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Locally Estimated Operators

SurrealVectors edited this page Jun 29, 2021 · 7 revisions

Locally Estimated Operators

These are versions of operators which take a function and an element in the domain of the function to give a locally weight estimation of those operators. Specifically, we'll be focusing on averages and variances.

Local Average Operator

Local average operators are a class of operators. An operator A: (I: T -> Y) * T -> Y, is a local average operator if the following hold for some b, such that b is less than or equal to all t in T, and some L: T * T -> Y :

  1. A(I,t) = integral from b to t of L(x,t) * I(x) / t    d_x_
  2. integral from b to t of L(x,t) / t     dx = 1
  3. integral from b to t of L(x,t) * x / t^2     dx = 1
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