Quantitative and Qualitative Study Design Examples

Recent questions in Study design
High school statisticsAnswered question
atarentspe atarentspe 2022-09-11

Do you prove all theorems whilst studying?
When you come across a new theorem, do you always try to prove it first before reading the proof within the text? I'm a CS undergrad with a bit of an interest in maths. I've not gone very far in my studies -- sequence two of Calculus -- but what I'm trying to understand right now, though, is how one actually goes about studying so that when finished with a good text, there's more of an intuitive understanding than superficial.
After reading "The Art Of Problem Solving" from the Final Perspectives section of part eight in 'The Princeton Companion to Mathematics', it seems to hint at approaching studying in that very way. A quote in particular, from Eisenstein, that caught my attention was the following -- I'm not going to paraphrase much:
The approach utilized by the director turned into as follows: each pupil needed to show the theorems consecutively. No lecture took place at all. nobody became allowed to inform his answers to every person else and every scholar acquired the following theorem to show, impartial of the opposite college students, as soon as he had proved the previous one correctly, and as long as he had understood the reasoning. This changed into a completely new interest for me, and one that I grasped with outstanding enthusiasm and a zeal for knowledge. Already, with the first theorem, i was a long way ahead of the others, and whilst my friends had been still struggling with the eleventh or 12th, I had already proved the hundredth. there has been simplest one younger fellow, now a medicine pupil, who could come close to me. even as this technique is excellent, strengthening, as it does, the powers of deduction and inspiring self sustaining wondering and opposition among college students, generally speakme, it can likely no longer be adapted. For as lots as i can see its advantages, one ought to admit that it isolates a positive power, and one does not obtain an overview of the complete concern, that may simplest be done with the aid of an amazing lecture. as soon as one has acquired a amazing variety of material thru [...] for college kids, this technique is manageable only if it deals with small fields of effortlessly, comprehensible information, in particular geometric theorems, which do now not require new insights and thoughts.
I feel that this type of environment is something you don't often see, especially in the US -- perhaps that's why so many of our greats are foreign born. As I understand it, he does go on to say that he wouldn't particularly recommend that method of study for higher mathematics, though.
A similar question was posed to mathoverflow where Tim Gowers (Fields Medal) went on to say that he recommended similar methods to study: link
I'm not quite certain that I understood the context of it all, though. Upon asking a few people whose opinion mattered to me, I was told that it if time were precious to me, it would be a waste going about studying mathematics in that way, so I'd like to get some perspective from you math.stackexchange. How do you go about studying your texts?

High school statisticsAnswered question
Malik Turner Malik Turner 2022-09-11

Let's imagine I have a function f(x) whose evaluation cost (monetary or in time) is not constant: for instance, evaluating f(x) costs c ( x ) R for a known function c. I am not interested in minimizing it in few iterations, but rather in minimizing it using "cheap" evaluations. (E.g. maybe a few cheap evaluations are more "informative" to locate the minima, rather than using closer-to-the-minima and costly evaluations.)
My questions are: Has this been studied or formalized? If so, can you point me to some references or the name under which this kind of optimization is known?
Just to clarify, I am not interested in either of these:
Standard optimization, since its "convergence rate" is linked to the total number of function evaluations.
Constrained optimization, since my constraint on minimizing f(x) is not defined in terms of the subspace allowed to x, but in terms of the added costs of all the evaluations during the minimization of f.
Goal optimization, since using few resources to minimize f can not be expressed (I think) as a goal.
Edit
Surrogate-based optimization has been proposed as a solution. While it faces the fact that the function is expensive to compute, it does not face (straightforwardly) the fact that different inputs imply different evaluations costs. I absolutely think that surrogate-based optimization could be used to solve the problem. In this line, is there a study of how to select points xi to estimate the "optimization gain"? In terms of surrogate-based optimization: what surrrogate model and what kind of Design of Experiment (DoE) could let me estimate the expected improvement?
Also, some remarks to contextualize. Originally, I was thinking on tuning the hyperparameters of machine learning algorithms. E.g., training with lots of data and lots of epochs is costly, but different architectures may be ranked based on cheaper trainings and then fine-tuned. Therefore:
Let us assume that c(x) can be estimated at zero cost.
There is some structure in c(x): large regions have higher cost, large regions have cheaper cost, the cost is smooth, the minima may be in either region.
Let us assume that f(x) is smooth. Also, if possible, let us assume it has some stochastic error that we can model (such as Gaussian error with zero mean and known variance).

