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Prospects for Applied Mathematics and Data Analysis

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Online: 2836-4449
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Prospects for Applied Mathematics and Data Analysis

Volume 6 / Issue 1 ( 5 Articles)

Full Length Article DOI: https://doi.org/10.54216/PAMDA.060105

Exact Bias–Variance Decomposition and Degrees of Freedom in Ridge Regression: Theory, Verification, and a Disease-Progression Application

Ridge regression estimates β in the linear model y = Xβ +ε by βˆ (λ) = argminβ ∥y−Xβ∥2+λ∥β∥2, trading bias for variance as λ increases. This paper collects six results about βˆ (λ) into a single self-contained development, each proved and then checked numerically. The estimator is written in closed form through the singular value decomposition of X; its effective degrees of freedom, df(λ)=Σj d2j /(d2j +λ), are shown to be strictly decreasing and convex in λ; its exact bias and variance are derived in closed form; a strictly positive λ is shown always to exist that reduces mean squared estimation error below that of ordinary least squares whenever the noise variance is positive; the estimator is shown to coincide with the posterior mean under a Gaussian prior with precision proportional to λ; and the leave-one-out cross-validation error is shown to admit a closed-form shortcut that generalized cross-validation approximates by averaging its leverage terms. Every derived quantity is verified against data: the leave-one-out shortcut matches brute-force refitting exactly, and a calibrated Monte Carlo simulation confirms the closed-form bias and variance to within simulation error at every tested λ. Applied to a standard diabetes disease-progression dataset (n = 442, ten predictors), the theoretical construction correctly locates a strictly risk-reducing regularization region, and repeated cross-validation shows ridge, lasso, and elastic net all lying within one standard error of ordinary least squares in out-of-sample prediction error—consistent with the closed-form theory, which attributes the available gain to reduced parameter-estimation risk on a well-conditioned design rather than to prediction-error reduction.
Dwi Retnowardani
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Full Length Article DOI: https://doi.org/10.54216/PAMDA.060104

Generating Neutrosophic Random Variables Based on Generalized Gamma Distribution

In practice, we encounter many systems that cannot be studied directly, either due to high costs or because some of these systems are not directly detectable. Therefore, we resort to simulation, which involves applying the study to systems similar to real-world systems and then projecting the results if they are suitable for the real system. The simulation process requires a thorough understanding of probability distributions and the methods used to transform random numbers following a regular distribution on [0,1] into random variables that follow it. This allows us to maximize the benefits of the simulation process and obtain more accurate results for all emerging conditions. The generalized gamma distribution is a family of three parameters characterized by high flexibility. It includes several important distributions as special cases, including the gamma, Weibull, exponential, and Rayleigh distributions, making it exceptionally valuable in engineering and reliability analysis. In previous research, we presented a neutrosophic view of the process of generating random numbers and some techniques used to generate random variables. In this research, we present a neutrosophic study for generating neutrosophic random variables following the generalized gamma distribution, a distribution widely used in engineering applications. The neutrosophic approach takes into account the uncertainty and indeterminacy of the parameters, resulting in random intervals for the variables rather than specific values, and thus provides more accurate simulation results that adapt to all the conditions that the system in operation may encounter.
Khalifa AlShaqsi
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Full Length Article DOI: https://doi.org/10.54216/PAMDA.060103

A Symmetric Discrete-Gradient Finite-Volume Method for Positive Drift–Diffusion Flows

Consider the periodic gradient flow ∂tu = ∂x(m(u)∂xμ) , μ = h′(u)+V, E [u] = Z 1 0 {h(u)+Vu} dx, for strictly positive density u, convex entropy density h, and mobility m > 0. We couple a centered finite-volume flux with a symmetric two-state approximation of the chemical potential. Its entropy component is the divided difference Dh(a,b) = h(a)−h(b) a−b , Dh(a,a) = h′(a), which enforces the discrete chain rule exactly. With midpoint edge mobility and the logarithmic state un+1 i =expzn+1 i , the nonlinear update is self-adjoint and, for every solved algebraic step, satisfies E n+1 h −E n h = −ΔtΣi M n+1/2 i+1/2 (μn+1/2 i+1 −μn+1/2 i )2 Δx ≤ 0. The flux telescopes to conserve mass, the logarithmic parametrization confines finite roots to the positive cone, and states satisfying h′(ui)+Vi = const are fixed points. A midpoint expansion gives second-order consistency in time; the centered flux gives the same order in space. For h(u) = u(logu−1), a manufactured heat-flow calculation gives observed L2 orders 1.998 and 1.999 under coupled refinement. In a confining Fokker–Planck test, the maximum mass defect is 3.20×10−14 and the energy identity is satisfied within 1.42×10−14. Replacing Dh by the midpoint chemical potential in the same one-step problem produces an energy-balance defect 1.60×10−2, isolating the role of the temporal discrete gradient.
Sergey Drominko, Erina Kovachiskaya
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Full Length Article DOI: https://doi.org/10.54216/PAMDA.060101

