Search results
Results from the WOW.Com Content Network
In statistics, the precision matrix or concentration matrix is the matrix inverse of the covariance matrix or dispersion matrix, =. [ 1 ] [ 2 ] [ 3 ] For univariate distributions , the precision matrix degenerates into a scalar precision , defined as the reciprocal of the variance , p = 1 σ 2 {\displaystyle p={\frac {1}{\sigma ^{2}}}} .
In mathematics, matrix calculus is a specialized notation for doing multivariable calculus, especially over spaces of matrices.It collects the various partial derivatives of a single function with respect to many variables, and/or of a multivariate function with respect to a single variable, into vectors and matrices that can be treated as single entities.
The sample covariance matrix (SCM) is an unbiased and efficient estimator of the covariance matrix if the space of covariance matrices is viewed as an extrinsic convex cone in R p×p; however, measured using the intrinsic geometry of positive-definite matrices, the SCM is a biased and inefficient estimator. [1]
In Bayesian statistics, the conjugate prior of the mean vector is another multivariate normal distribution, and the conjugate prior of the covariance matrix is an inverse-Wishart distribution. Suppose then that n observations have been made
In statistics, the graphical lasso [1] is a sparse penalized maximum likelihood estimator for the concentration or precision matrix (inverse of covariance matrix) of a multivariate elliptical distribution.
Precision and recall. In statistical analysis of binary classification and information retrieval systems, the F-score or F-measure is a measure of predictive performance. It is calculated from the precision and recall of the test, where the precision is the number of true positive results divided by the number of all samples predicted to be positive, including those not identified correctly ...
dc: "Desktop Calculator" arbitrary-precision RPN calculator that comes standard on most Unix-like systems. KCalc, Linux based scientific calculator; Maxima: a computer algebra system which bignum integers are directly inherited from its implementation language Common Lisp. In addition, it supports arbitrary-precision floating-point numbers ...
Throughout this article, boldfaced unsubscripted and are used to refer to random vectors, and Roman subscripted and are used to refer to scalar random variables.. If the entries in the column vector = (,, …,) are random variables, each with finite variance and expected value, then the covariance matrix is the matrix whose (,) entry is the covariance [1]: 177 ...