Questions tagged [linear-algebra]

A field of mathematics concerned with the study of finite dimensional vector spaces, including matrices and their manipulation, which are important in statistics.

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Is multivariate Cauchy stable?

I am trying to prove (if possible), for given $A_{n\times n}$ and $B_{n\times n}$, there exists a $C_{n\times n}$ satisfying $$A\pmb{X}_1 + B\pmb{X}_2 \stackrel{D}{=} C\pmb{X},$$ where $X_1, ~X_2$, ...
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Random matrix theory and research - a lot like doing linear algebra?

I've been searching for a subfield of research to get into and wonder whether random matrix theory could suit me well; it seems like it does, because the stuff I read, and the seminars that I watch ...
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How to calculate a perfect separation in a d dimensional space between n class?

Assuming in a d-dimensional space, we have samples from n class. The best way of separating samples of each class from each other is to have the samples from each class as far as possible from every ...
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Matrix Decomposition $B = B^* + \sum_{i>1}\lambda_i B_i$

I recently encountered the following decomposition in a paper, may I know whether anyone on CV happened to know the name of the decomposition and a proof of it? $B$ is a regular stochastic matrix and ...
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How can one design a polynomial function that really does require higher order terms to approximate it well?

My goal is to design an experiment such that only a high order polynomial function can approximate the target polynomial function. I've been trying to approximate a polynomial function in 1D \$f_{...