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<p>A typical incorrect inverse problem that arises in physics is the Fredholm equation of the first kind:</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math><semantics><mrow><mi>f</mi><mo>(</mo><mi>y</mi><mo>)</mo><mo>=</mo><munderover><mo>∫</mo><mi>a</mi><mi>b</mi></munderover><mi>d</mi><mi>x</mi><mi>K</mi><mo>(</mo><mi>x</mi><mo separator="true">,</mo><mi>y</mi><mo>)</mo><mi>φ</mi><mo>(</mo><mi>x</mi><mo>)</mo></mrow><annotation encoding="application/x-tex">f(y) = \int \limits_a^b dx K(x,y)\varphi(x)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathdefault" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mord mathdefault" style="margin-right:0.03588em;">y</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:3.7083579999999996em;vertical-align:-1.561125em;"></span><span class="mop op-limits"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:2.1472329999999995em;"><span style="top:-1.8988750000000003em;margin-left:-0.44445em;"><span class="pstrut" style="height:3.3600000000000003em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathdefault mtight">a</span></span></span><span style="top:-3.361125em;"><span class="pstrut" style="height:3.3600000000000003em;"></span><span><span class="mop op-symbol large-op" style="margin-right:0.44445em;">∫</span></span></span><span style="top:-4.921125em;margin-left:0.44445em;"><span class="pstrut" style="height:3.3600000000000003em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathdefault mtight">b</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.561125em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathdefault">d</span><span class="mord mathdefault">x</span><span class="mord mathdefault" style="margin-right:0.07153em;">K</span><span class="mopen">(</span><span class="mord mathdefault">x</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathdefault" style="margin-right:0.03588em;">y</span><span class="mclose">)</span><span class="mord mathdefault">φ</span><span class="mopen">(</span><span class="mord mathdefault">x</span><span class="mclose">)</span></span></span></span></span>
<p>In fact, this equation describes the following: the hardware function of the device <span class="katex"><span class="katex-mathml"><math><semantics><mrow><mi>K</mi><mo>(</mo><mi>x</mi><mo separator="true">,</mo><mi>y</mi><mo>)</mo></mrow><annotation encoding="application/x-tex">K(x,y)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathdefault" style="margin-right:0.07153em;">K</span><span class="mopen">(</span><span class="mord mathdefault">x</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathdefault" style="margin-right:0.03588em;">y</span><span class="mclose">)</span></span></span></span> acts on the studied spectrum or other input signal <span class="katex"><span class="katex-mathml"><math><semantics><mrow><mi>φ</mi></mrow><annotation encoding="application/x-tex">\varphi</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.625em;vertical-align:-0.19444em;"></span><span class="mord mathdefault">φ</span></span></span></span>, as a result, the researcher observes the output signal <span class="katex"><span class="katex-mathml"><math><semantics><mrow><mi>f</mi><mo>(</mo><mi>y</mi><mo>)</mo></mrow><annotation encoding="application/x-tex">f(y)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathdefault" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mord mathdefault" style="margin-right:0.03588em;">y</span><span class="mclose">)</span></span></span></span>. The aim of the researcher is to restore the signal <span class="katex"><span class="katex-mathml"><math><semantics><mrow><mi>φ</mi></mrow><annotation encoding="application/x-tex">\varphi</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.625em;vertical-align:-0.19444em;"></span><span class="mord mathdefault">φ</span></span></span></span> from the known <span class="katex"><span class="katex-mathml"><math><semantics><mrow><mi>f</mi><mo>(</mo><mi>y</mi><mo>)</mo></mrow><annotation encoding="application/x-tex">f(y)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathdefault" style="margin-right:0.10764em;">f</span><span class="mopen">(</span><span class="mord mathdefault" style="margin-right:0.03588em;">y</span><span class="mclose">)</span></span></span></span> and <span class="katex"><span class="katex-mathml"><math><semantics><mrow><mi>K</mi><mo>(</mo><mi>x</mi><mo separator="true">,</mo><mi>y</mi><mo>)</mo></mrow><annotation encoding="application/x-tex">K(x,y)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathdefault" style="margin-right:0.07153em;">K</span><span class="mopen">(</span><span class="mord mathdefault">x</span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathdefault" style="margin-right:0.03588em;">y</span><span class="mclose">)</span></span></span></span>. It would seem that signal recovery is not a difficult task, since the Fredholm equation has an exact solution. But the Fredholm equation is incorrect - an infinitesimal change in the initial conditions leads to a final change in the solution. Thus, the presence of noise present in any experiment invalidates attempts to solve this equation <strong>for sure</strong>.</p>
<h3>Theory</h3>
<p>Consider a certain algebraization of the Fredholm equation:</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math><semantics><mrow><msub><mi>f</mi><mi>m</mi></msub><mo>=</mo><msub><mi>K</mi><mrow><mi>m</mi><mi>n</mi></mrow></msub><msub><mi>φ</mi><mi>n</mi></msub></mrow><annotation encoding="application/x-tex">f_m = K_{mn}\varphi_n</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8888799999999999em;vertical-align:-0.19444em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.10764em;">f</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.151392em;"><span style="top:-2.5500000000000003em;margin-left:-0.10764em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathdefault mtight">m</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.8777699999999999em;vertical-align:-0.19444em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.07153em;">K</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.151392em;"><span style="top:-2.5500000000000003em;margin-left:-0.07153em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight">m</span><span class="mord mathdefault mtight">n</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord mathdefault">φ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.151392em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathdefault mtight">n</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span></span></span></span></span>
<p>In terms of mathematical statistics, we must evaluate<span class="katex"><span class="katex-mathml"><math><semantics><mrow><mover accent="true"><mi>φ</mi><mo>⃗</mo></mover></mrow><annotation encoding="application/x-tex">\vec{\varphi}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.9084399999999999em;vertical-align:-0.19444em;"></span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.714em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault">φ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span></span></span></span> using implementation <span class="katex"><span class="katex-mathml"><math><semantics><mrow><mover accent="true"><mi>f</mi><mo>⃗</mo></mover></mrow><annotation encoding="application/x-tex">\vec{f}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.1718799999999998em;vertical-align:-0.19444em;"></span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.9774399999999999em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.10764em;">f</span></span></span><span style="top:-3.26344em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.06882999999999997em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span></span></span></span>, knowing the probability density for <span class="katex"><span class="katex-mathml"><math><semantics><mrow><mover accent="true"><mi>f</mi><mo>⃗</mo></mover></mrow><annotation encoding="application/x-tex">\vec{f}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.1718799999999998em;vertical-align:-0.19444em;"></span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.9774399999999999em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.10764em;">f</span></span></span><span style="top:-3.26344em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.06882999999999997em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span></span></span></span> and matrix <span class="katex"><span class="katex-mathml"><math><semantics><mrow><mi>K</mi></mrow><annotation encoding="application/x-tex">K</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.68333em;vertical-align:0em;"></span><span class="mord mathdefault" style="margin-right:0.07153em;">K</span></span></span></span> content. Acting in the spirit of decision theory, we must choose a vector function <span class="katex"><span class="katex-mathml"><math><semantics><mrow><mover accent="true"><mi>S</mi><mo>⃗</mo></mover></mrow><annotation encoding="application/x-tex">\vec{S}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.9663299999999999em;vertical-align:0em;"></span><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9663299999999999em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.05764em;">S</span></span></span><span style="top:-3.25233em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span></span></span></span></span></span></span>, defining <span class="katex"><span class="katex-mathml"><math><semantics><mrow><mover