 回归线reject 拒绝rejection region 拒绝域relationship 关系reliability 可靠性repeated 重复的report 报告，报表residual 残差residual sum of squares 剩余平方和response 响应risk function 风险函数robustness 稳健性root mean square 标准差row 行run 游程run test 游程检验Ssample 样本sample size 样本容量sample space 样本空间sampling 取样sampling inspection 抽样检验scatter chart 散点图S-curve S形曲线separately 单独地sets 集合sign test 符号检验significance 显著性significance level 显著性水平significance testing 显著性检验significant 显著的，有效的significant digits 有效数字skewed distribution 偏态分布skewness 偏度MATLAB 6.1与工程数学应用指南（下册）·538·small sample problem 小样本问题smooth 平滑sort 排序soruces of variation 方差来源space 空间spread 扩展square 平方standard deviation 标准离差standard error of mean 均值的标准误差standardization 标准化standardize 标准化statistic 统计量statistical quality control 统计质量控制std. residual 标准残差stepwise regression analysis 逐步回归stimulus 刺激strong assumption 强假设stud. deleted residual 学生化剔除残差stud. residual 学生化残差subsamples 次级样本sufficient statistic 充分统计量sum 和sum of squares 平方和summary 概括，综述Ttable 表t-distribution t分布test 检验test criterion 检验判据test for linearity 线性检验test of goodness of fit 拟合优度检验test of homogeneity 齐性检验test of independence 独立性检验test rules 检验法则test statistics 检验统计量testing function 检验函数time series 时间序列tolerance limits 容许限total 总共，和transformation 转换treatment 处理trimmed mean 截尾均值true value 真值t-test t检验two-tailed test 双侧检验Uunbalanced 不平衡的unbiased estimation 无偏估计unbiasedness 无偏性uniform distribution 均匀分布Vvalue of estimator 估计值variable 变量variance 方差variance components 方差分量variance ratio 方差比various 不同的vector 向量Wweight 加权，权重weighted average 加权平均值within groups 组内的ZZ score Z分数附录II 工具箱数学词汇英汉对照表·539·Ⅱ.2 最优化方法词汇英汉对照表Aactive constraint 活动约束active set method 活动集法analytic gradient 解析梯度approximate 近似arbitrary 强制性的argument 变量attainment factor 达到因子Bbandwidth 带宽be equivalent to 等价于best-fit 最佳拟合bound 边界Ccoefficient 系数complex-value 复数值component 分量constant 常数constrained 有约束的constraint 约束constraint function 约束函数continuous 连续的converge 收敛cubic polynomial interpolation method三次多项式插值法curve-fitting 曲线拟合Ddata-fitting 数据拟合default 默认的，默认的define 定义diagonal 对角的direct search method 直接搜索法direction of search 搜索方向discontinuous 不连续Eeigenvalue 特征值empty matrix 空矩阵equality 等式exceeded 溢出的Ffeasible 可行的feasible solution 可行解finite-difference 有限差分first-order 一阶GGauss-Newton method 高斯-牛顿法goal attainment problem 目标达到问题gradient 梯度gradient method 梯度法Hhandle 句柄Hessian matrix 海色矩阵Iindependent variables 独立变量inequality 不等式infeasibility 不可行性infeasible 不可行的initial feasible solution 初始可行解initialize 初始化inverse 逆invoke 激活iteration 迭代iteration 迭代MATLAB 6.1与工程数学应用指南（下册）·540·JJacobian 雅可比矩阵LLagrange multiplier 拉格朗日乘子large-scale 大型的least square 最小二乘least squares sense 最小二乘意义上的Levenberg-Marquardt method列文伯格-马夸尔特法line search 一维搜索linear 线性的linear equality constraints 线性等式约束linear programming problem 线性规划问题local solution 局部解Mmedium-scale 中型的minimize 最小化mixed quadratic and cubic polynomial interpolation and extrapolation method混合二次、三次多项式内插、外插法multiobjective 多目标的Nnonlinear 非线性的norm 范数Oobjective function 目标函数observed data 测量数据optimization routine 优化过程optimize 优化optimizer 求解器over-determined system 超定系统Pparameter 参数partial derivatives 偏导数polynomial interpolation method多项式插值法Qquadratic 二次的quadratic interpolation method 二次内插法quadratic programming 二次规划Rreal-value 实数值residuals 残差robust 稳健的robustness 稳健性，鲁棒性Sscalar 标量semi-infinitely problem 半无限问题Sequential Quadratic Programming method序列二次规划法simplex search method 单纯形法solution 解sparse matrix 稀疏矩阵sparsity pattern 稀疏模式sparsity structure 稀疏结构starting point 初始点step length 步长subspace trust region method 子空间置信域法sum-of-squares 平方和symmetric matrix 对称矩阵Ttermination message 终止信息termination tolerance 终止容限the exit condition 退出条件the method of steepest descent 最速下降法transpose 转置Uunconstrained 无约束的under-determined system 负定系统附录II 工具箱数学词汇英汉对照表·541·Vvariable 变量vector 矢量Wweighting matrix 加权矩阵Ⅱ.3 样条词汇英汉对照表Aapproximation 逼近array 数组a spline in b-form/b-spline b样条a spline of polynomial piece /ppform spline分段多项式样条Bbivariate spline function 二元样条函数break/breaks 断点Ccoefficient/coefficients 系数cubic interpolation 三次插值/三次内插cubic polynomial 三次多项式cubic smoothing spline 三次平滑样条cubic spline 三次样条cubic spline interpolation三次样条插值/三次样条内插curve 曲线Ddegree of freedom 自由度dimension 维数Eend conditions 约束条件Iinput argument 