High school statisticsAnswered question
genestesya genestesya 2022-09-11

Let A and B be two positive definite matrices of orders n and d, respectively. Let X be a matrix of type (n,d) (n rows and d columns).
Is it true that A−1XB−1X⊺ have eigenvalues between zero and one?
I am unsure if the result holds with this generality, so I am giving more context below.
This problem arises in the study of "contingency tables" (i.e. statistics) where X is a design matrix of zeros and ones, where each row represents an observation and each column represents the category or cell where this observation falls. Thus, xij=1 means that the ith object appeared in the jth cell and if xij=0 it means taht the object did not appear. It is assumed that at least one entry of every row and every column will be one (the possibility of different objects being in different categories is OK). The matrices A and B are obtained by normalising the rows and columns of X. That is, definexi⋅=∑j=1dxij,x⋅j=∑i=1nxij
and set A=diag(xi⋅), B=diag(x⋅j).
I have made more than a few attemps without success but neither of these have really used the structure of the problem. For example, if λ is an eigenvalue of the matrix A−1XB−1X⊺ then any eigenvector of λ will satisfy XB−1X⊺=λAv. It is tempting to multiply on the left by v⊺ and us the fact that boths sides are now weighted norms of v. This already shows that λ≥0. But the algebra becomes messy and I could not see a path forward to show λ≤1. On top of this, I am not really using the structure of X,A and B as I already mentioned.
A perhaps useful fact (that I have not been able to exploit) is that the vector 1 (full of ones) has eigenvalue 1 and any other eigenvector is orthogonal to this one!

High school statisticsAnswered question
Moises Woods Moises Woods 2022-09-09

I have recently started studying graphs and their different traversal algorithms, and can't seem to be able to come up with an answer to this question. I really need your help, I don't even know where to start. P.S. It was my birthday yesterday and I don't want to cry because of this problem.
A company in New York manufactures blue halogen bulbs for cars. Unfortunately, it is very difficult to color bulbs consistently. Naturally, it is also very important to package bulbs that look alike in pairs. To package bulbs in pairs, bulbs coming out of the assembly line are first partitioned into two sets of bulbs sharing similar colors (e.g., one set of darker bulbs, another set of lighter bulbs), and then pairs are formed within each set.
Because of increasing demand, the company wishes to hire more workers to partition bulbs into two sets. To determine whether applicants have appropriate skills to perform this rather delicate task, they are asked to take this simple test: Given a set of n bulbs, compare each pair of bulbs and determine whether two bulbs have “similar” or “different” colors. An applicant also has an option to say “indeterminate” for each pair. The company wishes to hire applicants who are consistent in their judgment. We say m judgments (resulted in either “similar” or “different”) are consistent if it is possible to partition n bulbs into two sets such that (i) for each pair {a,b} determined to be “similar”, a and b indeed belong to the same set, and (ii) for each pair {a,b} determined to be “different”, a and b indeed belong to different sets.
For a given test result for n bulbs with m judgments, design an O(n+m)-time algorithm to determine whether the judgments are consistent. In practice, there should be a minimum number of judgments applicants are required to make, but your algorithm should work for any integer m 0

