Timeline for Linear transformation of multivariate normals resulting in a singular covariance matrix
Current License: CC BY-SA 4.0
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| Nov 15, 2021 at 22:30 | vote | accept | Confounded | ||
| May 28, 2019 at 7:01 | history | bumped | CommunityBot | This question has answers that may be good or bad; the system has marked it active so that they can be reviewed. | |
| May 11, 2018 at 12:48 | history | edited | Confounded | CC BY-SA 4.0 |
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| May 11, 2018 at 12:35 | history | edited | Confounded | CC BY-SA 4.0 |
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| May 11, 2018 at 12:12 | history | edited | Confounded | CC BY-SA 4.0 |
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| May 11, 2018 at 11:57 | history | edited | Confounded | CC BY-SA 4.0 |
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| May 11, 2018 at 11:44 | history | edited | Confounded | CC BY-SA 4.0 |
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| May 11, 2018 at 11:39 | history | edited | Confounded | CC BY-SA 4.0 |
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| May 10, 2018 at 19:31 | answer | added | Dilip Sarwate | timeline score: 1 | |
| May 10, 2018 at 19:26 | comment | added | Mark L. Stone | What do you want to do with $y$? Why is $m > n$? Until you answer that, I don't think we can advise you what to do. Cov(y), which = $AA^T$, is singular because you embedded an object (x) having support in n dimensions, in a higher (m) dimensional space, in which it still only has support in n dimensions. | |
| May 10, 2018 at 18:53 | history | edited | Confounded | CC BY-SA 4.0 |
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| May 10, 2018 at 18:47 | history | edited | Confounded | CC BY-SA 4.0 |
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| May 10, 2018 at 18:38 | history | edited | Confounded | CC BY-SA 4.0 |
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| May 10, 2018 at 18:27 | history | asked | Confounded | CC BY-SA 4.0 |