Just demonstrating the fact that fold singularities are incredibly generic whereas holomorphic singularities are incredibly unstable
It's an old theorem that maps which are nonsingular everywhere except a 1-dimensional submanifold along which fold singularities occur form a stable generic subset of $C^\infty(\Bbb R^2, \Bbb R^2)$
@BalarkaSen Consider the graph of the map f, let's say it's a self map. Then the fold singularities are presumably transverse intersections of the graph with the diagonal?
That would explain why the folding submanifolds still make sense after perturbation
Oh, if they were transverse they'd be isolated f.p. lol.
Just to write it down: A map $f : \Bbb R^2 \to \Bbb R^2$ gives rise to a holonomic section of the jet bundle $J^1(\Bbb R^2, \Bbb R^2) \to \Bbb R^2$, with fibers $M_{2 \times 2}(\Bbb R)$, and the singular matrices fiberwise forms a stratified subset $S$ of $J^1(\Bbb R^2, \Bbb R^2)$. By Thom transversality you can homotope the section $j^1 f : \Bbb R^2 \to J^1(\Bbb R^2, \Bbb R^2)$ a tiny bit so that it's 1) transverse to $S$ and 2) still holonomic
$J^1(\Bbb R^2 \times \Bbb R^2) = \Bbb R^2 \times \Bbb R^2 \times M_{2 \times 2}(\Bbb R)$ is an $8$-dimensional space, and $S$ is cut out by $\det = 0$ fiberwise so that it's $7$-dimensional. The section has dimension $2$
So they intersect in a codimension $\codim j^1 f + \codim S = 6 + 1 = 7$ dimensional subset, i.e., a dimension $1$ stratified subset.
So maps $f : \Bbb R^2 \to \Bbb R^2$ with folds and cusps as singularities (the singularity set is Whitney stratified with 1-stratum of folds and 0-stratum of cusps) forms a stable generic family by transversality.
The cusps are somehow not a problem if everything is oriented, but I dunno how to do this bit.
Couldn't have put it better myself. It's essentially any singularity which locally looks like folding a piece of paper along a line, like $f(x, y) = (x, y^2)$
I can see how $(x,y)\mapsto(x,|y|)$ would look like folding a piece of paper (along the $x$-axis), but $(x,y)\mapsto(x,y^2)$ does involve some stretching too.
@Thorgott Yeah, I say two maps $f, g : \Bbb R^2 \to \Bbb R^2$ looks the same if there are diffeomorphisms $\phi, \psi : \Bbb R^2 \to \Bbb R^2$ such that $\phi \circ f = g \circ \psi$
Basically "after reparamatrization on both domain and codomain", $f$ and $g$ match
@Semiclassical It's really a planar diagram though
the former, I dunno if it has a name, but you could study stuff like that. You're only allowing reparametrizations on the domain basically, so it captures topology of the map
Ok, makes sense. Can maps be classified up to locally looking like one another by the behavior of their rank? In the case of constant rank, I know this to be true.
a @Balarka: With McCrory and Varley I wrote several papers largely on singularity theory. I don't remember if I sent you copies of all. I know I sent one or two.
@Balarka: The Gauss map for surfaces in $\Bbb P^3$ was first; the big one you have, I think, was for threefolds in $\Bbb P^4$. Then there are some on theta divisors.
@TedShifrin I borrowed a book by Arnold which discusses applications of singularity theory in contemporary science. It's a very thin book called "Catastrophe Theory"
If $\mathbb{P}$ is a probability measure, $X$ a random variable and $x$ an arbitrary realization of $X$, does it ever make sense to write $\mathbb{P}(X)$ or $\mathbb{P}(x)$? If yes, what would these notations more precisely mean (in terms of measure theory)? Note that I know that $\mathbb{P}(X=x)$ is an abbreviation for something else (which I don't want to write here)!
@LeakyNun Yes, I've edited my comment to include that I know I can do that. However, in statistics, we often see $P(X)$ or $P(x), so I am wondering what those expressions would more precisely mean.
I would like to note that I am very familiar with machine learning and probability concepts. I just would like to have a more rigorous (measure-theoretic) explanation of this notation and terminology.
> layer uses a variational posterior Q(w) over the weights to represent the uncertainty in their values. This layer regularizes Q(w) to be close to the prior distribution P(w)
P(w) is thus a distribution, so Q(w) must also be a distribution.
Are they referring to probability measures, cdfs, or what?
@MikeMiller I will read maybe in the future, but definitely not now (I don't have time for that now). I've already read books on probability in the past. And what? You forgot stuff after 1 week. Everyone forgets. That's part of the plasticity of our brain!
Why does this chat exist? If you're not willing to answer, just ignore my messages or questions.
@loch However, in that article, they are talking about "variational inference". All variational inference is about approximating a usually called "distribution" (the posterior) with another "distribution"
i dont think people care about such high generality so it's not something one has to worry about (KL divergence makes sense in general though - according to my googling skillz)
last time thorgott gave you examples where they don't exist already!
the key point here is that you only want the derivative to be integrable not continuous so continuous a.e. is sufficient so Lipschitz continuity is also sufficient because that's equivalent to C^1 a.e.
anyway nobody actually cares about these wild stuff. regularity is only an important phenomenon in probability when you start thinking about brownian motions
Itô calculus, named after Kiyoshi Itô, extends the methods of calculus to stochastic processes such as Brownian motion (see Wiener process). It has important applications in mathematical finance and stochastic differential equations.
The central concept is the Itô stochastic integral, a stochastic generalization of the Riemann–Stieltjes integral in analysis. The integrands and the integrators are now stochastic processes:
Y
t
=
∫
0
t...
oh yeah, I remember when a friend told me about one of his assignments last semester and said he has to solve a "stochastic differential equation". I replied "you what?" and I think that's where the conversation ended.