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Pushforward measure information


In measure theory, a pushforward measure (also known as push forward, push-forward or image measure) is obtained by transferring ("pushing forward") a measure from one measurable space to another using a measurable function.

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Pushforward measure

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In measure theory, a pushforward measure (also known as push forward, push-forward or image measure) is obtained by transferring ("pushing forward") a...

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Pushforward

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notion of pushforward in mathematics is "dual" to the notion of pullback, and can mean a number of different but closely related things. Pushforward (differential)...

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Law of the unconscious statistician

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theorem of mathematical analysis on Lebesgue integration relative to a pushforward measure. This proposition is (sometimes) known as the law of the unconscious...

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Joint probability distribution

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In the formal mathematical setup of measure theory, the joint distribution is given by the pushforward measure, by the map obtained by pairing together...

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Probability mass function

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counting measure, if it exists, is the Radon–Nikodym derivative of the pushforward measure of X {\displaystyle X} (with respect to the counting measure), so...

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Wiener process

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doubles almost surely. The image of the Lebesgue measure on [0, t] under the map w (the pushforward measure) has a density Lt. Thus, ∫ 0 t f ( w ( s ) ) d...

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Random variable

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consideration of the pushforward measure, which is called the distribution of the random variable; the distribution is thus a probability measure on the set of...

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Invariant measure

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the pushforward measure, this states that f ∗ ( μ ) = μ . {\displaystyle f_{*}(\mu )=\mu .} The collection of measures (usually probability measures) on...

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Change of variables

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derivatives of both the pullback and pushforward measures of m {\displaystyle m} under T {\displaystyle T} . The pullback measure in terms of a transformation...

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Probability integral transform

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uniform measure on [ 0 , 1 ] {\displaystyle [0,1]} , the distribution of X {\displaystyle X} on R {\displaystyle \mathbb {R} } is the pushforward measure μ...

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Continuous mapping theorem

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converges to g(X) almost surely. Slutsky's theorem Portmanteau theorem Pushforward measure Mann, H. B.; Wald, A. (1943). "On Stochastic Limit and Order Relationships"...

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Conditional expectation

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is unique up to a set of measure zero in R n {\displaystyle \mathbb {R} ^{n}} . The measure used is the pushforward measure induced by Y. In the first...

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Integration by substitution

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Weierstrass substitution Euler substitution Glasser's master theorem Pushforward measure Swokowski 1983, p. 257 Swokowski 1983, p. 258 Briggs & Cochran 2011...

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Radonifying function

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measure on the second space. It acquired its name because the pushforward measure on the second space was historically thought of as a Radon measure....

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Complex dynamics

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basic property of the equilibrium measure is that it is invariant under f, in the sense that the pushforward measure f ∗ μ f {\displaystyle f_{*}\mu _{f}}...

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Regular conditional probability

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T^{-1})(\mathrm {d} x)} where P ∘ T − 1 {\displaystyle P\circ T^{-1}} is the pushforward measure T ∗ P {\displaystyle T_{*}P} of the distribution of the random element...

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Conditional mutual information

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{\displaystyle {\mathfrak {P}}} -measure of its preimage in F {\displaystyle {\mathcal {F}}} . This is called the pushforward measure X ∗ P = P ( X − 1 ( ⋅ ) )...

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Perfect measure

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"well-behaved" in some sense. Intuitively, a perfect measure μ is one for which, if we consider the pushforward measure on the real line R, then every measurable...

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Convolution

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group. If μ and ν are finite Borel measures on G, then their convolution μ∗ν is defined as the pushforward measure of the group action and can be written...

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Convergence of measures

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n → ∞ if the sequence of pushforward measures (Xn)∗(P) converges weakly to X∗(P) in the sense of weak convergence of measures on X, as defined above. Let...

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Polar factorization theorem

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said to be measure preserving iff σ # μ = ν {\displaystyle \sigma _{\#}\mu =\nu } , where # {\displaystyle \#} is the pushforward measure. Spelled out:...

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Disintegration theorem

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{P}}(X)} be the pushforward measure ν = π ∗ ( μ ) = μ ∘ π − 1 {\displaystyle \nu =\pi _{*}(\mu )=\mu \circ \pi ^{-1}} . This measure provides the distribution...

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Comonotonicity

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Xn) is called comonotonic, if its multivariate distribution (the pushforward measure) is comonotonic, this means Pr ( X 1 ≤ x 1 , … , X n ≤ x n ) = min...

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Kolmogorov extension theorem

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G ) ∗ μ G {\displaystyle (\pi _{F}^{G})_{*}\mu _{G}} denotes the pushforward measure of μ G {\displaystyle \mu _{G}} induced by the canonical projection...

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Outer measure

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In the mathematical field of measure theory, an outer measure or exterior measure is a function defined on all subsets of a given set with values in the...

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Bernoulli process

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function f : B → R {\displaystyle f:{\mathcal {B}}\to \mathbb {R} } . The pushforward f ∘ T − 1 {\displaystyle f\circ T^{-1}} defined by ( f ∘ T − 1 ) ( σ...

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