-
I noticed that the `cov` and `cor` functions in `Statistics`, when returning a covariance/correlation matrix, do not return it using the `Symmetric` matrix type. This would be useful given the optimiz…
-
I need to generate a random covariance matrix for a multivariate complex normal distribution test. I used the `scipy.stats.random_correlation` function to generate the covariance in the real case. W…
-
related to
#2765 #4143 traditional/old statistics for covariance and correlation structures and tests
#3197 penalized and shrinkage estimator for covariances or inverse covariances
These are ju…
-
In assignment 3, section 1, it says:
"We control the shift of the basis function using the mean vector μ k , but we force all covariance matrices to be identical and diagonal Σ k = σ I for all k so…
-
### Reason for Enhancement
- The propagated uncertainty of a survey measurement is 'observation Sdev' + 'centring Sdev'
- The majority of GNSS baseline processing software such as "Trimble busin…
-
Sampling from a matrix-normal distribution with two symmetric matrices making up a Kronecker structured covariance doesn't produce symmetric samples.
This could possibly be enforced by checking sym…
-
### Search before asking
- [X] I have searched the YOLOv8 [issues](https://github.com/ultralytics/ultralytics/issues) and [discussions](https://github.com/ultralytics/ultralytics/discussions) and fou…
-
Is there any way to constraint EM optimizer to consider only diagonal observation_covariance (R) matrices? Let's say I want to assume my noise is always uncorrelated?
Thx!
ghost updated
7 years ago
-
Intermittent errors of document covariance matrices failing to converge after 1000 iterations and then cholesky decomposition failing. Testing on Jason's data (temp/jason). Will diagnose then fix.
-
Hoping Eric or Sean will see this and answer some of the questions I have...
I just can't tell what the function fit_dfa() in the bayesdfa package assumes as defaults for:
1. The variance-cova…