accent="true"><mi>φ</mi><mo>⃗</mo></mover></mrow><annotation encoding="application/x-tex">\vec{\varphi}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.9084399999999999em;vertical-align:-0.19444em;"></span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.714em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault">φ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span></span></span></span> on base of <span class="katex"><span class="katex-mathml"><math><semantics><mrow><mover accent="true"><mi>f</mi><mo>⃗</mo></mover></mrow><annotation encoding="application/x-tex">\vec{f}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.1718799999999998em;vertical-align:-0.19444em;"></span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.9774399999999999em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.10764em;">f</span></span></span><span style="top:-3.26344em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.06882999999999997em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span></span></span></span> and called <em>strategy</em>. In order to determine which strategies are more optimal, we introduce the <em>squared loss function</em>:</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math><semantics><mrow><mi>L</mi><mo>(</mo><mover accent="true"><mi>φ</mi><mo>^</mo></mover><mo separator="true">,</mo><mover accent="true"><mi>S</mi><mo>⃗</mo></mover><mo>)</mo><mo>=</mo><mo>(</mo><mover accent="true"><mi>φ</mi><mo>^</mo></mover><mo>−</mo><mover accent="true"><mi>S</mi><mo>⃗</mo></mover><msup><mo>)</mo><mn>2</mn></msup><mo separator="true">,</mo></mrow><annotation encoding="application/x-tex">L(\hat{\varphi},\vec{S}) = (\hat{\varphi}-\vec{S})^2,</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.21633em;vertical-align:-0.25em;"></span><span class="mord mathdefault">L</span><span class="mopen">(</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.69444em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault">φ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.16666em;">^</span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9663299999999999em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.05764em;">S</span></span></span><span style="top:-3.25233em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mopen">(</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.69444em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault">φ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.16666em;">^</span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span></span><span class="base"><span class="strut" style="height:1.21633em;vertical-align:-0.25em;"></span><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9663299999999999em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.05764em;">S</span></span></span><span style="top:-3.25233em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span></span></span></span><span class="mclose"><span class="mclose">)</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8641079999999999em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span></span></span></span></span><span class="mpunct">,</span></span></span></span></span>
<p>where <span class="katex"><span class="katex-mathml"><math><semantics><mrow><mover accent="true"><mi>φ</mi><mo>^</mo></mover></mrow><annotation encoding="application/x-tex">\hat{\varphi}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.8888799999999999em;vertical-align:-0.19444em;"></span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.69444em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault">φ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.16666em;">^</span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span></span></span></span> — the best decision. According to the Bayesian approach, we consider <span class="katex"><span class="katex-mathml"><math><semantics><mrow><mover accent="true"><mi>φ</mi><mo>⃗</mo></mover></mrow><annotation encoding="application/x-tex">\vec{\varphi}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.9084399999999999em;vertical-align:-0.19444em;"></span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.714em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault">φ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span></span></span></span> as <strong>random variable</strong> and move our uncertainty about <span class="katex"><span class="katex-mathml"><math><semantics><mrow><mover accent="true"><mi>φ</mi><mo>⃗</mo></mover></mrow><annotation encoding="application/x-tex">\vec{\varphi}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.9084399999999999em;vertical-align:-0.19444em;"></span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.714em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault">φ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span></span></span></span> in <em>prior density</em> <span class="katex"><span class="katex-mathml"><math><semantics><mrow><mi>P</mi><mo>(</mo><mover accent="true"><mi>φ</mi><mo>⃗</mo></mover><mo>)</mo></mrow><annotation encoding="application/x-tex">P(\vec{\varphi})</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathdefault" style="margin-right:0.13889em;">P</span><span class="mopen">(</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.714em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault">φ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mclose">)</span></span></span></span>, Expressing <strong>reliability</strong> of the various possible laws of nature and determined on the basis of information prior to the experiment. With this approach, the choice of an optimal strategy is based on minimizing <em>aposterior risk</em>:</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math><semantics><mrow><msub><mi>r</mi><mover accent="true"><mi>S</mi><mo>⃗</mo></mover></msub><mo>(</mo><mover accent="true"><mi>φ</mi><mo>⃗</mo></mover><mo>)</mo><mo>≡</mo><msub><mi>E</mi><mover accent="true"><mi>φ</mi><mo>⃗</mo></mover></msub><msub><mi>E</mi><mover accent="true"><mi>f</mi><mo>⃗</mo></mover></msub><mo>[</mo><mi>L</mi><mo>(</mo><mover accent="true"><mi>φ</mi><mo>⃗</mo></mover><mo separator="true">,</mo><mover accent="true"><mi>S</mi><mo>⃗</mo></mover><mo>)</mo><mi mathvariant="normal">∣</mi><mover accent="true"><mi>φ</mi><mo>⃗</mo></mover><mo>]</mo></mrow><annotation encoding="application/x-tex">r_{\vec{S}}(\vec{\varphi}) \equiv E_{\vec{\varphi}}E_{\vec{f}}[L(\vec{\varphi},\vec{S})|\vec{\varphi}]</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.0816309999999998em;vertical-align:-0.3316309999999999em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.02778em;">r</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3683690000000004em;margin-left:-0.02778em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord accent mtight"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9663299999999999em;"><span style="top:-2.714em;"><span class="pstrut" style="height:2.714em;"></span><span class="mord mtight"><span class="mord mathdefault mtight" style="margin-right:0.05764em;">S</span></span></span><span style="top:-2.96633em;"><span class="pstrut" style="height:2.714em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay mtight" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.3316309999999999em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.714em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault">φ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">≡</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1.4418459999999997em;vertical-align:-0.4755159999999998em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.05764em;">E</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.5450000000000004em;margin-left:-0.05764em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord accent mtight"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.714em;"><span style="top:-2.714em;"><span class="pstrut" style="height:2.714em;"></span><span class="mord mtight"><span class="mord mathdefault mtight">φ</span></span></span><span style="top:-2.714em;"><span class="pstrut" style="height:2.714em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay mtight" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2911079999999999em;"><span></span></span></span></span></span></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.05764em;">E</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.3605920000000005em;margin-left:-0.05764em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord accent mtight"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.9774399999999999em;"><span style="top:-2.714em;"><span class="pstrut" style="height:2.714em;"></span><span class="mord mtight"><span class="mord mathdefault mtight" style="margin-right:0.10764em;">f</span></span></span><span style="top:-2.97744em;"><span class="pstrut" style="height:2.714em;"></span><span class="accent-body" style="left:-0.06882999999999997em;"><span class="overlay mtight" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.4755159999999998em;"><span></span></span></span></span></span></span><span class="mopen">[</span><span class="mord mathdefault">L</span><span class="mopen">(</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.714em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault">φ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord accent"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9663299999999999em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.05764em;">S</span></span></span><span style="top:-3.25233em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span></span></span></span><span class="mclose">)</span><span class="mord">∣</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.714em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault">φ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mclose">]</span></span></span></span></span>
