Covariance Kernels for Fast Automatic Pattern Discovery and Extrapolation with Gaussian Processes Andrew Gordon Wilson

Source URL: www.cs.cmu.edu

Design of Covariance Functions using Inter-Domain Inducing Variables Felipe Tobar Center for Mathematical Modeling

Source URL: learning.eng.cam.ac.uk

Portfolio construction by volatility forecasts: Does the covariance structure matter? Momtchil Pojarliev and Wolfgang Polasek Institute of Statistics and Econometrics University of Basel

Source URL: www.istfin.eco.usi.ch

Six Results from the Frequency Domain • Suppose {Yt} is a covariance stationary process with no deterministic component. By Wold’s Decomposition Theorem (see, e.g., Sargent, Macroeconomic Theory, chapter XI, section

Source URL: faculty.wcas.northwestern.edu

We consider the problem of estimating the covariance of X from measurements of the form yi = Ai xi + εi (for i = 1, . . . , n) where xi are i.i.d. unobserved samples of X, Ai are given linear operators, and εi represen

Source URL: mmds-data.org

Specification for Ocean Surface Sensible and Latent Heat Fluxes Preamble/Introduction. Surface fluxes are by definition rates of exchange, per unit surface area, between the ocean and the atmosphere. The evaporative mois

Source URL: ioc-goos-oopc.org

• Physical geography
• Oceanography
• Earth
• Academia
• Physical oceanography
• Global Climate Observing System
• Climatology
• Hydrology
• Ocean observations
• Eddy covariance
• Pacific decadal oscillation
• GOOS

Spectral learning of linear dynamics from generalised-linear observations with application to neural population data Lars Buesing∗ , Jakob H. Macke∗,† , Maneesh Sahani Gatsby Computational Neuroscience Unit

Source URL: www.mackelab.org

• Statistics
• Statistical theory
• Estimation theory
• Actuarial science
• Expectationmaximization algorithm
• Missing data
• Maximum likelihood estimation
• Variational Bayesian methods
• Linear regression
• Normal distribution
• Covariance
• Regression analysis

Analysis of the 2015 Philly Election and Increasing Third Party Potential By Aaron Kreider Contact: (Comments and Corrections are Welcome) Website: RedPhilly.org MA in Sociology.

Source URL: redphilly.org

• Covariance and correlation
• Correlation and dependence
• G factor
• Correlation
• Measurement
• Cognition

vol. 166, no. 1 the american naturalist july 2005

Source URL: doaklab.org

• Covariance and correlation
• Statistics
• Probability theory
• Mathematical analysis
• Variance
• Sensitivity analysis
• Covariance
• G factor
• Correlation and dependence
• Autocorrelation