Covariance matrix

Results: 494



#Item
51Statistics / Lars Peter Hansen / Thomas J. Sargent / Econometrica / Rational expectations / Economic model / Econometrics / Mathematical economics / Econometric model / Economics / Fellows of the Econometric Society / Academia

282 Temporal Aggregation of Economic Time Series 12. We have used the package RATS for finding these decompositions. In all the simulations, the covariance matrix of the innovations is

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Source URL: www.tomsargent.com

Language: English - Date: 2015-04-08 13:06:50
52Measurement / Cognition / Uncertainty / Variance / Standard deviation / Kilogram / Covariance matrix / Statistics / Data analysis / Summary statistics

GEOMS templates M. De Mazière & GEOMS Board: I. Boyd, (A.F. Vik), A.M. Fjaeraa, T. Krognes, G. Taha, J. Wild, C. Retscher, B. Bojkov, A. Burini,

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Source URL: nors.aeronomie.be

Language: English - Date: 2013-07-17 09:21:29
53Central limit theorem / Normal distribution / Concentration inequality / Covariance matrix / Random matrix / Multivariate random variable / Statistics / Probability theory / Multivariate statistics

AntiConcentrationVectors-v7.dvi

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Source URL: www.econ.ucla.edu

Language: English - Date: 2013-12-20 14:06:24
54Matrices / Numerical linear algebra / Matrix theory / Sparse matrices / Matrix / Symmetric matrix / Cholesky decomposition / LU decomposition / Covariance matrix / Algebra / Linear algebra / Mathematics

A LINEAR ALGEBRA PRIMER for FINANCIAL ENGINEERING Covariance Matrices, Eigenvectors, OLS, and more

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Source URL: www.fepress.org

Language: English - Date: 2014-06-26 17:20:47
55Data analysis / Singular value decomposition / Covariance and correlation / Matrices / Linear algebra / Covariance matrix / Eigenvalues and eigenvectors / Principal component analysis / Normal distribution / Statistics / Algebra / Mathematics

Microsoft Word - Leiden1.doc

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Source URL: www.izbi.uni-leipzig.de

Language: English - Date: 2006-03-07 03:54:52
56Systems theory / Linear filters / Weather prediction / Estimation theory / Bayesian statistics / Data assimilation / Kalman filter / Numerical weather prediction / Ensemble Kalman filter / Statistics / Control theory / Cybernetics

High Resolution Dynamic Data Assimilation Ruth E. Petrie, Dr. Ross Bannister, Dr. Stefano Migliorini, Dr. Sue Ballard (Met Office) AIM: Introduce partial flow dependence into the background error covariance matrix and te

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Source URL: www.nceo.ac.uk

Language: English - Date: 2013-05-09 14:08:46
57Normal distribution / Singular value decomposition / Matrix / Randomized algorithm / Covariance / Algebra / Mathematics / Numerical linear algebra

Improved Practical Matrix Sketching with Guarantees Mina Ghashami, Amey Desai, and Jeff M. Phillips ?

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Source URL: www.cs.utah.edu

Language: English - Date: 2014-09-21 18:47:34
58Learning theory / Cluster analysis / Data analysis / Mixture model / Dimensional analysis / Dimension / Multivariate normal distribution / Dirichlet process / Covariance matrix / Statistics / Machine learning / Concept learning

Hierarchical Learning of Dimensional Biases in Human Categorization Adam Sanborn Gatsby Computational Neuroscience Unit University College London

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Source URL: www.gatsby.ucl.ac.uk

Language: English - Date: 2009-12-15 22:15:42
59Numerical linear algebra / Matrices / Linear filters / Limited-memory BFGS / Quasi-Newton method / Estimation theory / BFGS method / Preconditioner / Lanczos algorithm / Algebra / Mathematics / Linear algebra

Improved analysis-error covariance matrix for high-dimensional variational inversions: application to source estimation using a 3D atmospheric transport model

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Source URL: spot.colorado.edu

Language: English - Date: 2015-04-29 17:50:25
60Matrix theory / Numerical linear algebra / Matrices / Singular value decomposition / Eigenvalues and eigenvectors / Rayleigh quotient / Positive-definite matrix / Matrix / Covariance / Algebra / Linear algebra / Mathematics

U.S. Department of Commerce National Oceanic and Atmospheric Administration National Weather Service National Centers for Environmental Prediction 5830 University Research Court College Park, MD 20740

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Source URL: www.lib.ncep.noaa.gov

Language: English - Date: 2015-06-04 11:02:28
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