<p>Then the optimal strategy in case of the square loss function is well known: </p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math><semantics><mrow><msubsup><mi>S</mi><mi>n</mi><mrow><mi>o</mi><mi>p</mi><mi>t</mi></mrow></msubsup><mo>=</mo><mi>E</mi><mo>[</mo><msub><mi>φ</mi><mi>n</mi></msub><mi mathvariant="normal">∣</mi><mover accent="true"><mi>f</mi><mo>⃗</mo></mover><mo>]</mo><mo>=</mo><mo>∫</mo><msub><mi>φ</mi><mi>n</mi></msub><mi>P</mi><mo>(</mo><mover accent="true"><mi>φ</mi><mo>⃗</mo></mover><mi mathvariant="normal">∣</mi><mover accent="true"><mi>f</mi><mo>⃗</mo></mover><mo>)</mo><mi>d</mi><mover accent="true"><mi>φ</mi><mo>⃗</mo></mover></mrow><annotation encoding="application/x-tex">S^{opt} _n= E[\varphi_n|\vec{f}] = \int \varphi_n P(\vec{\varphi}|\vec{f})d\vec{\varphi}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.0905559999999999em;vertical-align:-0.247em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.05764em;">S</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8435559999999999em;"><span style="top:-2.4530000000000003em;margin-left:-0.05764em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathdefault mtight">n</span></span></span><span style="top:-3.1130000000000004em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight">o</span><span class="mord mathdefault mtight">p</span><span class="mord mathdefault mtight">t</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.247em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1.2274399999999999em;vertical-align:-0.25em;"></span><span class="mord mathdefault" style="margin-right:0.05764em;">E</span><span class="mopen">[</span><span class="mord"><span class="mord mathdefault">φ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.151392em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathdefault mtight">n</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord">∣</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.9774399999999999em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.10764em;">f</span></span></span><span style="top:-3.26344em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.06882999999999997em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mclose">]</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:2.22225em;vertical-align:-0.86225em;"></span><span class="mop op-symbol large-op" style="margin-right:0.44445em;position:relative;top:-0.0011249999999999316em;">∫</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathdefault">φ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.151392em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathdefault mtight">n</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathdefault" style="margin-right:0.13889em;">P</span><span class="mopen">(</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.714em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault">φ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mord">∣</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.9774399999999999em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.10764em;">f</span></span></span><span style="top:-3.26344em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.06882999999999997em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mclose">)</span><span class="mord mathdefault">d</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.714em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault">φ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span></span></span></span></span>
<p><em>Aposterior density</em> <span class="katex"><span class="katex-mathml"><math><semantics><mrow><mi>P</mi><mo>(</mo><mover accent="true"><mi>φ</mi><mo>⃗</mo></mover><mi mathvariant="normal">∣</mi><mover accent="true"><mi>f</mi><mo>⃗</mo></mover><mo>)</mo></mrow><annotation encoding="application/x-tex">P(\vec{\varphi}|\vec{f})</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.2274399999999999em;vertical-align:-0.25em;"></span><span class="mord mathdefault" style="margin-right:0.13889em;">P</span><span class="mopen">(</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.714em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault">φ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mord">∣</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.9774399999999999em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.10764em;">f</span></span></span><span style="top:-3.26344em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.06882999999999997em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mclose">)</span></span></span></span> is determined by the Bayes theorem: </p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math><semantics><mrow><mi>P</mi><mo>(</mo><mover accent="true"><mi>φ</mi><mo>⃗</mo></mover><mi mathvariant="normal">∣</mi><mover accent="true"><mi>f</mi><mo>⃗</mo></mover><mo>)</mo><mo>=</mo><mfrac><mrow><mi>P</mi><mo>(</mo><mover accent="true"><mi>φ</mi><mo>⃗</mo></mover><mo>)</mo><mi>P</mi><mo>(</mo><mover accent="true"><mi>f</mi><mo>⃗</mo></mover><mi mathvariant="normal">∣</mi><mover accent="true"><mi>φ</mi><mo>⃗</mo></mover><mo>)</mo></mrow><mrow><mo>∫</mo><mi>d</mi><mover accent="true"><mi>φ</mi><mo>⃗</mo></mover><mi>P</mi><mo>(</mo><mover accent="true"><mi>φ</mi><mo>⃗</mo></mover><mo>)</mo><mi>P</mi><mo>(</mo><mover accent="true"><mi>f</mi><mo>⃗</mo></mover><mi mathvariant="normal">∣</mi><mover accent="true"><mi>φ</mi><mo>⃗</mo></mover><mo>)</mo></mrow></mfrac></mrow><annotation encoding="application/x-tex">P(\vec{\varphi}|\vec{f})= \frac{P(\vec{\varphi})P(\vec{f}|\vec{\varphi})}{\int d\vec{\varphi}P(\vec{\varphi})P(\vec{f}|\vec{\varphi})}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.2274399999999999em;vertical-align:-0.25em;"></span><span class="mord mathdefault" style="margin-right:0.13889em;">P</span><span class="mopen">(</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.714em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault">φ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mord">∣</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.9774399999999999em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.10764em;">f</span></span></span><span style="top:-3.26344em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.06882999999999997em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:2.828em;vertical-align:-1.17356em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.65444em;"><span style="top:-2.1325600000000002em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mop op-symbol small-op" style="margin-right:0.19445em;position:relative;top:-0.0005599999999999772em;">∫</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathdefault">d</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.714em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault">φ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mord mathdefault" style="margin-right:0.13889em;">P</span><span class="mopen">(</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.714em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault">φ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mclose">)</span><span class="mord mathdefault" style="margin-right:0.13889em;">P</span><span class="mopen">(</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.9774399999999999em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.10764em;">f</span></span></span><span style="top:-3.26344em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.06882999999999997em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mord">∣</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.714em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault">φ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mclose">)</span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.13889em;">P</span><span class="mopen">(</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.714em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault">φ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mclose">)</span><span class="mord mathdefault" style="margin-right:0.13889em;">P</span><span class="mopen">(</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.9774399999999999em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.10764em;">f</span></span></span><span style="top:-3.26344em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.06882999999999997em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mord">∣</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.714em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault">φ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mclose">)</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.17356em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span></span>