High school statisticsAnswered question
inhiba5f inhiba5f 2022-09-08

In what sense is Lebesgue integral the "most general"?
[ UPDATE: This question is apparently really easy to misinterpret. I already know about things like the Henstock-Kurzweil integral, etc. I'm asking if the Lebesgue integral (i.e. the general measure-theoretic integral) can be precisely characterized as "the most general integral that can be defined naturally on an arbitrary measurable space." ]
Apologies as I don't have that much of a background in real analysis. These questions may be stupid from the point of view of someone who knows this stuff; if so, just say so.
My layman's understanding of various integrals is that the Lebesgue integral is the "most general" integral you can define when your domain is an arbitrary measure space, but that if your domain has some extra structure, like for instance if it's Rn, then you can define integrals for a wider class of functions than the measurable ones, e.g. the Henstock-Kurzweil or Khintchine integrals.
[ EDIT: To clarify, by the "Lebesgue integral" I mean the general measure-theoretic integral defined for arbitrary Borel-measurable functions on arbitrary measure spaces, rather than just the special case defined when the domain is equipped with the Lebesgue measure. ]
My question: is there a theorem saying that no sufficiently natural integral defined on arbitrary measure spaces can (1) satisfy the usual conditions and integral should, (2) agree with the Lebesgue measure for measurable functions, and (3) integrate at least one non-measurable function? Or, conversely, is this false? Of course this hinges on the correct definition of "sufficiently natural," but I assume it's not too hard to render that statement into abstract nonsense.
Such an integral would, I guess, have to somehow "detect" sigma algebras looking like those of R n and somehow act on this.
[ EDIT 2: To clarify, by an "integral" I mean a function that takes as input ( ( Ω , Σ , μ ) , f ), where ( Ω , Σ , μ ) is any measure space and f : ( Ω , Σ ) ( R , B ) is a measurable function, and outputs a number, subject to the obvious conditions. ]
UPDATE: The following silly example would satisfy all of my criteria except naturality:
Let ( Ω , Σ , μ ) be a measure space, let B denote the Borel measure on R, and let f : ( Ω , Σ ) ( R , B ) be a Borel-measurable function. Define
Ω f d μ := { the Khintchine integral if  ( Ω , Σ , μ ) = ( R , L , μ Lebesgue ) ; the Lebesgue integral otherwise.

High school statisticsAnswered question
Beckett Henry Beckett Henry 2022-09-04

Find out the angular speed in terms of time.
Here is the equation that describes the motion of a planet under the gravitational field generated by a fixed star: u = e l cos θ + 1 l , where u is the reciprocal of the radial distance between the planet and the star, e is the eccentricity of the orbit, l is the semi latus rectum, and let h denote the angular momentum per unit mass, θ is the angular coordinate. e,h,l turn out to be independent from one another, and they are independent from t and θ. At time t=0, we let the radial speed vanish, and we also let the angular coordinate vanish. To find the relationship between time and angular speed ω, we assume that u is a smooth fuction of t, and differentiate u w.r.t. t, and use ω = h u 2 to find out an expression for ω. To do this we can differentiate u w.r.t. θ first then multiply it by ω, which equals to h u 2 .
Then differentiate the first derivate of u w.r.t θ first, then multiply the result by hu2 and so on. Since the whole process involves the differentiation w.r.t. θ only, we can assume that e=0.5,l=h=1. We set e=0.5 only because we wish to study bounded orbits so that we can apply Kepler's law and verify our result. However, the whole process is time consuming since the formula for the derivatives of u becomes complicated very quickly, even if we assume explicit values for e,l,h. The only effective way, therefore, is to design an algorithm for this process. But I do not have any knowlege about computer science, if anyone knows how to design algorithms or know about some other ways to find out ω in terms of t, please share.

When you are dealing with statistics and probability as a college student or need to solve some questions for your school class, the study design is an interesting concept to consider. The most important is to design and structure your statistical data. Start with the study design questions that must be answered by taking notes and explaining why you have taken a specific methodology. It will help you to narrow things down and avoid serving several statistical methods that can either make things simpler or even more complex. The study design example that you choose should serve as the template only as you should keep things unique! For example, when you need finding Y intercept