输入参数interpolation 插值/内插interval 取值区间Kknot/knots 节点Lleast-squares approximation 最小二乘拟合Mmultiplicity 重次multivariate function 多元函数Ooptional argument 可选参数order 阶次output argument 输出参数Ppoint/points 数据点Rrational spline 有理样条rounding error 舍入误差（相对误差）Sscalar 标量sequence 数列（数组）spline 样条spline approximation 样条逼近/样条拟合spline function 样条函数spline curve 样条曲线spline interpolation 样条插值/样条内插spline surface 样条曲面smoothing spline 平滑样条MATLAB 6.1与工程数学应用指南（下册）·542·T tolerance 允许精度U univariate function 一元函数V vector 向量W weight/weights 权重Ⅱ.4 偏微分方程数值解词汇英汉对照表Aabsolute error 绝对误差absolute tolerance 绝对容限adaptive mesh 适应性网格Bboundary condition 边界条件Ccontour plot 等值线图converge 收敛coordinate 坐标系Ddecomposed 分解的decomposed geometry matrix 分解几何矩阵diagonal matrix 对角矩阵Dirichlet boundary conditionsDirichlet边界条件Eeigenvalue 特征值elliptic 椭圆形的error estimate 误差估计exact solution 精确解Ggeneralized Neumann boundary condition推广的Neumann边界条件geometry 几何形状geometry description matrix 几何描述矩阵geometry matrix 几何矩阵graphical user interface（GUI）图形用户界面Hhyperbolic 双曲线的Iinitial mesh 初始网格Jjiggle 微调LLagrange multipliers 拉格朗日乘子Laplace equation 拉普拉斯方程linear interpolation 线性插值loop 循环Mmachine precision 机器精度mixed boundary condition 混合边界条件NNeuman boundary condition Neuman边界条件node point 节点nonlinear solver 非线性求解器normal vector 法向量附录II 工具箱数学词汇英汉对照表·543·PParabolic 抛物线型的partial differential equation 偏微分方程plane strain 平面应变plane stress 平面应力Poisson's equation 泊松方程polygon 多边形positive definite 正定Qquality 质量Rrefined triangular mesh 加密的三角形网格relative tolerance 相对容限relative tolerance 相对容限residual 残差residual norm 残差范数Ssingular 奇异的sparce matrix 稀疏矩阵stiffness matrix 刚度矩阵subregion 子域Ttriangular mesh 三角形网格Uundetermined 未定的uniform refinement 均匀加密uniform triangle net 均匀三角形网络Wwave equation 波动方程。

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And form the discriminant D = AC – B2 1) If D < 0, then (x0,y0) is a saddle point. 2) If D > 0, then f takes on
A local minimum at (x0,y0) if A > 0 A local maximum at (x0,y0) if A < 0
2nd Partials Test
Suppose the gradient of f(x0,y0) = 0. (An instance of this is E/m = E/b = 0.) We set
f f f A 2 ,B , C 2 yx x y
2 2 2
Linear Least Squares Approximation
By Kristen Bauer, Renee Metzger, Holly Soper, Amanda Unklesbay
Linear Least Squares
Is the line of best fit for a group of points
We want to minimize the vertical distance between the point and the line.
• E = (d1)²+ (d2)²+ (d3)² +…+(dn)² for n data points • E = [f(x1) – y1]²+ [f(x2) – y2]² + … + [f(xn) – yn]² • E = [mx1 + b – y1]²+ [mx2 + b – y2]² +…+ [mxn + b – yn]² • E= ∑(mxi+ b – yi )²
E must be MINIMIZED!
How do we do this?
E = ∑(mxi+ b – yi )²
Treat x and y as constants, since we are trying to find m and b. So…PARTIALS! E/m = 0 and E/b = 0 But how do we know if this will yield maximums, minimums, or saddle points?
Minimum Point
Maximum Point
Saddle Point
Minimum!
Since the expression E is a sum of squares and is therefore positive (i.e. it looks like an upward paraboloid), we know the solution must be a minimum. We can prove this by using the 2nd Partials Derivative Test.
Calculating the Discriminant
2 f A x2 2E A m 2 2 (m x b y )2 A m 2 (2 x )(m x b y ) A m A (2 x 2 )
A 2 x
2
2 f B yx
Example
Consider the points (1,2.1), (2,2.9), (5,6.1), and (7,8.3) with the best fit line f(x) = 0.9x + 1.4 The squared errors are: x1=1 f(1)=2.3 y1=2.1 e1= (2.3 – 2.1)² = .04 x2=2 f(2)=3.2 y2=2.9 e2= (3.2 – 2.9)² =. 09 x3=5 f(5)=5.9 y3=6.1 e3= (5.9 – 6.1)² = .04 x4=7 f(7)=7.7 y4=8.3 e4= (7.7 – 8.3)² = .36 So the total squared error is .04 + .09 + .04 + .36 = .53 By finding better coefficients of the best fit line, we can make this error smaller…
B B B B B
2E bm 2 (m x b y )2 bm (2 x )(m x b y ) b (2 x ) 2 x
2 f C y2 2E C b2 2 (m x b y )2 C b2 (2 )(m x b y ) C b C 2 C 2 1
Gauss and Legendre
The method of least squares was first published by Legendre in 1805 and by Gauss in 1809. Although Legendre’s work was published earlier, Gauss claims he had the method sinpplied the method to determine the orbits of bodies about the sun. Gauss went on to publish further development of the method in 1821.
It seeks to minimize the sum of all data points of the square differences between the function value and data value.
It is the earliest form of linear regression