<p>In addition, this approach allows us to determine the dispersion of the resulting solution: </p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math><semantics><mrow><mrow><mo fence="true">⟨</mo><msubsup><mi>σ</mi><mi>n</mi><mn>2</mn></msubsup><mo fence="true">⟩</mo></mrow><mo>=</mo><mo>∫</mo><mo>(</mo><msub><mi>φ</mi><mi>n</mi></msub><mo>−</mo><msubsup><mi>S</mi><mi>n</mi><mrow><mi>o</mi><mi>p</mi><mi>t</mi></mrow></msubsup><msup><mo>)</mo><mn>2</mn></msup><mi>P</mi><mo>(</mo><mover accent="true"><mi>φ</mi><mo>⃗</mo></mover><mi mathvariant="normal">∣</mi><mover accent="true"><mi>f</mi><mo>⃗</mo></mover><mo>)</mo><mi>d</mi><mover accent="true"><mi>φ</mi><mo>⃗</mo></mover></mrow><annotation encoding="application/x-tex">\left\langle \sigma_n^2 \right\rangle = \int (\varphi_n - S^{opt}_n)^2 P(\vec{\varphi}|\vec{f})d\vec{\varphi}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.2141179999999998em;vertical-align:-0.35001em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;"><span class="delimsizing size1">⟨</span></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.03588em;">σ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8641079999999999em;"><span style="top:-2.4530000000000003em;margin-left:-0.03588em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathdefault mtight">n</span></span></span><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight">2</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.247em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;"><span class="delimsizing size1">⟩</span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:2.22225em;vertical-align:-0.86225em;"></span><span class="mop op-symbol large-op" style="margin-right:0.44445em;position:relative;top:-0.0011249999999999316em;">∫</span><span class="mopen">(</span><span class="mord"><span class="mord mathdefault">φ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.151392em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathdefault mtight">n</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">−</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span></span><span class="base"><span class="strut" style="height:1.2274399999999999em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.05764em;">S</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.8435559999999999em;"><span style="top:-2.4530000000000003em;margin-left:-0.05764em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathdefault mtight">n</span></span></span><span style="top:-3.1130000000000004em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight">o</span><span class="mord mathdefault mtight">p</span><span class="mord mathdefault mtight">t</span></span
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mord">∣</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.9774399999999999em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.10764em;">f</span></span></span><span style="top:-3.26344em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.06882999999999997em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mclose">)</span><span class="mord mathdefault">d</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.714em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault">φ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span></span></span></span></span>
<p>We got the solution by introducing a priori density <span class="katex"><span class="katex-mathml"><math><semantics><mrow><mi>P</mi><mo>(</mo><mover accent="true"><mi>φ</mi><mo>⃗</mo></mover><mo>)</mo></mrow><annotation encoding="application/x-tex">P(\vec{\varphi})</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathdefault" style="margin-right:0.13889em;">P</span><span class="mopen">(</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.714em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault">φ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mclose">)</span></span></span></span>. Can we say anything about the world of <span class="katex"><span class="katex-mathml"><math><semantics><mrow><mi>φ</mi><mo>(</mo><mi>x</mi><mo>)</mo></mrow><annotation encoding="application/x-tex">\varphi(x)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathdefault">φ</span><span class="mopen">(</span><span class="mord mathdefault">x</span><span class="mclose">)</span></span></span></span> functions, which is defined by a priori density? If the answer to this question is no, we will have to accept all possible <span class="katex"><span class="katex-mathml"><math><semantics><mrow><mi>φ</mi><mo>(</mo><mi>x</mi><mo>)</mo></mrow><annotation encoding="application/x-tex">\varphi(x)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathdefault">φ</span><span class="mopen">(</span><span class="mord mathdefault">x</span><span class="mclose">)</span></span></span></span> equally probable and return to the irregular solution. Thus, we should answer this question positively. This is the statistical regularization method - regularization of the solution by introducing additional a priori information about <span class="katex"><span class="katex-mathml"><math><semantics><mrow><mi>φ</mi><mo>(</mo><mi>x</mi><mo>)</mo></mrow><annotation encoding="application/x-tex">\varphi(x)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathdefault">φ</span><span class="mopen">(</span><span class="mord mathdefault">x</span><span class="mclose">)</span></span></span></span>. If a researcher already has some a priori information (a priori density of <span class="katex"><span class="katex-mathml"><math><semantics><mrow><mi>P</mi><mo>(</mo><mover accent="true"><mi>φ</mi><mo>⃗</mo></mover><mo>)</mo></mrow><annotation encoding="application/x-tex">P(\vec{\varphi})</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathdefault" style="margin-right:0.13889em;">P</span><span class="mopen">(</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.714em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault">φ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mclose">)</span></span></span></span>), he can simply calculate the integral and get an answer. If there is no such information, the following paragraph describes what minimal information a researcher can have and how to use it to obtain a regularized solution.</p>
<h3>Prior information</h3>
<p>As British scientists have shown, the rest of the world likes to differentiate. Moreover, if a mathematician will be asked questions about the validity of this operation, the physicist optimistically believes that the laws of nature are described by "good" functions, that is, smooth. In other words, he assigns smoother <span class="katex"><span class="katex-mathml"><math><semantics><mrow><mi>φ</mi><mo>(</mo><mi>x</mi><mo>)</mo></mrow><annotation encoding="application/x-tex">\varphi(x)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathdefault">φ</span><span class="mopen">(</span><span class="mord mathdefault">x</span><span class="mclose">)</span></span></span></span> a higher a priori probability density. So let's try to introduce an a priori probability based on smoothness. To do this, we will remember that the introduction of the a priori probability is some kind of violence against the world, forcing the laws of nature to look comfortable for us. This violence should be minimized, and by introducing an a priori probability density, it is necessary that _ Shannon_'s information regarding <span class="katex"><span class="katex-mathml"><math><semantics><mrow><mi>φ</mi><mo>(</mo><mi>x</mi><mo>)</mo></mrow><annotation encoding="application/x-tex">\varphi(x)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathdefault">φ</span><span class="mopen">(</span><span class="mord mathdefault">x</span><span class="mclose">)</span></span></span></span> contained in <span class="katex"><span class="katex-mathml"><math><semantics><mrow><mi>P</mi><mo>(</mo><mover accent="true"><mi>φ</mi><mo>⃗</mo></mover><mo>)</mo></mrow><annotation encoding="application/x-tex">P(\vec{\varphi})</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathdefault" style="margin-right:0.13889em;">P</span><span class="mopen">(</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.714em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault">φ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mclose">)</span></span></span></span> be minimal. Formalizing the above, let us derive a type of a priori density based on the smoothness of the function. For this purpose, we will search for a conditional extremum of information:</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math><semantics><mrow><mi>I</mi><mo>[</mo><mi>P</mi><mo>(</mo><mover accent="true"><mi>φ</mi><mo>⃗</mo></mover><mo>)</mo><mo>]</mo><mo>=</mo><mo>∫</mo><mi>ln</mi><mo>⁡</mo><mrow><mi>P</mi><mo>(</mo><mover accent="true"><mi>φ</mi><mo>⃗</mo></mover><mo>)</mo></mrow><mi>P</mi><mo>(</mo><mover accent="true"><mi>φ</mi><mo>⃗</mo></mover><mo>)</mo><mi>d</mi><mover accent="true"><mi>φ</mi><mo>⃗</mo></mover><mo>→</mo><mi>m</mi><mi>i</mi><mi>n</mi></mrow><annotation encoding="application/x-tex">I[P(\vec{\varphi})] = \int \ln{P(\vec{\varphi})} P(\vec{\varphi}) d\vec{\varphi} \to min</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathdefault" style="margin-right:0.07847em;">I</span><span class="mopen">[</span><span class="mord mathdefault" style="margin-right:0.13889em;">P</span><span class="mopen">(</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.714em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault">φ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mclose">)</span><span class="mclose">]</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:2.22225em;vertical-align:-0.86225em;"></span><span class="mop op-symbol large-op" style="margin-right:0.44445em;position:relative;top:-0.0011249999999999316em;">∫</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mop">ln</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.13889em;">P</span><span class="mopen">(</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.714em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault">φ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mclose">)</span></span><span class="mord mathdefault" style="margin-right:0.13889em;">P</span><span class="mopen">(</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.714em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault">φ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mclose">)</span><span class="mord mathdefault">d</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.714em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault">φ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">→</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.65952em;vertical-align:0em;"></span><span class="mord mathdefault">m</span><span class="mord mathdefault">i</span><span class="mord mathdefault">n</span></span></span></span></span>