Spectrally Matched Fractional Sobolev Tikhonov Regularization for Periodic Deconvolution

Let T = R/Z and Aβ = (I−Δ)−β/2 with β > 0. From data gδ = Aβ f †+η, ∥η∥2 ≤ δ, consider the fractional Sobolev Tikhonov family f δ λ,s = argminf∈Hs(T) Aβ f −gδ 2 2 +λ ∥ f ∥2 Hs, s ≥ 0. Writing μk = (1+4π2k2)1/2 and ρ = s+β, the estimator is diagonal in the Fourier basis, bf δ λ,s(k) = μβ k 1+λ μ2ρ k bgδ (k). If f † ∈ Hr(T) and 0 < r ≤ 2ρ, then f δ λ,s− f † 2 ≤Caδλ−a+CbMrλb, a = β 2ρ , b = r 2ρ , Mr = f † Hr . where Cq = qq(1−q)1−q for 0 < q < 1 and C1 = 1. Direct minimization gives λ∗ ≍ δ2ρ (r+β) and f δ λ∗,s− f † 2 = O δr/(r+β). Thus the pre-saturation exponent is independent of the penalty order s. When r > 2ρ, the bias saturates and the rate becomes O(δ2ρ/(2ρ+β)); hence the least order avoiding saturation is smin = max{0, r/2−β}. The balanced half-power frequency satisfies μc ≍ δ−1/(r+β), whereas its logarithmic roll-off is −ρ/2. The same exponents persist for spectrally equivalent convolution operators c−μ−β k ≤ ak ≤ c+μ−β k . Fourier experiments on N = 2048 modes, using three source regularities, four penalty orders, five noise levels, and 30 perturbations per configuration, reproduce the predicted saturation ordering and transition boundary. For the H6 benchmark at δ = 10−3, the mean L2 error decreases from 1.4013×10−2 for s = 0 to 1.2710×10−3 for s = 2; the latter is the first tested order in the non-saturated regime.
Takaaki Fujita, Ajoy Kanti Das
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Full Length Article DOI: https://doi.org/10.54216/PAMDA.060102

Heat-Semigroup Persistence on Data Graphs: A Multiscale Extension of Normalized Cut for Class-Separability Analysis

Let G = (V,W) be a weighted data graph with symmetric normalized Laplacian L = I−D−1/2WD−1/2, and let u denote the degree-balanced signal associated with a binary partition C∪ ¯C =V. Instead of reducing the partition geometry to the single Rayleigh quotient u⊤Lu/∥u∥22 , we study the heat-semigroup persistence Pu(t) = ∥e−tLu∥22 ∥u∥22 , HT (u) = 1 T Z T 0 Pu(t)dt. Writing Lφj = λjφj and ωj = |⟨u,φj⟩|2/∥u∥22 yields Pu(t) = Σj ωje−2tλj , so the complete curve is the Laplace transform of the label spectral measure νu = Σj ωjδλj . We prove four identities that give this construction a cut-theoretic interpretation. First, Pu is completely monotone. Second, −P′u(0)/2 = Ncut(C, ¯C). Third, for the instantaneous leakage rate κu(t) = −12 d logPu(t)/dt, one has κu(0) = Ncut and κ′u (t) = −2Varνu,t (λ) ≤ 0 under the exponentially tilted spectral measure. Fourth, when u ⊥ kerL, R ∞ 0 Pu(t)dt = u⊤L†u/(2∥u∥22). Hence normalized cut is only the zero-time slope of a multiscale diffusion object whose higher derivatives recover all spectral moments. A perturbation bound |HT (L)−HT (eL)| ≤ T∥L−eL∥2 is also established for a fixed partition signal. Numerical evaluation on a 1,797-sample, 64-variable handwritten-digit benchmark uses all 45 class pairs and ten repeated stratified train/test splits. With graphs formed exclusively from training observations, mean H1 has Spearman correlation −0.924 with held-out pairwise error (95% bootstrap interval [−0.957,−0.850]); normalized cut gives 0.927, and the second spectral central moment gives 0.930. The comparable predictive rankings are material: the proposed functional is not presented as a replacement for normalized cut, but as its multiscale completion, retaining spectral information that a first moment necessarily discards.
Nader Taffach, Mohammad Al-Shiekh
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