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The Nash–Sutcliffe coefficient masks important behaviors that if re-cast can aid in the interpretation of the different sources of model behavior in terms of bias, random, and other components. [11]
Belief propagation, also known as sum–product message passing, is a message-passing algorithm for performing inference on graphical models, such as Bayesian networks and Markov random fields.
A popular message passing algorithm on factor graphs is the sum–product algorithm, which efficiently computes all the marginals of the individual variables of the function.
The modified Dietz method [1] [2] [3] is a measure of the ex post (i.e. historical) performance of an investment portfolio in the presence of external flows. (External flows are movements of value such as transfers of cash, securities or other instruments in or out of the portfolio, with no equal simultaneous movement of value in the opposite direction, and which are not income from the ...
For two jointly distributed real-valued random variables and with finite second moments, the covariance is defined as the expected value (or mean) of the product of their deviations from their individual expected values: [3] [4]: 119
In linear algebra, the outer product of two coordinate vectors is the matrix whose entries are all products of an element in the first vector with an element in the second vector.
Normalization process theory, a sociological theory of the implementation of new technologies or innovations; Normalization model, used in visual neuroscience; Normalization in quantum mechanics, see Wave function § Normalization condition and normalized solution
WAL should not be confused with the following distinct concepts: Bond duration Bond duration is the weighted-average time to receive the discounted present values of all the cash flows (including both principal and interest), while WAL is the weighted-average time to receive simply the principal payments (not including interest, and not discounting).
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