<p>Under the following conditions:</p>
<ol>
<li>Condition for smoothness <span class="katex"><span class="katex-mathml"><math><semantics><mrow><mi>φ</mi><mo>(</mo><mi>x</mi><mo>)</mo></mrow><annotation encoding="application/x-tex">\varphi(x)</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord mathdefault">φ</span><span class="mopen">(</span><span class="mord mathdefault">x</span><span class="mclose">)</span></span></span></span>. Let <span class="katex"><span class="katex-mathml"><math><semantics><mrow><mi mathvariant="normal">Ω</mi></mrow><annotation encoding="application/x-tex">\Omega</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.68333em;vertical-align:0em;"></span><span class="mord">Ω</span></span></span></span> be some matrix characterizing the smoothness of the function. Then we demand that a certain value of the smoothness functional is achieved:</li>
</ol>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math><semantics><mrow><mo>∫</mo><mo>(</mo><mover accent="true"><mi>φ</mi><mo>⃗</mo></mover><mo separator="true">,</mo><mi mathvariant="normal">Ω</mi><mover accent="true"><mi>φ</mi><mo>⃗</mo></mover><mo>)</mo><mi>P</mi><mo>(</mo><mover accent="true"><mi>φ</mi><mo>⃗</mo></mover><mo>)</mo><mi>d</mi><mover accent="true"><mi>φ</mi><mo>⃗</mo></mover><mo>=</mo><mi>ω</mi></mrow><annotation encoding="application/x-tex">\int (\vec{\varphi},\Omega\vec{\varphi}) P(\vec{\varphi}) d\vec{\varphi} = \omega</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:2.22225em;vertical-align:-0.86225em;"></span><span class="mop op-symbol large-op" style="margin-right:0.44445em;position:relative;top:-0.0011249999999999316em;">∫</span><span class="mopen">(</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.714em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault">φ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord">Ω</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.714em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault">φ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mclose">)</span><span class="mord mathdefault" style="margin-right:0.13889em;">P</span><span class="mopen">(</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.714em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault">φ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mclose">)</span><span class="mord mathdefault">d</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.714em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault">φ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.43056em;vertical-align:0em;"></span><span class="mord mathdefault" style="margin-right:0.03588em;">ω</span></span></span></span></span>
<p>The attentive reader should ask a question about the definition of <span class="katex"><span class="katex-mathml"><math><semantics><mrow><mi>ω</mi></mrow><annotation encoding="application/x-tex">\omega</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.43056em;vertical-align:0em;"></span><span class="mord mathdefault" style="margin-right:0.03588em;">ω</span></span></span></span>. The answer to this question will be given further down the text.</p>
<ol start="2">
<li>The normality of probability per unit: </li>
</ol>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math><semantics><mrow><mo>∫</mo><mi>P</mi><mo>(</mo><mover accent="true"><mi>φ</mi><mo>⃗</mo></mover><mo>)</mo><mi>d</mi><mover accent="true"><mi>φ</mi><mo>⃗</mo></mover><mo>=</mo><mn>1</mn></mrow><annotation encoding="application/x-tex">\int P(\vec{\varphi}) d\vec{\varphi} = 1</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:2.22225em;vertical-align:-0.86225em;"></span><span class="mop op-symbol large-op" style="margin-right:0.44445em;position:relative;top:-0.0011249999999999316em;">∫</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathdefault" style="margin-right:0.13889em;">P</span><span class="mopen">(</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.714em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault">φ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mclose">)</span><span class="mord mathdefault">d</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.714em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault">φ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:0.64444em;vertical-align:0em;"></span><span class="mord">1</span></span></span></span></span>
<p>Under these conditions, the following function will deliver a minimum to the function:</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math><semantics><mrow><msub><mi>P</mi><mi>α</mi></msub><mo>(</mo><mover accent="true"><mi>φ</mi><mo>⃗</mo></mover><mo>)</mo><mo>=</mo><mfrac><mrow><msup><mi>α</mi><mrow><mi>R</mi><mi>g</mi><mo>(</mo><mi mathvariant="normal">Ω</mi><mo>)</mo><mi mathvariant="normal">/</mi><mn>2</mn></mrow></msup><mi>det</mi><mo>⁡</mo><msup><mi mathvariant="normal">Ω</mi><mrow><mn>1</mn><mi mathvariant="normal">/</mi><mn>2</mn></mrow></msup></mrow><mrow><mo>(</mo><mn>2</mn><mi>π</mi><msup><mo>)</mo><mrow><mi>N</mi><mi mathvariant="normal">/</mi><mn>2</mn></mrow></msup></mrow></mfrac><mi>exp</mi><mo>⁡</mo><mo>(</mo><mo>−</mo><mfrac><mn>1</mn><mn>2</mn></mfrac><mo>(</mo><mover accent="true"><mi>φ</mi><mo>⃗</mo></mover><mo separator="true">,</mo><mi>α</mi><mi mathvariant="normal">Ω</mi><mover accent="true"><mi>φ</mi><mo>⃗</mo></mover><mo>)</mo><mo>)</mo></mrow><annotation encoding="application/x-tex">P_{\alpha}(\vec{\varphi}) = \frac{\alpha^{Rg(\Omega)/2}\det\Omega^{1/2}}{(2\pi)^{N/2}} \exp(-\frac{1}{2} (\vec{\varphi},\alpha\Omega\vec{\varphi}))</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.13889em;">P</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.151392em;"><span style="top:-2.5500000000000003em;margin-left:-0.13889em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight" style="margin-right:0.0037em;">α</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.714em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault">φ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:2.519em;vertical-align:-0.954em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.565em;"><span style="top:-2.2960000000000003em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mopen">(</span><span class="mord">2</span><span class="mord mathdefault" style="margin-right:0.03588em;">π</span><span class="mclose"><span class="mclose">)</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.814em;"><span style="top:-2.989em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight" style="margin-right:0.10903em;">N</span><span class="mord mtight">/</span><span class="mord mtight">2</span></span></span></span></span></span></span></span></span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord"><span class="mord mathdefault" style="margin-right:0.0037em;">α</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8879999999999999em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight" style="margin-right:0.00773em;">R</span><span class="mord mathdefault mtight" style="margin-right:0.03588em;">g</span><span class="mopen mtight">(</span><span class="mord mtight">Ω</span><span class="mclose mtight">)</span><span class="mord mtight">/</span><span class="mord mtight">2</span></span></span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mop">det</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord">Ω</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8879999999999999em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">1</span><span class="mord mtight">/</span><span class="mord mtight">2</span></span></span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.954em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mop">exp</span><span class="mopen">(</span><span class="mord">−</span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.32144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">2</span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="m
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathdefault" style="margin-right:0.0037em;">α</span><span class="mord">Ω</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.714em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault">φ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mclose">)</span><span class="mclose">)</span></span></span></span></span>
