Covariance matrix

Results: 494



#Item
231Stochastic processes / Data analysis / Singular value decomposition / Matrix theory / Covariance and correlation / Principal component analysis / Brownian motion / Risk-neutral measure / Covariance matrix / Statistics / Algebra / Linear algebra

Quasi-Monte Carlo Methods in Financial Engineering: An Equivalence Principle and Dimension Reduction Xiaoqun Wang1,2 , and Ian H. Sloan2,3 1 Department of Mathematical Sciences, Tsinghua University, Beijing[removed], Chin

Add to Reading List

Source URL: www.maths.unsw.edu.au

Language: English - Date: 2012-08-16 02:37:30
232Covariance and correlation / Linear filters / Regression analysis / Kalman filter / Multivariate normal distribution / Linear regression / Covariance matrix / Covariance and contravariance / Covariance / Statistics / Data analysis / Estimation theory

Constructing Informative Priors using Transfer Learning Rajat Raina Andrew Y. Ng Daphne Koller Computer Science Department, Stanford University, CA[removed]USA

Add to Reading List

Source URL: ai.stanford.edu

Language: English - Date: 2006-05-19 17:48:26
233Variance / Covariance matrix / Correlation and dependence / White noise / Covariance / Autocorrelation / Normal distribution / Statistics / Covariance and correlation / Data analysis

48190_1_art_file_1_1043849843.p.PDF

Add to Reading List

Source URL: www.nrcse.washington.edu

Language: English - Date: 2003-02-18 16:42:27
234Abstract algebra / Linear algebra / Estimation theory / Data analysis / Covariance and correlation / Covariance matrix / Mixed model / Euclidean vector / Multivariate normal distribution / Statistics / Algebra / Mathematics

Genetic Epidemiology 8:[removed]Efficient Computation of Patterned Covariance Matrix Mixed Models in Quantitative Segregation Analysis Nicholas Schork

Add to Reading List

Source URL: deepblue.lib.umich.edu

Language: English - Date: 2006-05-18 06:58:52
235Information theory / Radio resource management / Noise / Antenna / Johnson–Nyquist noise / Spectral efficiency / Random matrix / Covariance / Electronics / Electromagnetism / Telecommunications engineering

ISIT 2003, Yokohama, Japan, June 29 -July 4,2003 Multi- Antenna Capacity in Interference-Limited Low-Power Conditions Angel Lozano Bell Labs (Lucent Technologies)

Add to Reading List

Source URL: www.princeton.edu

Language: English - Date: 2005-11-17 14:36:13
236Algebra of random variables / Covariance and correlation / Summary statistics / Multivariate random variable / Variance / Covariance matrix / Covariance / Standard deviation / Modern portfolio theory / Statistics / Data analysis / Probability theory

Chapter 1 Portfolio Theory with Matrix Algebra Updated: August 7, 2013 When working with large portfolios, the algebra of representing portfolio expected returns and variances becomes cumbersome. The use of matrix (linea

Add to Reading List

Source URL: faculty.washington.edu

Language: English - Date: 2013-08-07 17:08:06
237Optics / Covariance and correlation / Telescopes / Adaptive optics / Fried parameter / Astronomical seeing / Covariance matrix / European Southern Observatory / Variance / Observational astronomy / Statistics / Data analysis

New results on a Cn2 profiler for GeMS A. Cortesa, B. Neichelb, A. Guesalagaa , J. Osborna, F. Rigautc, D. Guzmana Pontificia Universidad Catolica de Chile, Vicuna Mackenna 4860, Santiago, Chile; bGemini Observatory, Co

Add to Reading List

Source URL: www.gemini.edu

Language: English - Date: 2012-08-20 18:54:27
238Data analysis / Matrices / Multivariate normal distribution / Normal distribution / Fisher information / Maximum likelihood / Covariance matrix / Covariance / Matrix / Statistics / Estimation theory / Covariance and correlation

High-dimensional covariance estimation by minimizing 1-penalized log-determinant divergence

Add to Reading List

Source URL: www.cs.utexas.edu

Language: English - Date: 2011-05-03 19:18:22
239Numerical linear algebra / Matrix theory / Singular value decomposition / Data analysis / Cholesky decomposition / Operator theory / Eigenvalues and eigenvectors / Matrix / Conjugate gradient method / Algebra / Mathematics / Linear algebra

B IG & Q UIC: Sparse Inverse Covariance Estimation for a Million Variables Cho-Jui Hsieh, M´aty´as A. Sustik, Inderjit S. Dhillon, Pradeep Ravikumar Department of Computer Science University of Texas at Austin {cjhsieh

Add to Reading List

Source URL: www.cs.utexas.edu

Language: English - Date: 2013-11-10 17:25:28
240Covariance and correlation / Abstract algebra / Linear algebra / Data analysis / Algebra of random variables / Covariance matrix / Covariance / Multivariate normal distribution / Matrix / Algebra / Statistics / Mathematics

g05 – Random Number Generators g05lyc NAG Library Function Document nag_rgsn_matrix_multi_normal (g05lyc)

Add to Reading List

Source URL: nag.com

Language: English - Date: 2012-01-26 06:18:32
UPDATE