On Integral Theorems and their Statistical Properties
Computation
2022-03-22 v2 Classical Analysis and ODEs
Methodology
Machine Learning
Abstract
We introduce a class of integral theorems based on cyclic functions and Riemann sums approximating integrals. The Fourier integral theorem, derived as a combination of a transform and inverse transform, arises as a special case. The integral theorems provide natural estimators of density functions via Monte Carlo methods. Assessments of the quality of the density estimators can be used to obtain optimal cyclic functions, alternatives to the sin function, which minimize square integrals. Our proof techniques rely on a variational approach in ordinary differential equations and the Cauchy residue theorem in complex analysis.
Cite
@article{arxiv.2107.10947,
title = {On Integral Theorems and their Statistical Properties},
author = {Nhat Ho and Stephen G. Walker},
journal= {arXiv preprint arXiv:2107.10947},
year = {2022}
}
Comments
21 pages, 5 figures. arXiv admin note: text overlap with arXiv:2106.06608