<p>The <span class="katex"><span class="katex-mathml"><math><semantics><mrow><mi>α</mi></mrow><annotation encoding="application/x-tex">\alpha</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.43056em;vertical-align:0em;"></span><span class="mord mathdefault" style="margin-right:0.0037em;">α</span></span></span></span> parameter is associated with <span class="katex"><span class="katex-mathml"><math><semantics><mrow><mi>ω</mi></mrow><annotation encoding="application/x-tex">\omega</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.43056em;vertical-align:0em;"></span><span class="mord mathdefault" style="margin-right:0.03588em;">ω</span></span></span></span>, but since we don't actually have information about the specific values of the smoothness functionality, it makes no sense to find out how it is associated. Then what to do with <span class="katex"><span class="katex-mathml"><math><semantics><mrow><mi>α</mi></mrow><annotation encoding="application/x-tex">\alpha</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.43056em;vertical-align:0em;"></span><span class="mord mathdefault" style="margin-right:0.0037em;">α</span></span></span></span>, you ask? There are three paths: </p>
<ol>
<li>select the value of the parameter <span class="katex"><span class="katex-mathml"><math><semantics><mrow><mi>α</mi></mrow><annotation encoding="application/x-tex">\alpha</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.43056em;vertical-align:0em;"></span><span class="mord mathdefault" style="margin-right:0.0037em;">α</span></span></span></span> manually, and thus proceed to regularization of Tikhonov </li>
<li>average all possible <span class="katex"><span class="katex-mathml"><math><semantics><mrow><mi>α</mi></mrow><annotation encoding="application/x-tex">\alpha</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.43056em;vertical-align:0em;"></span><span class="mord mathdefault" style="margin-right:0.0037em;">α</span></span></span></span>, assuming all possible <span class="katex"><span class="katex-mathml"><math><semantics><mrow><mi>α</mi></mrow><annotation encoding="application/x-tex">\alpha</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.43056em;vertical-align:0em;"></span><span class="mord mathdefault" style="margin-right:0.0037em;">α</span></span></span></span> equally probable</li>
<li>choose the most likely <span class="katex"><span class="katex-mathml"><math><semantics><mrow><mi>α</mi></mrow><annotation encoding="application/x-tex">\alpha</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.43056em;vertical-align:0em;"></span><span class="mord mathdefault" style="margin-right:0.0037em;">α</span></span></span></span> by its a posteriori probability density of <span class="katex"><span class="katex-mathml"><math><semantics><mrow><mi>P</mi><mo>(</mo><mi>α</mi><mi mathvariant="normal">∣</mi><mover accent="true"><mi>f</mi><mo>⃗</mo></mover><mo>)</mo></mrow><annotation encoding="application/x-tex">P(\alpha|\vec{f})</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.2274399999999999em;vertical-align:-0.25em;"></span><span class="mord mathdefault" style="margin-right:0.13889em;">P</span><span class="mopen">(</span><span class="mord mathdefault" style="margin-right:0.0037em;">α</span><span class="mord">∣</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.9774399999999999em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.10764em;">f</span></span></span><span style="top:-3.26344em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.06882999999999997em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mclose">)</span></span></span></span>. This approach is correct if we assume that the experimental data contains enough information about <span class="katex"><span class="katex-mathml"><math><semantics><mrow><mi>α</mi></mrow><annotation encoding="application/x-tex">\alpha</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.43056em;vertical-align:0em;"></span><span class="mord mathdefault" style="margin-right:0.0037em;">α</span></span></span></span> </li>
</ol>
<p>The first case is of little interest to us. In the second case, we get the following formula for the solution:</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math><semantics><mrow><mrow><mo fence="true">⟨</mo><msub><mi>φ</mi><mi>i</mi></msub><mo fence="true">⟩</mo></mrow><mo>=</mo><mfrac><mrow><mo>∫</mo><mi>d</mi><mi>φ</mi><mtext>&ThinSpace;</mtext><msub><mi>φ</mi><mi>i</mi></msub><mi>P</mi><mo>(</mo><mi>f</mi><mi mathvariant="normal">∣</mi><mi>φ</mi><mo>)</mo><mo>∫</mo><mi>d</mi><mi>α</mi><mtext>&ThinSpace;</mtext><mi>P</mi><mo>(</mo><mi>α</mi><mo>)</mo><msup><mi>α</mi><mfrac><mrow><mi>R</mi><mi>g</mi><mo>(</mo><mi mathvariant="normal">Ω</mi><mo>)</mo></mrow><mn>2</mn></mfrac></msup><mi>exp</mi><mo>⁡</mo><mo>(</mo><mo>−</mo><mfrac><mi>α</mi><mn>2</mn></mfrac><mo>(</mo><mover accent="true"><mi>φ</mi><mo>⃗</mo></mover><mo separator="true">,</mo><mi mathvariant="normal">Ω</mi><mover accent="true"><mi>φ</mi><mo>⃗</mo></mover><mo>)</mo><mo>)</mo></mrow><mrow><mo>∫</mo><mi>d</mi><mi>φ</mi><mi>P</mi><mo>(</mo><mi>f</mi><mi mathvariant="normal">∣</mi><mi>φ</mi><mo>)</mo><mo>∫</mo><mi>d</mi><mi>α</mi><mtext>&ThinSpace;</mtext><mi>P</mi><mo>(</mo><mi>α</mi><mo>)</mo><msup><mi>α</mi><mfrac><mrow><mi>R</mi><mi>g</mi><mo>(</mo><mi mathvariant="normal">Ω</mi><mo>)</mo></mrow><mn>2</mn></mfrac></msup><mi>exp</mi><mo>⁡</mo><mo>(</mo><mo>−</mo><mfrac><mi>α</mi><mn>2</mn></mfrac><mo>(</mo><mover accent="true"><mi>φ</mi><mo>⃗</mo></mover><mo separator="true">,</mo><mi mathvariant="normal">Ω</mi><mover accent="true"><mi>φ</mi><mo>⃗</mo></mover><mo>)</mo><mo>)</mo></mrow></mfrac></mrow><annotation encoding="application/x-tex">\left\langle \varphi_i \right\rangle = \frac{\int d\varphi\, \varphi_i P(f|\varphi) \int\limits d\alpha\,P(\alpha) \alpha^{\frac{Rg(\Omega)}{2}} \exp(-\frac{\alpha}{2} (\vec{\varphi},\Omega\vec{\varphi}))}{\int d\varphi P(f|\varphi) \int\limits d\alpha\,P(\alpha) \alpha^{\frac{Rg(\Omega)}{2}} \exp(-\frac{\alpha}{2} (\vec{\varphi},\Omega\vec{\varphi}))}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1em;vertical-align:-0.25em;"></span><span class="minner"><span class="mopen delimcenter" style="top:0em;">⟨</span><span class="mord"><span class="mord mathdefault">φ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathdefault mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mclose delimcenter" style="top:0em;">⟩</span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:3.13445em;vertical-align:-1.31em;"></span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.8244500000000001em;"><span style="top:-2.1244500000000004em;"><span class="pstrut" style="height:3.0894500000000003em;"></span><span class="mord"><span class="mop op-symbol small-op" style="margin-right:0.19445em;position:relative;top:-0.0005599999999999772em;">∫</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathdefault">d</span><span class="mord mathdefault">φ</span><span class="mord mathdefault" style="margin-right:0.13889em;">P</span><span class="mopen">(</span><span class="mord mathdefault" style="margin-right:0.10764em;">f</span><span class="mord">∣</span><span class="mord mathdefault">φ</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mop op-symbol
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord">Ω</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.714em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault">φ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mclose">)</span><span class="mclose">)</span></span></span><span style="top:-3.3194500000000002em;"><span class="pstrut" style="height:3.0894500000000003em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.8244500000000006em;"><span class="pstrut" style="height:3.0894500000000003em;"></span><span class="mord"><span class="mop op-symbol small-op" style="margin-right:0.19445em;position:relative;top:-0.0005599999999999772em;">∫</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathdefault">d</span><span class="mord mathdefault">φ</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathdefault">φ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.31166399999999994em;"><span style="top:-2.5500000000000003em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathdefault mtight">i</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.15em;"><span></span></span></span></span></span></span><span class="mord mathdefault" style="margin-right:0.13889em;">P</span><span class="mopen">(</span><span class="mord mathdefault" style="margin-right:0.10764em;">f</span><span class="mord">∣</span><span class="mord mathdefault">φ</span><span class="mclose">)</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mop op-symbol small-op" style="margin-right:0.19445em;position:relative;top:-0.0005599999999999772em;">∫</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathdefault">d</span><span class="mord mathdefault" style="margin-right:0.0037em;">α</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord mathdefault" style="margin-right:0.13889em;">P</span><span class="mopen">(</span><span class="mord mathdefault" style="margin-right:0.0037em;">α</span><span class="mclose">)</span><span class="mord"><span class="mord mathdefault" style="margin-right:0.0037em;">α</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:1.08945em;"><span style="top:-3.363em;margin-right:0.05em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mopen nulldelimiter sizing reset-size3 size6"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.0377857142857143em;"><span style="top:-2.656em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mtight">2</span></span></span></span><span style="top:-3.2255000000000003em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line mtight" style="border-bottom-width:0.049em;"></span></span><span style="top:-3.5020714285714285em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mathdefault mtight" style="margin-right:0.00773em;">R</span><span class="mord mathdefault mtight" style="margin-right:0.03588em;">g</span><span class="mopen mtight">(</span><span class="mord mtight">Ω</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.344em;"><span></span></span></span></span></span><span class="mclose nulldelimiter sizing reset-size3 size6"></span></span></span></span></span
