Covariance

Results: 2964



#Item
11TENDL-2010: Comprehensive nuclear data library with covariance data D. Rochman and A.J. Koning Nuclear Research and Consultancy Group,

TENDL-2010: Comprehensive nuclear data library with covariance data D. Rochman and A.J. Koning Nuclear Research and Consultancy Group,

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Source URL: tendl.web.psi.ch

Language: English - Date: 2015-11-03 05:28:30
    12The linear modelThe linear model • The linear model • The joint pdf and covariance • Example: uniform pdfs

    The linear modelThe linear model • The linear model • The joint pdf and covariance • Example: uniform pdfs

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    Source URL: engr207b.stanford.edu

    Language: English - Date: 2016-01-05 19:22:00
      13Sayan Mukherjee* (). Geometry in statistical inference. Geometric approaches to data analysis including manifold learning, subspace inference, factor models, and inferring covariance/positive defi

      Sayan Mukherjee* (). Geometry in statistical inference. Geometric approaches to data analysis including manifold learning, subspace inference, factor models, and inferring covariance/positive defi

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      Source URL: jointmathematicsmeetings.org

      - Date: 2013-10-31 00:32:33
        14EEB 581, Problem Set Nine Solutions 1 : Consider the following covariance matrix,  40 A =  30

        EEB 581, Problem Set Nine Solutions 1 : Consider the following covariance matrix,  40 A =  30

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        Source URL: nitro.biosci.arizona.edu

        Language: English - Date: 2006-04-04 11:09:22
          15485 Ann. Hum. Genet., Lond), 35, 485 Printed in Great Britain Extension of covariance selection mathematics

          485 Ann. Hum. Genet., Lond), 35, 485 Printed in Great Britain Extension of covariance selection mathematics

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          Source URL: dynamics.org

          Language: English - Date: 2011-02-27 19:29:02
            16Sparse Covariance Selection using Semidefinite Programming A. d’Aspremont ORFE, Princeton University Joint work with O. Banerjee, L. El Ghaoui & G. Natsoulis, U.C. Berkeley & Iconix Pharmaceuticals

            Sparse Covariance Selection using Semidefinite Programming A. d’Aspremont ORFE, Princeton University Joint work with O. Banerjee, L. El Ghaoui & G. Natsoulis, U.C. Berkeley & Iconix Pharmaceuticals

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            Source URL: www.di.ens.fr

            - Date: 2013-09-09 17:47:01
              17Path Integral Policy Improvement with Covariance Matrix Adaptation Freek Stulp ´

              Path Integral Policy Improvement with Covariance Matrix Adaptation Freek Stulp ´

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              Source URL: icml.cc

              - Date: 2012-06-07 13:19:46
                18Covariance Profiles: A Signature Representation For Object Sets Anoop K.R.⋆ , Adway Mitra† , Ujwal Bonde⋆ , Chiranjib Bhattacharyya† , K.R.Ramakrishnan⋆ ⋆ Electrical Engineering, † Computer Science and Auto

                Covariance Profiles: A Signature Representation For Object Sets Anoop K.R.⋆ , Adway Mitra† , Ujwal Bonde⋆ , Chiranjib Bhattacharyya† , K.R.Ramakrishnan⋆ ⋆ Electrical Engineering, † Computer Science and Auto

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                Source URL: clweb.csa.iisc.ernet.in

                - Date: 2016-10-22 15:39:02
                  19Journal of Machine Learning Research3026 Submitted 9/10; Revised 6/11; PublishedHigh-dimensional Covariance Estimation Based On Gaussian Graphical Models

                  Journal of Machine Learning Research3026 Submitted 9/10; Revised 6/11; PublishedHigh-dimensional Covariance Estimation Based On Gaussian Graphical Models

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                  Source URL: www.jmlr.org

                  - Date: 2011-10-20 16:39:56
                    20A Process over all Stationary Covariance Kernels Andrew Gordon Wilson June 9, 2012 Abstract I define a process over all stationary covariance kernels. I show how one might be able to perform inference that scales as O(nm

                    A Process over all Stationary Covariance Kernels Andrew Gordon Wilson June 9, 2012 Abstract I define a process over all stationary covariance kernels. I show how one might be able to perform inference that scales as O(nm

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                    Source URL: www.cs.cmu.edu

                    - Date: 2014-10-30 19:05:36