Recent Research on Functions with Non-Independent Variables

A special issue of Axioms (ISSN 2075-1680). This special issue belongs to the section "Mathematical Analysis".

Deadline for manuscript submissions: 31 December 2024 | Viewed by 530

Special Issue Editor


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Guest Editor
1. Department DFR-ST, University of Guyane, 97346 Cayenne, France
2. 228-UMR Espace-Dev, University of Guyane, University of Réunion, IRD, University of Montpellier, 34090 Montpellier, France
Interests: mathematical and statistical modeling; non-independent variables; probability and numerical simulation; gradient

Special Issue Information

Dear Colleagues,

The use of independent input variables leads to the development of highly limited mathematical and statistical tools for functional analysis. Non-independent variables arise when two or more variables do not vary freely and are widely encountered in different scientific fields such as data analysis, quantitative risk analysis, inverse problems, and uncertainty quantification. Such variables are often characterized by their covariance matrices, distribution functions, copulas, and weighted distributions. Recently, dependency models have provided explicit functions that link these variables together by means of additional independent variables. This Special Issue will focus on mathematical and statistical analysis of functions with non-independent variables in different aspects of model development, such as model calibration, model validation, robustness analysis, optimization, model uncertainty, and model reduction. The goal of this Special Issue is to advance our understanding and learning on functions with non-independent variables by bringing together researchers from engineering, physical and social sciences, mathematics, and statistics to create a forum for the latest research and applications of functions with non-independent variables.

Dr. Matieyendou Lamboni
Guest Editor

Manuscript Submission Information

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Keywords

  • non-independent variable
  • model development
  • mathematical and statistic modeling
  • classical probability
  • derivatives
  • conditional distribution method
  • dependency models
  • simulating dependent variables
  • optimization

Published Papers (1 paper)

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Research

16 pages, 384 KiB  
Article
Optimal and Efficient Approximations of Gradients of Functions with Nonindependent Variables
by Matieyendou Lamboni
Axioms 2024, 13(7), 426; https://0-doi-org.brum.beds.ac.uk/10.3390/axioms13070426 - 25 Jun 2024
Viewed by 318
Abstract
Gradients of smooth functions with nonindependent variables are relevant for exploring complex models and for the optimization of the functions subjected to constraints. In this paper, we investigate new and simple approximations and computations of such gradients by making use of independent, central, [...] Read more.
Gradients of smooth functions with nonindependent variables are relevant for exploring complex models and for the optimization of the functions subjected to constraints. In this paper, we investigate new and simple approximations and computations of such gradients by making use of independent, central, and symmetric variables. Such approximations are well suited for applications in which the computations of the gradients are too expansive or impossible. The derived upper bounds of the biases of our approximations do not suffer from the curse of dimensionality for any 2-smooth function, and they theoretically improve the known results. Also, our estimators of such gradients reach the optimal (mean squared error) rates of convergence (i.e., O(N1)) for the same class of functions. Numerical comparisons based on a test case and a high-dimensional PDE model show the efficiency of our approach. Full article
(This article belongs to the Special Issue Recent Research on Functions with Non-Independent Variables)
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