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mpunct">,</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord">Ω</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.714em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault">φ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mclose">)</span><span class="mclose">)</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:1.31em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span></span></span></span></span>
<p>The third case will be considered in the next section using the example of Gaussian noises in an experiment.</p>
<h3>Gaussian noises case</h3>
<p>The case where the errors in the experiment are Gaussian distributed is remarkable in that an analytical solution to our problem can be obtained. The solution and its error will be as follows:</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math><semantics><mrow><mover accent="true"><mi>φ</mi><mo>⃗</mo></mover><mo>=</mo><mo>(</mo><msup><mi>K</mi><mi>T</mi></msup><msup><mi mathvariant="normal">Σ</mi><mrow><mo>−</mo><mn>1</mn></mrow></msup><mi>K</mi><mo>+</mo><msup><mi>α</mi><mo>∗</mo></msup><mi mathvariant="normal">Ω</mi><msup><mo>)</mo><mrow><mo>−</mo><mn>1</mn></mrow></msup><msup><mi>K</mi><mi>T</mi></msup><msup><mi mathvariant="normal">Σ</mi><mrow><mo>−</mo><msup><mn>1</mn><mi>T</mi></msup></mrow></msup><mover accent="true"><mi>f</mi><mo>⃗</mo></mover></mrow><annotation encoding="application/x-tex">\vec{\varphi} = (K^T\Sigma^{-1}K +\alpha^*\Omega)^{-1}K^T\Sigma^{-1^{T}}\vec{f}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.9084399999999999em;vertical-align:-0.19444em;"></span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.714em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault">φ</span></span></span><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1.1413309999999999em;vertical-align:-0.25em;"></span><span class="mopen">(</span><span class="mord"><span class="mord mathdefault" style="margin-right:0.07153em;">K</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913309999999999em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathdefault mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord"><span class="mord">Σ</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.864108em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span><span class="mord mathdefault" style="margin-right:0.07153em;">K</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span></span><span class="base"><span class="strut" style="height:1.306365em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.0037em;">α</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.738696em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">∗</span></span></span></span></span></span></span></span><span class="mord">Ω</span><span class="mclose"><span class="mclose">)</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.864108em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.07153em;">K</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913309999999999em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathdefault mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord"><span class="mord">Σ</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:1.056365em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight"><span class="mord mtight">1</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.9190928571428572em;"><span style="top:-2.931em;margin-right:0.07142857142857144em;"><span class="pstrut" style="height:2.5em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mathdefault mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span></span></span></span></span><
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span></span></span></span></span>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math><semantics><mrow><msub><mi mathvariant="normal">Σ</mi><mover accent="true"><mi>φ</mi><mo>⃗</mo></mover></msub><mo>=</mo><mo>(</mo><msup><mi>K</mi><mi>T</mi></msup><msup><mi mathvariant="normal">Σ</mi><mrow><mo>−</mo><mn>1</mn></mrow></msup><mi>K</mi><mo>+</mo><msup><mi>α</mi><mo>∗</mo></msup><mi mathvariant="normal">Ω</mi><msup><mo>)</mo><mrow><mo>−</mo><mn>1</mn></mrow></msup></mrow><annotation encoding="application/x-tex">\Sigma_{\vec{\varphi}} = (K^T\Sigma^{-1}K+\alpha^*\Omega)^{-1}</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.9744379999999999em;vertical-align:-0.2911079999999999em;"></span><span class="mord"><span class="mord">Σ</span><span class="msupsub"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.3448em;"><span style="top:-2.5450000000000004em;margin-left:0em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord accent mtight"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.714em;"><span style="top:-2.714em;"><span class="pstrut" style="height:2.714em;"></span><span class="mord mtight"><span class="mord mathdefault mtight">φ</span></span></span><span style="top:-2.714em;"><span class="pstrut" style="height:2.714em;"></span><span class="accent-body" style="left:-0.15216em;"><span class="overlay mtight" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.2911079999999999em;"><span></span></span></span></span></span></span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:1.1413309999999999em;vertical-align:-0.25em;"></span><span class="mopen">(</span><span class="mord"><span class="mord mathdefault" style="margin-right:0.07153em;">K</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913309999999999em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathdefault mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord"><span class="mord">Σ</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.864108em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span><span class="mord mathdefault" style="margin-right:0.07153em;">K</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span></span><span class="base"><span class="strut" style="height:1.1141079999999999em;vertical-align:-0.25em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.0037em;">α</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.738696em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">∗</span></span></span></span></span></span></span></span><span class="mord">Ω</span><span class="mclose"><span class="mclose">)</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.864108em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span></span></span></span></span>
<p>where <span class="katex"><span class="katex-mathml"><math><semantics><mrow><mi mathvariant="normal">Σ</mi></mrow><annotation encoding="application/x-tex">\Sigma</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.68333em;vertical-align:0em;"></span><span class="mord">Σ</span></span></span></span> - covariance matrix of a multidimensional Gaussian distribution, <span class="katex"><span class="katex-mathml"><math><semantics><mrow><msup><mi>α</mi><mo>∗</mo></msup></mrow><annotation encoding="application/x-tex">\alpha^*</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.688696em;vertical-align:0em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.0037em;">α</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.688696em;"><span style="top:-3.063em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mbin mtight">∗</span></span></span></span></span></span></span></span></span></span></span> - the most probable value of the parameter <span class="katex"><span class="katex-mathml"><math><semantics><mrow><mi>α</mi></mrow><annotation encoding="application/x-tex">\alpha</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:0.43056em;vertical-align:0em;"></span><span class="mord mathdefault" style="margin-right:0.0037em;">α</span></span></span></span>, which is determined from the condition of maximum a posteriori probability density:</p>
<span class="katex-display"><span class="katex"><span class="katex-mathml"><math><semantics><mrow><mi>P</mi><mo>(</mo><mi>α</mi><mi mathvariant="normal">∣</mi><mover accent="true"><mi>f</mi><mo>⃗</mo></mover><mo>)</mo><mo>=</mo><mi>C</mi><mn>39</mn><mo separator="true">;</mo><msup><mi>α</mi><mfrac><mrow><mi>R</mi><mi>g</mi><mo>(</mo><mi mathvariant="normal">Ω</mi><mo>)</mo></mrow><mn>2</mn></mfrac></msup><msqrt><mrow><mi mathvariant="normal">∣</mi><mo>(</mo><msup><mi>K</mi><mi>T</mi></msup><msup><mi mathvariant="normal">Σ</mi><mrow><mo>−</mo><mn>1</mn></mrow></msup><mi>K</mi><mo>+</mo><mi>α</mi><mi mathvariant="normal">Ω</mi><msup><mo>)</mo><mrow><mo>−</mo><mn>1</mn></mrow></msup><mi mathvariant="normal">∣</mi></mrow></msqrt><mi>exp</mi><mo>⁡</mo><mo>(</mo><mfrac><mn>1</mn><mn>2</mn></mfrac><msup><mover accent="true"><mi>f</mi><mo>⃗</mo></mover><mi>T</mi></msup><msup><mi mathvariant="normal">Σ</mi><mrow><mo>−</mo><mn>1</mn></mrow></msup><msup><mi>K</mi><mi>T</mi></msup><mo>(</mo><msup><mi>K</mi><mi>T</mi></msup><msup><mi mathvariant="normal">Σ</mi><mrow><mo>−</mo><mn>1</mn></mrow></msup><mi>K</mi><mo>+</mo><mi>α</mi><mi mathvariant="normal">Ω</mi><msup><mo>)</mo><mrow><mo>−</mo><mn>1</mn></mrow></msup><msup><mi>K</mi><mi>T</mi></msup><msup><mi mathvariant="normal">Σ</mi><mrow><mo>−</mo><msup><mn>1</mn><mi>T</mi></msup></mrow></msup><mover accent="true"><mi>f</mi><mo>⃗</mo></mover><mo>)</mo></mrow><annotation encoding="application/x-tex">P(\alpha|\vec{f}) = C39; \alpha^{\frac{Rg(\Omega)}{2}}\sqrt{|(K^T\Sigma^{-1}K+\alpha\Omega)^{-1}|}\exp(\frac{1}{2} \vec{f}^T\Sigma^{-1}K^{T}(K^T\Sigma^{-1}K+\alpha\Omega)^{-1}K^T\Sigma^{-1^{T}}\vec{f})</annotation></semantics></math></span><span class="katex-html" aria-hidden="true"><span class="base"><span class="strut" style="height:1.2274399999999999em;vertical-align:-0.25em;"></span><span class="mord mathdefault" style="margin-right:0.13889em;">P</span><span class="mopen">(</span><span class="mord mathdefault" style="margin-right:0.0037em;">α</span><span class="mord">∣</span><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.9774399999999999em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.10764em;">f</span></span></span><span style="top:-3.26344em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.06882999999999997em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mclose">)</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span><span class="mrel">=</span><span class="mspace" style="margin-right:0.2777777777777778em;"></span></span><span class="base"><span class="strut" style="height:2.00744em;vertical-align:-0.686em;"></span><span class="mord mathdefault" style="margin-right:0.07153em;">C</span><span class="mord">3</span><span class="mord">9</span><span class="mpunct">;</span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.0037em;">α</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:1.13945em;"><span style="top:-3.4130000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight"><span class="mopen nulldelimiter sizing reset-size3 size6"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.0377857142857143em;"><span style="top:-2.656em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mtight">2</span></span></span></span><span style="top:-3.2255000000000003em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line mtight" style="border-bottom-width:0.049em;"></span></span><span style="top:-3.5020714285714285em;"><span class="pstrut" style="height:3em;"></span><span class="sizing reset-size3 size1 mtight"><span class="mord mtight"><span class="mord mathdefault mtight" style="margin-right:0.00773em;">R</span><span class="mord mathdefault mtight" style="margin-right:0.03588em;">g</span><span class="mopen mtight">(</span><span class="mord mtight">Ω</span><span class="mclose mtight">)</span></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.344em;"><span></span></span></span></span></span><span class="mclose nulldelimiter sizing reset-size3 size6"></span></span></span></span></span></span></span></span></span></span><span class="mord sqrt"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.2925405em;"><span class="svg-align" style="top:-3.8em;"><span class="pstrut" style="height:3.8em;"></span><span class="mord" style="padding-left:1em;"><span class="mord">∣</span><span class="mopen">(</span><span class="mord"><span class="mord mathdefault" style="margin-right:0.07153em;">K</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.767331em;"><span style="top:-2.9890000000000003em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathdefault mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord"><span class="mord">Σ</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.740108em;"><span style="top:-2.989em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span><span class="mord mathdefault" style="margin-right:0.07153em;">K</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mord mathdefault" style="margin-right:0.0037em;">α</span><span class="mord">Ω</span><span class="mclose"><span class="mclose">)</span>
572,-277,876.3,-289,913c-4.7,4.7,-12.7,7,-24,7s-12,0,-12,0c-1.3,-3.3,-3.7,-11.7,
-7,-25c-35.3,-125.3,-106.7,-373.3,-214,-744c-10,12,-21,25,-33,39s-32,39,-32,39
c-6,-5.3,-15,-14,-27,-26s25,-30,25,-30c26.7,-32.7,52,-63,76,-91s52,-60,52,-60
s208,722,208,722c56,-175.3,126.3,-397.3,211,-666c84.7,-268.7,153.8,-488.2,207.5,
-658.5c53.7,-170.3,84.5,-266.8,92.5,-289.5c4,-6.7,10,-10,18,-10z
M1001 80H400000v40H1013z'/></svg></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.5474595em;"><span></span></span></span></span></span><span class="mspace" style="margin-right:0.16666666666666666em;"></span><span class="mop">exp</span><span class="mopen">(</span><span class="mord"><span class="mopen nulldelimiter"></span><span class="mfrac"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:1.32144em;"><span style="top:-2.314em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">2</span></span></span><span style="top:-3.23em;"><span class="pstrut" style="height:3em;"></span><span class="frac-line" style="border-bottom-width:0.04em;"></span></span><span style="top:-3.677em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord">1</span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.686em;"><span></span></span></span></span></span><span class="mclose nulldelimiter"></span></span><span class="mord"><span class="mord accent"><span class="vlist-t vlist-t2"><span class="vlist-r"><span class="vlist" style="height:0.9774399999999999em;"><span style="top:-3em;"><span class="pstrut" style="height:3em;"></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.10764em;">f</span></span></span><span style="top:-3.26344em;"><span class="pstrut" style="height:3em;"></span><span class="accent-body" style="left:-0.06882999999999997em;"><span class="overlay" style="height:0.714em;width:0.471em;"><svg width='0.471em' height='0.714em' style='width:0.471em' viewBox='0 0 471 714' preserveAspectRatio='xMinYMin'><path d='M377 20c0-5.333 1.833-10 5.5-14S391 0 397 0c4.667 0 8.667 1.667 12 5
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913309999999999em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathdefault mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord"><span class="mord">Σ</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.864108em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.07153em;">K</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913309999999999em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mathdefault mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span></span><span class="mopen">(</span><span class="mord"><span class="mord mathdefault" style="margin-right:0.07153em;">K</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913309999999999em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathdefault mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord"><span class="mord">Σ</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.864108em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span><span class="mord mathdefault" style="margin-right:0.07153em;">K</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span><span class="mbin">+</span><span class="mspace" style="margin-right:0.2222222222222222em;"></span></span><span class="base"><span class="strut" style="height:1.306365em;vertical-align:-0.25em;"></span><span class="mord mathdefault" style="margin-right:0.0037em;">α</span><span class="mord">Ω</span><span class="mclose"><span class="mclose">)</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.864108em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mtight"><span class="mord mtight">−</span><span class="mord mtight">1</span></span></span></span></span></span></span></span></span><span class="mord"><span class="mord mathdefault" style="margin-right:0.07153em;">K</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:0.8913309999999999em;"><span style="top:-3.113em;margin-right:0.05em;"><span class="pstrut" style="height:2.7em;"></span><span class="sizing reset-size6 size3 mtight"><span class="mord mathdefault mtight" style="margin-right:0.13889em;">T</span></span></span></span></span></span></span></span><span class="mord"><span class="mord">Σ</span><span class="msupsub"><span class="vlist-t"><span class="vlist-r"><span class="vlist" style="height:1.056365em;"><span
3.333 2.667 6.667 9 10 19 6.667 24.667 20.333 43.667 41 57 7.333 4.667 11
10.667 11 18 0 6-1 10-3 12s-6.667 5-14 9c-28.667 14.667-53.667 35.667-75 63
-1.333 1.333-3.167 3.5-5.5 6.5s-4 4.833-5 5.5c-1 .667-2.5 1.333-4.5 2s-4.333 1
-7 1c-4.667 0-9.167-1.833-13.5-5.5S337 184 337 178c0-12.667 15.667-32.333 47-59
H213l-171-1c-8.667-6-13-12.333-13-19 0-4.667 4.333-11.333 13-20h359
c-16-25.333-24-45-24-59z'/></svg></span></span></span></span><span class="vlist-s">​</span></span><span class="vlist-r"><span class="vlist" style="height:0.19444em;"><span></span></span></span></span></span><span class="mclose">)</span></span></span></span></span>
<p>As an example, we consider the reconstruction of a spectrum consisting of two Gaussian peaks that fell under the action of an integral step kernel (Heaviside function).</p>
<img src="/images/projects/math/deconvolution.png" alt="deconvolution"/></p></div></div><div class="row" id="significance"><div class="col-lg-12"><hr/><h2 name="significance">Optimal experiment planning with parameter significance functions</h2><p><table>
<tbody><tr><td>
<div classname="col-lg-9">
<img src="/images/projects/math/gears_animated.gif" alt="Under construction...">
</div>
</td>
<td>
<div classname="col-lg-8" align="center"><h3>This section is being finalized ...</h3></div>
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